TTU05: What You Must Do To Survive In the CTA Business ft. Tushar Chande – 1of2
On today’s show I am talking to Tushar Chande, Co-Founder and Head of Research at Rho Asset Management. Tushar is also the author of a number of books on the topic of how to design rule based trading systems as well as having been actively trading these systems for more than 20 years.
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In This Episode, You’ll Learn:
- Why the random nature of the markets attracted Tushar to develop systems for trading these markets
- Background information on Rho Asset Management and it’s philosophy
- How Tushar utilizes behaviors of discretionary traders to make estimates of conviction about their individual trades
- How Rho has designed it’s Altius Program to offer meaningful protection when equity markets go down
- What to be aware of when exploring an Asset Manager’s performance over a 20 year period
- Offense/Defense Ratio, What it means and How to use it to Measure the quality of systems design
- How Rho’s models have been designed in order to achieve the overall objective of the Program
- What Trend Following Indicators are used for and why
- Exploring the volatility of the equity curve
- The input data needed to run the Altius Program, the time it takes and when they run the model
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Resources & Links Mentioned in this Episode:
- Beyond Technical Analysis by Dr. Tushar Chande
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