118: Game Theory with Brian Miller

Better System Trader - A podcast by Andrew Swanscott chats with professional traders Larry Williams, Ernest Cha

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So here it is, the 2nd part of our conversation with Brian Miller from Optimized Trading.

In the chat today we're going to combine some new topics with an expansion on our previous conversation, including:

  • The application of game theory in trading (it doesn't just apply to HFT),
  • The importance of letting the R&D process guide you instead of trying to squeeze it into a preconceived idea,
  • How to balance simplicity with complexity for more robust trading solutions,
  • The impacts of price data evolution on trading model longevity and how to address them,
  • Plus a few questions from listeners.