Published in April 2023, Robert Carver’s "Advanced Futures Trading Strategies" provides a comprehensive guide detailing 30 tested, systematic strategies across various asset classes. The book, structured for both discretionary and systematic traders, covers techniques from trend-following and carry to mean reversion and dynamic optimization, complete with backtest data. For more details, visit the author's blog post at This Blog is Systematic.
robcarver17/systematic_trading – specifically the sysinit branch (actively updated Feb 2025).Old PDFs assumed 0.5 bps slippage. Modern advanced strategy: use 1.5 bps for liquid (ES, 6E) and 4 bps for illiquid (NG, ZC). Backtest with these generous figures or your live results will disappoint. advanced futures trading strategies robert carver pdf upd
with detailed rules on how and why they work. It is designed for traders who want to transition from "guessing" to "operating" a professional-grade trading business. Published in April 2023, Robert Carver’s "Advanced Futures
: Reject trading rules with an annual turnover greater than 130 trades to avoid being eaten alive by execution costs. Capital Requirements Start with the core: Purchase Systematic Trading (2015)