Trader's Podcast - Is There a Role Based Systematic Strategy?

We have three questions that we want to tackle today or rather you want to, you're going to be the answering. The first one came in from Pete, Pete writes. I'm strongly in favor of keeping system simple and most important intuitive in order to encourage robustness. But at the same time, there is enough evidence to suggest that the long and short side behave differently. And what we find is usually when there is a market decline, it's followed with more volatility. While on the long side, those trends can last longer.

Transcript

Play full episode

Transcript

Episode notes

The AI-powered Podcast Player

Save insights by tapping your headphones, chat with episodes, discover the best highlights - and more!

Get the app