The Algorithmic Advantage

May 10 2024 22
The Algorithmic Advantage Podcast artwork

The Algorithmic Advantage is a podcast about quantitative trading and investing. We're here to expand the toolkit of the quant-trading community and introduce investors to the many advantages of systematic trading. Our goal is to educate and inspire as we embark on a captivating journey into the vast knowledge and experience of leading portfolio managers and other experts in the field!

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018 - Trading Think Tank - Diversification in Trend Following

May 10 2024 106 mins  
If you have questions, all the answers are here! In this first episode of a new series we are calling the 'Trading Think Tank' we sit down with a panel of experts and really deep-dive a single topic. In this show it's all things diversification. What do we really mean by diversification anyway? How many markets do we need to trade? If 'more is better', why exa

017 - Gary Antonacci - Absolute & Relative Momentum: Trading ETFs & Mega Caps

Apr 08 2024 63 mins  
In an insightful episode of "The Algorithmic Advantage" podcast, we are joined by Gary Antonacci, a notable figure in the finance sector, best known for his innovative dual momentum investment strategy. With an illustrious background that includes an MBA from Harvard and substantial experience in various facets of the financial industry, Gary shares his journey from worki

016 - Joris Bastien of Quantaraxia - Multi Model ETF Trend Strategies

Feb 14 2024 115 mins  
In this engaging podcast episode, Joris Bastien shares his unconventional journey into the world of quantitative trading, originating from his mathematical background and leading to innovative roles in the finance sector. Bastien discusses his transition from IT development to becoming a pivotal figure in trading system design, emphasizing his unique approach of leveraging quantita

015 - Jerry Parker of Chesapeake Capital - The Trend Commandments

Jan 24 2024 76 mins  
Recorded: 12 Dec 2023 In this episode of the Algorithmic Advantage podcast, we chat with our friend, legend ‘original turtle trader’, Jerry Parker. The discussion traverses Jerry's remarkable journey, beginning with his foundational experiences in the renowned Turtle Program, where he gained invaluable knowledge in trend following and risk management under the guidance of

014 - Dr Tom Starke - Combining Alphas in a Diversified Quant Portfolio

Jan 16 2024 92 mins  
In this episode of The Algorithmic Advantage podcast, we dive into the fascinating world of quantitative trading with Dr. Tom Starke, a renowned expert in the field. With a rich background in physics (PHD) and engineering, Tom shares his unique journey from academic institutions and engineering firms to the dynamic arena of stock trading. His transition from a structured scientific

013 - Horizon3 Investment Management (Part II)

Dec 31 2023 55 mins  
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 en

012 - Sanjeev Lakhanpal & Dr Paul Netherwood of Horizon3 (Part I)

Dec 23 2023 59 mins  
In this engaging episode of The Algorithmic Advantage, we explore the fascinating world of quantitative trading with experts Sanjeev Lakhanpal and Dr. Paul Netherwood from Horizon3 Investment Management. The discussion highlights Sanjeev's unique journey from physics to finance and Dr. Netherwood's transition from scientific research to trading systems development, illust

011 - Into the Quant Lab - Fooled by Randomness in the Markets

Dec 17 2023 69 mins  
In this enlightening episode, we tackle the often-misunderstood topic of discerning genuine trading opportunities from the noise in market data. We challenge the traditional reliance on visual methods like Technical Analysis, which can be misleading, and argue for the superiority of quantitative methods. We delve into the intricacies of serial correlation and its importance in iden

010 - Alan Clement - Fortified & Diversified Quantitative Equities Strategies

Dec 05 2023 92 mins  
In Episode 10 of "The Algorithmic Advantage," Alan Clement, a seasoned trader and strategy developer, joins the hosts for a deep dive into the world of systematic trading in equity markets. With his rich background in software development and finance, Alan shares invaluable insights into developing and implementing various trading strategies, including mean reversion, tr

009 - The Sydney Special - The New Turtle Traders & The Genius of Classic Trend Following

Nov 30 2023 83 mins  
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 barrage of information available? Does the c