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SI72: Crisis and how CTAs provide protection during stock market declines
Today, we discuss how CTAs provide Investors with protection during stock market declines, how the term Crisis Alpha may be linked to reduced allocat…
6Â years, 2Â months ago
SI71: The "quant winter" and the reliability of fundamental analysis
This week, we discuss the reliability of Fundamental Analysis sell rules versus Trend Following sell rules, the so-called ‘Quant winter’ that systema…
6Â years, 2Â months ago
SI70: How to design and backtest your system ft. Andreas Clenow (Part 2)
Today we continue our interview with Andreas Clenow, where we cover topics such as backtesting & system design, whether we see any growth in the CTA …
6Â years, 2Â months ago
SI69: Richard Thaler on the perils of overconfidence and how to overcome it
In this first episode of 2020, we discuss whether there any investment strategies that can work during all times, the recent Barron’s article featuri…
6Â years, 2Â months ago
SI68: The surprising relationship between volatility and risk
In this week’s episode, we discuss the notion of correlation between volatility and risk, why it can be a bad idea to equate a manager’s performance …
6Â years, 3Â months ago
SI67: The psychology of predictions
This week, we touch on the difference a year makes, how good position sizing can reduce anxiety, the recent article from AQR by Cliff Asness, why a …
6Â years, 3Â months ago
SI66: Why price is a better guide to higher returns than expert opinion
In this week’s episode, find out why investing in a strategy during a drawdown can be profitable in the long-run, why risk-adjusted performance is mo…
6Â years, 3Â months ago
SI65: How doing less can ensure bigger and better returns over time
This week, we discuss how doing less can ensure bigger & better results over time, average client holding periods versus the recommended amount of ti…
6Â years, 3Â months ago
SI64: The difference between Warehousing vs Recognising Risk
This week, we discuss the differences between recognising risk and ‘warehousing’ risk, why Fundamental Investors could benefit from implementing Tren…
6Â years, 3Â months ago
SI63: Are stock pickers overrated?
Is the concept of being a great stock picker overrated? Are Trend Following returns mean-reverting over time? Will Sharpe Ratios of Trend Following…
6Â years, 4Â months ago