Guest Appearance on SMB Capital Podcast on Backtesting with Claude
By Dave Mabe
Garrett Drinon invited me on the SMB Podcast to discuss using Claude Code to create profitable trading strategies through backtesting.
Garrett, Tim, and I go deep on a wide variety of topics in this area. Here are the show notes:
00:00 Most Traders Ask AI the Wrong Questions
01:36 From Automation to Claude Code
03:31 Step 1: Let Claude Run Your Backtests
05:11 The Trap of Making Claude Do Everything
07:39 Running and Optimizing Backtests Overnight
10:27 Step 2: Have Claude Build the Strategy
13:09 Why Reference Code and Standards Matter
16:46 The Hidden Risk of Technical Debt
18:46 GitHub and Version Control for Traders
27:07 Step 3: Smoke-Test Strategies Quickly
30:54 Step 4: Verify the Strategy Is Correct
38:49 One-Shot Prompts and Better Context
42:34 Debugging Missing Trades With AI
44:40 When Trading Ideas Become the Bottleneck
46:35 Turning Charts Into Trading Strategies
If you're using AI to help with your trading, you don't want to miss this one.
-Dave
P.S. Wish you could backtest your ideas - without spending months learning to code? Get the strategy included in the Amibroker AFL Course Get Instant Access