SI251: A Deep Dive Into Models and Systems ft. Richard Brennan
Top Traders Unplugged
Exploring Universal Truths and Market Efficiency
Exploring the concept of universal truths in financial markets and how they can be identified and followed, with insights from Professor Andrew Lowe.
Richard Brennan returns for a true trend following conversation where we dive deep into the construction of models and systems. We discuss why long-term trading are often preferred by many trend followers and what we can learn from acoustics and physics in terms of noise and signals, how to get the most diversification from highly correlated markets through system design and why you should trade with an ensemble of markets. We also discuss how complex adaptive systems evolve over time, how to understand transitions events and much more.
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Episode TimeStamps:
01:03 - An update on the Australian economy
02:50 - A global macro perspective
05:38 - Industry performance update
08:39 - A bias towards long term models?
20:28 - Emergent structures and the butterfly effect
25:08 - Something is happening at the South Pole
26:01 - Getting diversification out of highly correlated markets
39:23 - Understanding complex adaptive systems
54:05 - The stability of markets
57:17 - Applying different rules to different markets
01:00:32 - Thanks for listening
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