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Episode TimeStamps:00:52 – Update from Rob
07:13 – Calculating slippage and “midprice”
12:41 – Industry performance update
15:26 – Q1, David: About continuous trading signal construction
20:49 – Hidden Markov models – What and why?
27:34 – Q2.1, Elie: Is there value in relative vol targeting for traders who can't take on leverage?
32:37 – Q2.2, Elie: About alternative ways of rebalancing signals
37:49 – Q3, QuantLurk: What would more resources do to your strategies?
42:41 – Which CTA should you buy?
49:12 – Can you really predict the performance of a strategy?
56:08 – You need to know what you don't know
58:36 – The U.S debt ceiling
01:03:09 – Thanks for listening

The post 245 Systematic Investor Series ft. Rob Carver – May 27th, 2023 appeared first on Top Traders Unplugged.