Futures Radio Show
Futures Radio Show
Jun 13, 2019
Algorithmic Trading – Jaime Valenzuela
Play • 43 min


Listen on —> iTunes
Listen on —> SoundCloud


  1. Becoming an Algo Trader
  2. Developing an Algorithmic Strategy
  3. Back testing a Strategy & Taking it Live
  4. Algo vs HFT
  5. Algos Adapting to Changing Conditions
  6. Data Science & Modern Algo Systems


Jaime Valenzuela

Principal at Algorithmic Futures, Inc.

Record Date:  6/10/19

Rapid Fire:

Q. What Trader has influenced your life the most and why?
A. Fari Hamzei

Q. What was one of the hardest things for you to overcome in Trading?
A. The emotions. Removing myself from the trade execution.

Q. How has your trading process evolved over the years?
A. Discretionary to Algorithmic.

Q. What is one attribute that you believe every trader should have?
A. I think traders now need to have computer and data analysis skills.

Q. Favorite Book About Trading?
A. Dark Pools by Scott Patterson

Q. Favorite Movie about Trading?
A. The Big Short

Q. What’s the best advice you’ve received about Trading?
A. The best advice I received was indirectly from Dr Steenbarger with his book, Enhancing Trader Performance. The book focused on trader psychology and emphasized to look inward to find a part of myself that I could leverage to enhance my edge. It was another push towards leveraging my software engineering and math skills to create successful systems.

Q. If you can give a piece of advice to the younger you, what would it be?
A. Understand what is innate in you that can help you succeed in trading and figure out a way to incorporate it in your trading.

Q. If you had to elevator pitch me your edge trading, what would it be?
A. My trading edge lies in that I develop data-driven, thoroughly back tested trading algorithms using a sound engineering and scientific process. It all starts with a hypothesis that needs to be proven and tested with empirical data that is then implemented and automated in software.

Q. Favorite thing to do when not trading?
A. Hanging out with my son ?

Jaime Valenzuela’s Resources:

If you enjoyed this interview with Jaime & the topics discussed — be sure to listen to these other episodes with
Mike Agne & Nathaniel Polachek

Essential Skills In Becoming A Successful Trader – Mike Agne

Industrial Commodity Trading – Nathaniel Polachek

Futures Radio is a weekly talk show hosted by 20-year futures veteran and CME member Anthony Crudele, an ex-pit trader and one of the first to trade the E-Mini S&P. Each week Anthony talks with traders, CEOs, and other proven market participants about relevant trading and investing information.


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