An Obsession with Edge, Powered by Automation · John Roberson (Prop Trader)


EP 213: An Obsession with Edge, Powered by Automation w/ John Roberson

John’s a well-experienced equities trader, who’s been able to harness the power of technology and leverage the skills of his team to maximize his trading operation. Since starting out in 2007, John has been involved in various trading groups, and today he’s with Kershner Trading Group (Texas).

Although John originated as a discretionary click trader, over the years, he begun to automate more and more. To the point that he now runs a portfolio of 80+ automated models, which do everything from news and earnings, to mean reversion and momentum, to arbitrage and micro structure…

00:00 – Intro
02:55 – Starting Out / Discovering One “Tiny” Edge
13:45 – Evolvement to Automated Trading / Blow-Up Story
30:15 – Backtesting / Machine Learning
48:57 – Running 80+ Automated Models
57:00 – Obsessing Over Your Edge / Thinking “Really Small”
1:03:56 – Outro

Show notes:



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