Podcast Episodes

043 - Brent Penfold - Can Pre-Historic Strategies Still Make 30%pa?

Season 1 Episode 43

Can caveman-simple trading rules still work in today’s markets? Brent Penfold says yes. In this interview, he reveals why old strategy rules remain powerful, why portfolio-level thinking is the real …

Published on 9 hours ago

042 - Laurens Bensdorp II - Building Strategies with Purpose

Season 1 Episode 42

Round II of a systematic trading masterclass with Laurens Bensdorp: architect non-correlated, purpose-built portfolios—mix trend following, mean reversion, and long-volatility hedges to drive smoothe…

Published on 1 month, 1 week ago

Episode 041 - Cesar Alvarez - A Novel Way to Combine Trend, Reversion, ETFs, Volatility & More!

Season 1 Episode 41

Dive into the deep experience of quantitative trading with Cesar Alvarez (trader first, martial artist second), a veteran trader known for his mastery in mean reversion, breakouts, momentum, ETF and …

Published on 3 months, 2 weeks ago

040 - Pavel Kycek - Generating Insane Returns with Quant Crypto Trading

Season 1 Episode 40

A Smart Portfolio of Trend Following, Mean Reversion & Hedging Strategies

Unlock insane returns with quant crypto trading! Discover how Pavel from Robuxio builds robust portfolios combining mean rever…

Published on 4 months ago

039 - Brett Steenbarger - Mental Keys to Quantitative Trading Success

Season 1 Episode 39

Psychology for Quant Traders? Really?

Quantitative futures traders like to think in code, not clichés—but Dr Brett Steenbarger makes a compelling case that mindset is part of the edge. In this intervi…

Published on 4 months, 2 weeks ago

038 - Andrea Unger - 672% Returns? Sure! Would You Like Some Risk with That?

Season 1 Episode 38

Finishing our little mini-series on shorter-term futures trading we talk to Andrea Unger and happily inject some click-bait in the form of gloating about his 672% return in a single year when he won …

Published on 4 months, 3 weeks ago

037 - Kevin Davey II - Selecting Optimal Strategies for Peak Performance

Season 1 Episode 37

Kevin’s systematic approach melds rigorous quantitative testing with pragmatic risk management and monthly maintenance protocols. By enforcing single-pass optimizations, extensive real-time validatio…

Published on 5 months, 1 week ago

036 - Kevin Davey Part I - It's All About Process in Algo Trading

Season 1 Episode 36

In the cutthroat world of algorithmic futures trading, a structured process is non-negotiable. Kevin Davey’s approach—defining objectives, rigorous validation via walk-forward and Monte Carlo methods…

Published on 5 months, 1 week ago

035 - Bob Pardo II - Building Trading Strategies that Work with Walk Forward Analysis

Season 1 Episode 35

Many trading strategies are developed using extensive historical data to calibrate model parameters. However, this process often leads to over-optimization, where the strategy is too finely tuned to …

Published on 6 months ago

034 - Intra-Day, High-Octane, Robust Futures Trading - Bob Pardo - Part 1 of 2

Season 1 Episode 34

Of the two biggest problems quantitative traders probably face, the first is over-optimization and the second is likely finding inspiration for new ideas. In-depth interviews with market wizards sure…

Published on 6 months, 1 week ago