033 - Rob Carver - The Comprehensive Guide to a Diversified Futures Strategy

In this episode of The Algorithmic Advantage, Rob Carver discusses systematic futures trading strategies with the host. Carver shares his background, including his early experiences trading fixed income futures and his time at AHL, a systematic futures trading fund. He details his current portfolio allocation across futures, ETFs, and UK stocks, explaining his approach to diversification, risk management, and the use of trend-following, value, and momentum strategies. Carver also delves into the specifics of his futures trading, including the number of markets he trades, his dynamic optimization approach, and the importance of continuous forecasting. He touches on the practical aspects of futures trading, such as contract selection, back adjustment, and execution, and also shares his insights on machine learning and intraday strategies.