Intra-Day, High Octane, Robust Futures Trading - 03/19/2025

A Masterclass on Robustness Testing with Walk-Forward Analysis

Of the biggest problems quantitative traders probably face, the first is no-doubt over-optimization and the second is likely finding inspiration for new ideas. In-depth interviews with market wizards surely have to be one of the best ways to learn quickly, avoid common pitfalls and find untold amounts of inspiration hidden between the lines. Listening to experts that have been at it for decades, for me anyway, is an incredible education.

In this show I invite you to again spend over an hour with the legend Bob Pardo on the ins and outs of his trading, his philosophy and his edge. And the best bit is, this is just part 1 of 2. In the second part I'm going to deep-dive walk forward analysis with him and I'm sure I'll be walking away with some highly practical tips and tricks.

Click here if you would like to read more of Simon's excellent introduction.

Click the image below of you would like to enjoy the podcast.