Advanced: Futures Trading Strategies Robert Carver Pdf Upd
Robert Carver's book (published April 2023) is a comprehensive practical guide for both discretionary and systematic traders. Carver, a former portfolio manager at the multi-billion dollar hedge fund AHL, outlines a complete end-to-end system that covers over 100 tradable instruments using 50 years of historical data. Core Philosophy: Systematic Diversification
Old PDFs assumed 0.5 bps slippage. Modern advanced strategy: use 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