Dual Momentum & Latest Insights from Gary Antonacci of Optimal Momentum   In an enlightening episode of "The Algorithmic Advantage" podcast, we welcome Gary Antonacci, a celebrated figure in the finance world renowned for developing the dual momentum investment strategy. Gary, who holds an MBA from Harvard, shares his extensive experience spanning various sectors of […]

Deep Dive into Multi Model, ETF Trend Following Strategies with Joris Bastien   In this episode, we sat down with the distinguished Joris Bastien, a maestro in the realm of quantitative trading. Joris' journey into the financial world was anything but conventional. With a background rooted in mathematics, he ventured into the finance sector, initially […]

An Unwavering Commitment to the Core Principles of Classic Trend Following   In this instalment of the Algorithmic Advantage podcast, we engaged in a fascinating dialogue with our friend and seasoned trader, Mr. Jerry Parker. The conversation focused on Jerry's extensive experience in the trading domain and his insights on the practice of trend following. […]

Exploring the World of Quant Trading with Dr. Tom Starke of AAA Quants   Introducing a Pioneer in Quantitative Trading In this episode of The Algorithmic Advantage, we were thrilled to welcome Dr. Tom Starke. With a background spanning from physics (with a PHD in the field) and engineering to leading roles in finance, Tom's […]

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 of diversification and the challenges faced in adapting strategies to the dynamic post-Global Financial Crisis […]

In this first part of a two-part series, we delved into the world of systematic trading with Sanjeev Lakhanpal and Dr. Paul Netherwood from Horizon3 Investment Management. The conversation provided a deep exploration into the complex and innovative strategies used in quantitative trading. Sanjeev shared his journey from a background in physics and finance to […]

In this thought-provoking episode, we address the complexities of extracting a trading edge from market data, challenging the efficacy of purely visual methods such as traditional Technical Analysis. We delve into the limitations of relying on chart patterns and indicators that many traders use to make decisions, demonstrating that these methods can be deceptive. The […]

Navigating the Dynamic World of Equity Trading with Alan Clement: A Journey Through Systematic Strategies In Episode 10 of "The Algorithmic Advantage," we brought in special guest, Alan Clement, a seasoned trader and strategy developer with a rich background in software development and finance. Alan led an engaging and insightful discussion on the dynamic landscape […]

The financial Markets are in a perpetual state of flux, constantly evolving with changes in technology, shifts in regulatory landscapes, and the dynamic entry and exit of market players, all while business cycles ebb and flow. In the face of such uncertainty, how do we navigate these turbulent waters? How can we effectively process the […]

Today we stepped away from talking specifically about trading strategies and chatted with Linus Nilsson about the database of about 4000+ hedge funds / CTA's that he maintains and makes available to the public. We thought this would be an important discussion because we all want to benchmark ourselves against other expert managers. It's an […]

On Episode 7 after a number of discussions with trend followers we peek over the fence at how the other half live and talk to David Bush about Mean Reversion. David trades mega-cap US equities with a very strong focus on risk management. He includes a specific strategy in his portfolio that kicks in to […]

Learn from the best & make it even better! Another fascinating show with Art Holly who has decades of quant trading wisdom on offer. Art has a rich experience as a Portfolio Manager but also as an Allocator and brings over 30 years of incredible experience to the table. His strategies are best in class, […]

A fascinating discussion with Marc Malek of Conquest Capital Partners that covers: short term trend following; diversified strategies; regime based dynamic strategy allocation; building behavioral & logic driven models; being an early adopter of new ideas; the mathematics of positioning tanks on a battlefield; breaking the HKD peg; replication & much, much more. "If you […]

In the compelling second part of their discussion on "The Algorithmic Advantage," Moritz Seibert and Moritz Heiden from Takahe Capital returned to delve deeper into the intricate world of systematic trading and risk management. This episode, rich with technical insights and strategic depth, offered a fascinating exploration of Takahe Capital's unique approach to trading. The […]

In this first instalment of a two-part series on "The Algorithmic Advantage," we embarked on an insightful journey into the realm of systematic trading with their guests and friends, Moritz Seibert and Moritz Heiden from Takahe Capital. This episode, rich in content and depth, served as a prelude to an in-depth exploration of the nuanced […]

In the second episode of "The Algorithmic Advantage" podcast, the conversation with Rich, a seasoned trend following trader, delves deep into the intricate world of quantitative trading. The episode unfurls as a journey through Rich's fascinating transition from traditional finance to the realm of systematic trend following, driven by his passion for intertwining scientific principles […]

In this first episode of 'The Algorithmic Advantage' podcast, hosts Simon and Richard embark on an enlightening exploration of the Quant trading world. Simon, with a background rich in economics and finance, shares his intriguing journey from academia to the trading floors of London, and eventually to the pivotal Sydney Futures Exchange. This transition period, […]

What's to come in The Algorithmic Advantage? Who will be hosting? What will make it different? Here's the brief introduction.