As a systematic trader, the ‘process’ of system development and the compilation of robust suites of different systems designed to capture a broad range of different market conditions starts taking centre stage as opposed to the more naive game of typically over-engineering the capabilities of a single system to make ends meet and ultimately ending up with a ‘curve fit result’.

Kevin Davey is a long term trader in the game and a master of system design and development. If you heed his advice he will save you years of torture and provide you with pearls of wisdom to make you better systematic traders. Kevin introduces his audience to the notion of a strategy factory and the processes that need to be deployed to help you standardise the way you design algorithmic strategies to allow for adaptive, sustainable and robust design solutions which you can then compile into powerful portfolios with  an edge.

Podcasts

Kevin Davey discusses system development, the best systems and correct backtesting process

Michael Cook and Kevin Davey discuss the importance of collaboration in trading

Algo Trading Strategies: From objectives to live trading

Website

KJ Trading Systems

Books