Robert Tratt: 25 Years in Markets - From Prop Trader to Sharpe 4 Systems | Blushing Quants #14

Robert is a London-based systematic trader with 25+ years in markets. He started in the early 2000s prop trading futures, survived the no-simulator era, and evolved from discretionary trading into fully systematic research and automation. Today, he builds short-term strategies across equity indices and rates futures, and has recently helped a large institution stand up a proprietary trading team.

In this episode, we get practical about how an independent trader thinks and operates: finding edges in intermarket relationships, turning market intuition into systematic decision trees, and building portfolios that aim for strong Sharpe with positive skew. Rob also breaks down how he approaches regime awareness and robustness, in-sample vs out-of-sample work, and why walk-forward style processes are harder than they sound when you actually care about “the right trades", not just the best backtest. We also talk about the fundraising catch-22 for independents and why selling signals and research can be a smarter wedge than trying to raise a big flagship fund on day one.

 

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Trading and investing involve substantial risk, including the possible loss of all or part of your capital. You are solely responsible for your own decisions, and you should consult a qualified professional before making financial decisions. By listening to this podcast, you agree that the hosts, guests, and producers are not liable for any losses or damages arising from the use of any information discussed.