In this special episode of the Algorithmic Advantage Simon M and I delve into the dynamic world of trend following with the legendary Jerry Parker. The show explores the intricacies of investing, guided by Jerry’s vast experience and proven strategies....
Simon and I really enjoyed this episode of The Algorithmic Advantage where we had a chance to interview Dr Tom Starke. Here we explore Tom’s approach in his quest to find thousands of uncorrelated mini alphas which can be compiled...
In this second part of our TTU year end special, we continue our conversation by discussing the challenge of defining non-trend strategies and the criteria for a good backtest, whether trend followers can afford to stand still in terms of...
Join us for part 1 of this special edition of Systematic Investor, where we are joined by all of our wonderful co-hosts for a group conversation. In this first part, we take a look back on 2023 and discuss how...
In this insightful second episode with Horizon3, Sanj and Paul delve into the complexities of systematic trading and the evolving landscape of the financial markets. The discussion kicks off with a critical look at traditional trading dogmas, emphasizing the importance...
Well we thought we would end the year on a high note. This time Simon and I had the great pleasure to talk with Sanjeev Lakhanpal and Dr Paul Netherwood from Horizon3 Investment Management LLP, where we were introduced to...
It’s important to temper our expectations as traders, recognizing that while markets are efficient, they’re not totally efficient. We must engage with a clear view and realistic goals. Markets are adept enough to mislead those unprepared, seemingly offering the...
In the realm of system analysis, Complex Adaptive Systems (CAS) stand out as fascinating yet challenging subjects. These systems, found in diverse fields from ecology to economics, exhibit properties that defy traditional quantitative analysis methods. In this episode we delve...
Alan Clement is a trader and strategy developer with a background in software development and finance who brings a builder’s mindset to systematic equity trading. His approach spans mean reversion, trend following, and volatility strategies applied to equity markets, each...
Episode 9 is a special, recorded on Scotland Island north of Sydney on a Saturday morning in November 2023 with an exceptional gathering of minds. Jerry Parker of Chesapeake Capital, Adam Havryliv of East Coast Capital Management, Moritz Seibert...
