
204: "How to leverage market biases to improve strategy performance" – Lawrence Chan
About this episode
Lawrence Chan from DayTradingBias joins us to discuss market bias and how to leverage structural bias to increase strategy performance, including:
- "Atomic strategies" and knowing when to NOT trade,
- The most toxic period to backtest a strategy,
- Why market behaviours are becoming so predictable,
- How some trading platforms are taking traders down the wrong path,
- Exploring biases caused by recurring events,
- Why traders should think in concepts first,
- Plus, leverage and volatility breakouts, chart patterns, simple tools, knowing the behaviours of market participants, human psyche, market internals and much more.
Disclaimer:
Trading in the financial markets involves a substantial risk of loss and is not suitable for everyone. All content produced by Better System Trader is for informational or educational purposes only and does not constitute trading or investment advice. Past performance is not necessarily indicative of future results.
Get every episode summarized
Each time Better System Trader publishes, we email you a written briefing from the transcript — the topics, who appeared, and any specific claims, with the ad reads skipped.
Email me new episodesFree for 3 shows. No card needed.
Hosts & guests
No transcript yet
This episode has not been transcribed. Request it and it moves to the front of the queue.
More episodes
More from Better System Trader

241: Trading Market Phases - with Mish Schneider
Better System Trader

240: "Uncovering hidden market reaction zones" - with Fabio Ruggeri
Better System Trader

239: Confident Consistent Trading - Laurens Bensdorp
Better System Trader

238: The new indicator that improves momentum trading signals - Alex Spiroglou
Better System Trader