Navigating the Risks of Curve Fitting in Machine Learning and Trading

In this episode of The Derivative, Jeff Malec sits down with Mike Stendler of O'Brien Investment Group to explore their history and evolution of trend following strategies. Stendler shares insights into their innovative approach, blending traditional trend models with machine learning techniques across multiple time frames. They dive deep into the evolution of quantitative trading, discussing everything from the O'Brien family's century-long history in commodities to their latest strategies in futures, including a unique cryptocurrency trading program. Learn how modern quant managers are adapting to challenging market conditions, diversifying their approaches, and seeking alpha in an increasingly complex financial landscape. SEND IT!

Chapters:

00:00-00:47= Intro

00:48-10:16= From Stock Markets to Futures: Mike Stendler's Investment Journey and the O'Brien Family Legacy

10:17-20:19=Machine Learning Meets Trend Following: Diversifying Quantitative Trading Strategies

20:20-31:19=Crypto Futures and Short-Term Machine Learning: Expanding O'Brien Investment Group's Trading Horizons

31:20-39:01=Market Memories and Mentorship: Navigating Financial Volatility from the 1987 Crash to Today

39:20-51:12= Gunning it back to the 1980’s, listening to the squawk box and Quantitative Trading insights

Follow along with Mike on LinkedIn and O'Brien Investment Group, also check out their website for more information at o-big.com!

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Disclaimer: This podcast is provided for informational purposes only and should not be relied upon as legal, business, or tax advice. All opinions expressed by podcast participants are solely their own opinions and do not necessarily reflect the opinions of RCM Alternatives, their affiliates, or companies featured. Due to industry regulations, participants on this podcast are instructed not to make specific trade recommendations, nor reference past or potential profits. And listeners are reminded that managed futures, commodity trading, and other alternative investments are complex and carry a risk of substantial losses. As such, they are not suitable for all investors. For more information, visit⁠⁠⁠⁠⁠⁠⁠⁠⁠⁠⁠⁠⁠⁠⁠⁠⁠⁠⁠⁠⁠⁠⁠⁠⁠⁠⁠⁠⁠⁠⁠⁠⁠⁠⁠⁠⁠⁠⁠⁠⁠⁠⁠⁠⁠⁠⁠⁠⁠⁠⁠⁠⁠⁠⁠⁠⁠⁠⁠www.rcmalternatives.com/disclaimer⁠⁠