After several failed attempts at discretionary trading, Paolo Geronazzo returned to his programming and IT roots and began developing rules-based, automated trading strategies. Many years of rigorous back-testing later, a mean-reversion strategy targeting the S&P 500 E-mini Futures emerged as “the star” and ANTARES SP500 was born.
In this episode, Charley and Paolo go into great detail about the workings of his strategy and the methods used to succeed with a contrarian model in what has seemed like a relentless bull market. Hint, ANTARES SP500 has more than one way to shine.
I opened an account and lost all the account trading discretionary. From that point I decided to trade only with mechanical trading systems.
Paolo has over 25 years of programming and IT experience in various industries. He was lured to the financial markets during the dot-com days of 2001 during which time he began to use his programming skills to develop automated trading systems. He is now a full time trader designing and managing proprietary trading strategies for his own use and a prominent Swiss financial institution.
Paolo lives in Varese (Italy), near the Swiss border.
This week host Charley Wright spoke with John Netto, a professional, independent futures trader based in Las Vegas. John has managed risk in the global markets, the world of sports as a teenage bookie, and as a United States Marine.
Charley and John covered many topics, including his 600-page book “The Global Macro Edge” and his view on the three dimensions of measuring returns, the 3rd dimension being his namesake – the Netto Number.
Trading is about growth. It’s a microcosm of life.
Independent Trader, Author
John Netto is a cross-asset class trader and author of The Global Macro Edge: Maximizing Return Per Unit-of-Risk. He is also the creator of the Netto Number, the Risk Factor Compensation System, and the Protean Strategy, for which he was named by Collective2.com as Strategy Developer of the Month. Netto is an expert in developing, executing, and managing proprietary algorithmic and discretionary trading strategies across a range of time horizons, asset classes, and market regimes.
Mr. Netto has conducted numerous live trading webinars where viewers watch his P&L, positions, and orders in real time for total transparency of his methods. He has appeared on CNBC’s Fast Money, Closing Bell, and Squawk on the Street, as well as Bloomberg, CNN, Fox Business Channel, and PBS.
Mr. Netto is also the author of One Shot – One Kill Trading. Mr. Netto speaks, reads, and writes Japanese, Chinese, Portuguese, and Spanish to help him articulate his vision of the markets to an international audience. John Netto’s ability to convey esoteric concepts was put on display when he was featured in two documentary movies, Life on the Line and Ghost Exchange, where he simplified to viewers some of complex aspects of creating a point spread model on The Super Bowl and executing high frequency trading strategies. Netto served in the United States Marine Corps for over eight years and is passionate about Veterans’ causes.
Listen as Charley talks to Matthew Klein, the CEO of Collective2, an investing web site where great traders from around the world ask Collective2 to track their brokerage results in real-time. Then other investors can “subscribe” to these traders, and automatically follow their trades in their own brokerage account.
Collective2 was founded in 2001. It has more than 100,000 registered users and 15,000 published strategies. Over $75 million dollars of investor capital is connected to the Collective2 platform.
Founder & CEO
Matthew Klein founded Collective2 LLC. In addition to leading C2, Matthew is also a novelist. He graduated from Yale University, and is a Stanford GSB dropout.
Matthew lives in Westchester County, New York, with his wife Laura, his two sons, and a whippet.