Latest in Algo Trading
Hand-picked videos and podcasts on backtesting, strategy building, options and risk, played right here on the page. Every pick comes with a short note from us on why it matters for retail algo traders in India.
Featured this week
One video worth your time, and what we take from it.
How to Backtest a Trading Strategy That Survives Live (Event-Driven, Step by Step)
Why it matters: Most strategies that look great in a backtest fail live because the test was easier than the market. This walkthrough is about building a backtest that behaves like real trading, which is exactly where retail traders lose money first.
Our takeaways
- Check the settings before you trust the numbers. When we audited 200 of our own AlgoTest portfolios this week we found sell strategies saved as buys, stocks tested on futures data instead of cash, a 2% stop-loss where 1% was intended and duplicate entry times. Each one changed the result.
- Always look at results after charges. Our best REC Limited buy rule makes only about ₹0.75 a share per trade after statutory charges. Edges that small can disappear with one bad fill.
- Paper-trade (forward test) for a few weeks before real money. A backtest picks the best of many rules after the fact; only a forward test shows whether the edge is real.
Latest videos
Recent picks from the platforms we use every day. Pick a topic to filter; videos play on this page when you press play.
CAS Trading Strategy | The Hidden Reason Your Expiry Day Strategies Are Failing
Why expiry-day option strategies that work on paper often fail. Useful if you sell straddles on expiry days.
Open on YouTube →Why Isn't My Strategy Trading? How to Debug It on Tradetron (Notification Log)
Two minutes on reading Tradetron's notification log, the first place to look when a deployed strategy does not take a trade.
Open on YouTube →I Asked Claude AI to Backtest 3 Options Strategies
AI tools are now used to set up and compare backtests quickly. Speed helps, but the rules and settings still need to be checked by you.
Open on YouTube →Drawdown & Profit Factor Explained: The Backtest Metrics That Actually Matter
The two numbers we look at before return: how deep the worst fall was, and how much was won for every rupee lost.
Open on YouTube →Best Indicators for Intraday Trading: VWAP, EMA, RSI, ATR and How to Combine Them
A short overview of the intraday indicators most retail algos start with. Pair it with our Indicators made simple page.
Open on YouTube →Where Should a New Algo Trader Actually Focus? (It's Not Indicators or Tools)
A good reminder for beginners: process, testing and risk control matter more than finding the perfect indicator.
Open on YouTube →Podcasts
Shows we listen to. Each player always shows that show’s newest episodes; press the green button to load it here.
Better System Trader
Interviews with systematic and algorithmic traders about building, testing and running rule-based strategies.
Why we follow it: Closest to what we do: rules, testing and the practical problems of running systems.
Open on Spotify →Chat With Traders
Long conversations with traders of every style about how they work, what went wrong and what they changed.
Why we follow it: Good for the psychology side: losing streaks, discipline and sizing.
Open on Spotify →Top Traders Unplugged
Conversations with trend-following and systematic fund managers on strategy design and risk.
Why we follow it: Shows how professionals think about diversification across many strategies.
Open on Spotify →Flirting with Models
A quant-focused show on research, factor models and the limits of backtests.
Why we follow it: For readers who want the deeper research view behind systematic trading.
Open on Spotify →Our videos
Short explainers from the Retail Algo Trader YouTube channel.
Build your own algo trading portfolio using the new 'Combined' feature
How we combine several Tradetron strategies into one portfolio.
Open on YouTube →Natural Gas and Crude Oil must go hand in hand
Why we run our evening MCX strategies as a pair.
Open on YouTube →Why Crude Oil Mini?
Smaller lot, smaller margin: the case for starting with Crude Oil Mini.
Open on YouTube →How to use a margin calculator?
Work out the capital a strategy really needs before you deploy it.
Open on YouTube →Always up to date
Each player below shows that channel’s newest uploads automatically, so this section stays current between our weekly picks.
