Guests

Michael Harris

Former Hedge Fund Trader and Author

Michael Harris is an ex-fixed-income and hedge-fund quant trader. He's best known for his blog on PriceActionLab.com and for his published trading books.

Starting his career in the early 1990s in fixed-income analytics, he later managed futures and exchange-traded funds. While trading bond futures, he recognized a pattern and later developed a software that identifies parameterless patterns and anomalies in price action that will automatically generate code. This was the first commercial software of its kind.

Michael has spent the last seven years of his career developing a software program to identify short-term anomalies using market data. This program can be used with both fixed and machine-learning models.

 

Recent episodes featuring Michael Harris