Great Talk By Martyn. He mentioned that over time, with greater participation and liquidity, the noise levels tend to increase which favours Mean Reversion. His data is predominately FX, but my experience with stocks is almost the exact reverse in that the edge for MR strategies have gotten smaller over time, with the exception of the last 18 months when covid brought about a huge surge in volatility.
Andrew, I must say: I love the quality of the people you have been interviewing lately 👌👍 Keep up with the good work. I will have to learn how to stay awake on Monday 2am to follow your show😊. Greetings from the Netherlands!
wow, great timing. A little more than a year ago I started listening to BST at work. An episode or two a day. Managed to listen to all episodes. I also started to follow Martyns algo optimization process. Back then I didn't know jack about algo dev. Now, I have been able to create a local network farm to speed up my optimization process. I'm running my final optimization of my algo and will be ready to go live within a couple days. This episode gets released on my bday too! It's as if the stars are lining up! Massive thank you to Andrew (and all the guest!), Martyn, the guys over at quant space, NNFX (JK), Scott Welsh and Kevin Davey.
Thanks for taking my question . I really liked the idea of correlation of noise with volatility . This is my take away and it will certainly benifit me. ❤️❤️❤️
Fascinating video! Wish I knew about this information when I first started. Keep these coming! What are your favourite books/resources, Better Systems Trader? Do you keep note of it anywhere? Thanks again for such an awesome channel, slowly making my way through all of these. I love all of the different genres of strategies and ideas the different guests have.
@@BetterSystemTraderPodcast What are your favourite books/resources, Better Systems Trader? Do you keep note of it anywhere? One question I'd love you to ask your guests is what is their annual ROI, whats yours?
None of this information is really new to be honest. Go to Perry Kaufmans interview (i.e., episode 10) and at 10:12 he basically summarizes the main insight from this entire episode... That is, that markets with the most noise perform best with mean reversion strategies.
![184: Increasing returns using "Performance Qualifiers" - Tomas Nesnidal [AUDIO ONLY]](http://i.ytimg.com/vi/dgFus3BRTfQ/mqdefault.jpg)
![184: Increasing returns using "Performance Qualifiers" – Tomas Nesnidal [AUDIO ONLY]](/img/tr.png)
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What was your #1 takeaway from my chat with Martyn? Let me know in the comments below.
Great Talk By Martyn. He mentioned that over time, with greater participation and liquidity, the noise levels tend to increase which favours Mean Reversion. His data is predominately FX, but my experience with stocks is almost the exact reverse in that the edge for MR strategies have gotten smaller over time, with the exception of the last 18 months when covid brought about a huge surge in volatility.
thanks for sharing BK
I second your thoughts BK...this is what my research has also uncovered with US common stocks.
Andrew, I must say: I love the quality of the people you have been interviewing lately 👌👍 Keep up with the good work. I will have to learn how to stay awake on Monday 2am to follow your show😊. Greetings from the Netherlands!
cheers google, join us when you can! :-)
This is such a wonderful episode. Thanks a lot, Andrew and Martyn!
wow, great timing. A little more than a year ago I started listening to BST at work. An episode or two a day. Managed to listen to all episodes. I also started to follow Martyns algo optimization process. Back then I didn't know jack about algo dev. Now, I have been able to create a local network farm to speed up my optimization process. I'm running my final optimization of my algo and will be ready to go live within a couple days. This episode gets released on my bday too! It's as if the stars are lining up!
Massive thank you to Andrew (and all the guest!), Martyn, the guys over at quant space, NNFX (JK), Scott Welsh and Kevin Davey.
hey beef, glad you're finding BST useful!
Thanks for taking my question . I really liked the idea of correlation of noise with volatility . This is my take away and it will certainly benifit me. ❤️❤️❤️
thanks for participating jack
Fascinating video! Wish I knew about this information when I first started. Keep these coming!
What are your favourite books/resources, Better Systems Trader? Do you keep note of it anywhere?
Thanks again for such an awesome channel, slowly making my way through all of these. I love all of the different genres of strategies and ideas the different guests have.
cheers Jack
@@BetterSystemTraderPodcast What are your favourite books/resources, Better Systems Trader? Do you keep note of it anywhere?
One question I'd love you to ask your guests is what is their annual ROI, whats yours?
Pure gold
cheers Madinlift
Sir indian markat working stratage pls send video pls😢😢
Which programming language is best for developing trading bots ?
C++ (MQL 4 & 5) and python for data analysis aside
C# for ninja trader
Sir indian markat reviw pls😢
❤🔥❤🔥❤🔥❤🔥❤🔥
None of this information is really new to be honest. Go to Perry Kaufmans interview (i.e., episode 10) and at 10:12 he basically summarizes the main insight from this entire episode... That is, that markets with the most noise perform best with mean reversion strategies.