The shock of his first big loss as a discretionary trader in 2004 led Rob Hanna to discover quantifiable statistical benefits that could help smooth out fluctuations in his capital curve. . Trying to find the “perfect” system and knowing the dangers of curve fitting, Rob focused on a simpler approach that combined seasonality, overbought, oversold, and Fed days. I did. The result is a system that allows you to stay invested in most bullish moves while minimizing anxiety and drawdowns.
Rob Hanna Biography:
Rob is a Registered Investment Advisor Representative with Capital Advisors 360. He has been working as a full-time market professional since 2001. Prior to joining CA360, Rob managed his own private investment fund from his 2001 to his 2019 and also quantifiable edge Quantfiable Edges provides subscription letters and other services focused on quantitative market analysis. Over the years, Rob has spoken at major conferences including the Market Technicians Association (MTA), National Association of Active Investment Managers (NAAIM), and American Association of Professional Technical Analysts (AAPTA). Rob attended Boston College and the Carroll School of Management from which he graduated in 1992. He lives and works in Massachusetts, but serves institutional and private clients in the United States and Europe. Rob can be found at Quantfiable Edges or on X (Twitter) @QuantifiablEdgs.
Disclaimer
Trading in financial markets involves the risk of loss. Podcast episodes and other content produced by Chat With Traders are for informational or educational purposes only and do not constitute trading or investment recommendations or advice.
Topic and timestamp:
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- 0:00 Intro and background
- 7:47 IBD approach
- 9:22 Become a full-time trader
- 13:10 Development of quantitative methods
- 23:00 How market analysis affects quantitative strategy
- 27:55 Starting quantitative trading for the wrong reasons
- 31:15 The complexity of being a quant
- 35:20 Using uncorrelated systems
- 38:00 Curve fitting
- 45:03 Fed days as a positive event
- 52:55 Components of his own aggregator line
- 59:40 Things I struggle with as a trader
- 1:02:15 Suggestions for new quantitative traders
- 1:07:20 How Rob fared in these markets
- 1:11:16 How to get to Rob