Interview with Marsten Parker
By Dave Mabe
On this week's episode of Line Your Own Pockets, we spoke with market wizard and long-time systematic trader Marsten Parker.
He's the creator of the RealTest backtesting software.
We discuss:
Trend following versus mean reversion
Over-optimization of trading strategies and how to avoid it
The role of discretion in automated trading
Reinventing yourself as a trader
Much, much more
-Dave