Advanced Futures Trading Strategies by Robert Carver: A Comprehensive Review
Introduction to Advanced Futures Trading Strategies
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.
- Include transaction costs – at least 0.01% of notional value per trade.
- Use forever forward walk-forward – No optimizing on the entire dataset.
- Test 2003–2008 and 2020–2022 as separate regimes – A strategy must survive both.
- Check overnight margin spikes – Especially for crypto and nat gas.
- Run Monte Carlo with return smoothing – Don’t assume daily returns are normal.
- Apply a 50% “correlation shock” test – Halve all pairwise correlations and re-run.
- The “Carver Coffee Rule” – If your strategy would have blown up on a single day of 5% move in a 10-year bond (e.g., Aug 2023), it’s too risky.
The Journey to Mastery
Key Takeaways
: Advanced "comprehensive negotiation" strategies, including trend following across various time frames and "carry" signals. Key Strategies Covered Trend Following : Using trading signals across various time frames. Carry Trading
Yupe is free software. It is released under the terms of
the following BSD License.
Copyright © 2010-2014 by Yupe contributors.
All rights reserved.
Redistribution and use in source and binary forms, with or without
modification, are permitted provided that the following conditions
are met:
* Redistributions of source code must retain the above copyright
notice, this list of conditions and the following disclaimer.
* Redistributions in binary form must reproduce the above copyright
notice, this list of conditions and the following disclaimer in
the documentation and/or other materials provided with the
distribution.
* Neither the name of Yupe nor the names of its
contributors may be used to endorse or promote products derived
from this software without specific prior written permission.
THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
"AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS
FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE
COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT,
INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING,
BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER
CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT
LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN
ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
POSSIBILITY OF SUCH DAMAGE.