Interview: Algorithmic Trading With Kevin Davey by Karl Montevirgen
A professional trader and systems developer, Kevin J. Davey has been developing, analyzing, testing, and creating trading strategies for over 25 years in every futures market from the emini S&P to crude oil to corn to cocoa. He is the author of Building Winning Algorithmic Trading Systems: A Trader’s Journey From Data Mining To Monte Carlo Simulation To Live Trading, Introduction To Algo Trading, and several others. His background is in aerospace engineering with an MBA.
During the years 2005–2007 he came in first place once and second place twice in the World Cup Championship of Futures Trading.
In addition to trading full-time, Davey now teaches and consults via his Strat-egy Factory online workshops (https://kjtradingsystems.com). Clients include both private individuals and trading professionals.
Davey shares his insights and expertise with S&C readers monthly in our “Algo Q&A” column, which focuses on algorithmic and automated rules-based trading and strategy development. Readers with questions about trading strategy development may email Davey through his website for possible topics in future columns. This column won a Readers’ Choice Award this year in our annual Readers’ Choice poll, and his company, KJ Trading Systems, also won a Readers’ Choice Award in the category of “schools & training.” Because of this, we wanted to catch up with him again since our last interview with him in 2015.
S&C Contributing Writer Karl Montevirgen spoke with Davey by phone on February 20, 2020 (with some later email follow-ups) to find out about what trading strategy development looks like for him these days and how he continues to refine his strategy development process.