As one reviewer put it, “Advanced Futures Trading Strategies is the definitive practical guide to futures trading strategies. No one who intends to seriously trade futures can afford to be without it.”
A single-strategy, single-market system is highly vulnerable to extended drawdowns. Institutional performance relies on extreme diversification across uncorrelated global assets. Market Selection
Passive execution, cost-to-width filtering, systematic rolling Implementing the System
Mastering the Markets: Key Takeaways from Robert Carver’s Advanced Futures Trading Strategies advanced futures trading strategies robert carver pdf
Elias read a passage aloud to the empty room: "A trading strategy is a set of rules that defines precisely when to enter and exit a trade. It removes the emotion, the hesitation, and the cognitive bias that destroys most traders."
For each future (e.g., 6E Euro FX), calculate the 20-day ATR. Multiply by contract value. That is your "risk per contract."
While many retail traders rely on simple moving average crossovers, Carver utilizes more sophisticated variations of trend-following variations to smooth out returns and reduce whipsaws. Exponential Moving Average (EMA) Crossovers As one reviewer put it, “Advanced Futures Trading
Execute large trades gradually using VWAP (Volume-Weighted Average Price) algorithmic execution blocks to reduce market impact.
Beyond the individual strategies, the book systematically covers critical supporting topics:
Carver advocates for a fully automated, systematic framework. Every step of the process—from asset selection to position sizing and execution—is governed by strict mathematical rules. That is your "risk per contract
The book details ranging from basic buy-and-hold to complex algorithmic approaches. 5 Advanced Pillars of Carver’s Framework
For each strategy, Carver provides:
If you are looking to build out your own systematic trading infrastructure based on these principles, let me know how you would like to proceed. I can help you with the practical steps, such as:
Robert Carver's Advanced Futures Trading Strategies is a comprehensive practical guide featuring 30 fully tested strategies across more than 100 tradable instruments. As a former AHL hedge fund manager, Carver moves beyond theory to provide a systematic framework for independent traders. Core Trading Philosophies Systematic Over Discretionary