Systematic Trading: From Hedge Fund to Home Office with Robert Carver

Main Topic Notes

Robert has an impressive CV, over the years he has worked at many prestigious firms including:

  • Fixed income exotics trader at a major investment bank
  • Research manager at the Centre for Economic Policy Research
  • Head of fundamental strategies and subsequently head of fixed income at one of the UK’s leading hedge funds. (Where he was responsible for strategies trading $5bn of client funds)

He now manages his own wealth as an independent trader using a fully automated trading system, deploying numerous trading strategies across multiple markets. So this trader is a serious player! In this conversation I asked Robert a variety of questions including:

  • What was it like working at a hedge fund?
  • How can retail compete with hedge funds?
  • What does his trading system look like now?
  • Mean reversion vs trending strategies
  • When to pull the plug on an automated trading system
  • Backtesting and curve fitting
  • Converting your discretionary trading strategy into an algorithm
  • & so much more.

This was a really in depth discussion with a knowledgeable and seasoned trader. Enjoy the episode!

Robert’s website is:

https://www.systematicmoney.org/

Robert’s book are available on his website and Amazon:

Leveraged Trading

Smart Portfolios

Systematic Trading

Advanced Futures Trading Strategies