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In this episode, I have a guest quant trader who works at a high frequency trading firm. It may surprise you, but he took the same path as many retail traders. His name is Dave Bergstrom.
What sets Dave apart from most traders who have participated in this podcast so far is the way he uses data mining techniques to develop trading strategies. Although data mining in trading often has a negative connotation, Dave believes this is due to poor practices and poor evaluation of the methods.
In addition to the above points and ways to reduce curve fitting, we talk about how to escape randomness, learning to write code, Dave's three laws of strategy development, setting expectations, and more.
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Show notes: https://chatwithtraders.com/ep-103-dave-bergstrom/
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