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EP 090: This quants’ approach to designing algo strategies-Michael Halls-Moore, of QuantStart
For this episode I’m joined by Michael Halls-Moore, who runs QuantStart.com-a site well-known by many algorithmic traders.
Prior to trading, Michael studied computational fluid dynamics and was the co-founder of a tech startup, before getting involved a small equity fund as a quant developer-where his key role was cleansing data.
Now, independently, Michael trades his own short-term algorithmic strategies, consults to hedge funds on machine learning and quant infrastructure, and also has a keen interest in space exploration.
We discussed a whole range of topics, including; the need for quality data, thinking about risk from a portfolio level, trading multiple automated strategies, the role of common sense in parameter optimization, learning to program, and more.
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