Podcast Episodes

033 - Rob Carver - The Comprehensive Guide to a Diversified Futures Strategy

Season 1 Episode 33

The A-Z of building a systematic futures portfolio

In this episode, seasoned trader Rob Carver shared his nuanced approach to building and managing a diversified futures portfolio—a methodology that a…

Published on 7 months, 1 week ago

032 - Dr Ernest Chan - The Breakthrough Uses of Machine Learning in Risk Management

Season 1 Episode 32

Building Better Strategies with Good Science

It was strangely comforting talking to Ernie Chan. Whilst I was completely out of my depth talking about AI and Machine Learning, I came away broadly rein…

Published on 8 months, 1 week ago

031 - PJ Sutherland - The Complementary Dynamics of Mean Reversion and Trend-Following Strategies

Season 1 Episode 31

In the domain of quantitative finance, the juxtaposition of mean reversion and trend-following strategies constitutes a pivotal dialogue in the formulation of robust trading paradigms. Each methodolo…

Published on 9 months, 2 weeks ago

030 - Wayne Himelsein - Logica Capital Advisors

Season 1 Episode 30

Wayne Himelsein, President and CIO of Logica Capital Advisors, has developed a robust approach to options trading centred on long volatility strategies that balance systematic rigor with human oversi…

Published on 9 months, 3 weeks ago

029 - Jason Buck - Mutiny Funds - Building a Cockroach Portfolio

Season 1 Episode 29

The concept of the “Cockroach Portfolio” is a novel take on building a robust investment strategy that thrives across diverse market conditions. Drawing inspiration from one of nature's most resilien…

Published on 10 months, 1 week ago

028 - Eric Crittenden - A Portfolio for All Seasons

Season 1 Episode 28

One of the standout points from Eric’s approach is the focus on constructing a durable, all-weather portfolio. Eric designed his fund with the idea that it should be able to endure the most uncertain…

Published on 11 months, 3 weeks ago

027 - Corey Hoffstein - Return Stacking, ETFs & Trend Replication

Season 27 Episode 1

Today we spoke with Corey Hoffstein, a well-known market practitioner with a deep and broad knowledge across quantitative trading & trend following, but also across developing investment products for…

Published on 1 year ago

026 - Gary Antonacci - New Models & Research Updates

Season 1 Episode 26

Gary Antonacci is back on the show after having released a new research paper with Carlo Zarattini from Concretum Research which constitutes a 100-year study on trend following US sectors. The strate…

Published on 1 year ago

025 – Laurens Bensdorp - Balancing 55 Super Models

Season 1 Episode 25

The Power of Multi-Strategy Diversification

Laurens Bensdorp’s trading philosophy revolves around diversification—not just in markets, but primarily in the strategies themselves. He is famous for ref…

Published on 1 year ago

024 – Trading Think Tank 02 – Battle of the Back-Testers

Season 1 Episode 24

In our second Trading Think Tank round table discussion we bring together two exceptional minds in the trading technology space to talk about building back-testing applications: in the blue corner re…

Published on 1 year, 1 month ago