Click on the image above to listen to the podcast Why Markets Can’t Stop Trending In this episode of the Systematic Investor series, Niels and I dig into a question that sounds simple but unravels almost everything the textbooks teach:...
Convexity: The Trend Following Game-Changer What if the key to long-term trading success isn’t just about capturing trends but harnessing convexity? I recently sat down with Niels Kaastrup-Larsen on the Systematic Investor Series of Top Traders Unplugged to dive deep...
As 2024 draws to a close, the Systematic Investor podcast hosted two special episodes featuring the series co-hosts: Katy Kaminski, Cem Karsan, Rob Carver, Mark Rzepczinski, Richard Brennan, Alan Dunne, Nick Baltas, Andrew Beer, and Niels Kaastrup-Larsen. Over the course...
In this episode of the Systematic Investor Series, Niels and I dive into a dynamic discussion on managing uncertainty in financial markets. From geopolitical tensions influencing the ruble’s collapse to the critical interplay of trend-following models in chaotic environments. I...
I really enjoyed the discussion with Niels Kaastrup-Larsen in episode 283 of the Systematic Investor Series where we discussed the power of geometric averages and why many Fund Managers find it hard to meet their benchmarks. #SurvivalHasPriorityOverPerformance https://www.toptradersunplugged.com/podcast/283-systematic-investor-series-ft-richard-brennan-february-18th-2023/
...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...
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...
It was great to be back with Niels where our discussion on the nuances between different trend followers has become an epic miniseries. This episode discusses the broad church of trend following from the perspective of cross-sectional momentum and absolute...
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...
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...
