It was great to be back on with Niels. Here we discussed a process that can be used to select Managers from a large listing which avoids problems associated with hindsight bias. We also took a foray into discussing some...
The following extract is a Top Traders Unplugged summary of a conversation between the podcast hosts Niels and Alan with Svante Bergström, CEO & Founding Partner of LYNX Asset Management. Click on this link to read the Summary Click on...
The following extract is a Top Traders Unplugged summary of a conversation between the podcast hosts Niels and Alan with Marty Bergin, Owner and President of DUNN Capital Management. Click on this link to read the Summary Click on this...
The following extract is a Top Traders Unplugged summary of a conversation between the podcast hosts Niels and Alan with Ryan O’Grady, CEO and Co-Founder of ROW Asset Management. Click on this link to read the Summary Click on this...
The following extract is a Top Traders Unplugged summary of a conversation between the podcast hosts Niels and Alan with Kevin Cole, CEO and CIO at Campbell & Co.. Click on this link to read the Summary Click on this...
The following extract is a Top Traders Unplugged summary of a conversation between the podcast hosts Niels and Alan with Michael Pomada, President and CEO of Crabel Capital Management. Click on this link to read the Summary Click on this...
The following extract is a Top Traders Unplugged summary of a conversation between the podcast hosts Niels and Alan with Harold De Boer, Head of R&D and Managing Director at Transtrend. Click on this link to read the Summary Click...
The following extract is a Top Traders Unplugged summary of a conversation between the podcast hosts Niels and Alan with Russell Korgaonkar, the Chief Investment Officer at Man AHL. Click on this link to read the Summary Click on this...
Episode 237 of the Systematic Investor Series was recorded in early April 2023 under improvised circumstances, which Richard has described as turning unforeseen logistical constraints into one of the more enjoyable episodes of the run. Sometimes the conversations that are...
Today Niels and I discuss the quantitative traders curse. Overfitting. We explore this negative symptom that arises when models are trained using price data and look at some measures we use that help reduce this tendency. 231 Systematic Investor...