Top Traders Unplugged

SI251: A Deep Dive Into Models and Systems ft. Richard Brennan

Jul 8, 2023
Guest
Richard Brennan
Richard Brennan, a returning guest, joins the podcast to discuss trend following models and systems. They explore the preference for long-term trading and the lessons learned from acoustics and physics. They also touch on diversification in correlated markets, trading with an ensemble of markets, and the evolution of complex adaptive systems. In addition, they discuss transitions events in financial markets and the concept of universal truths. The conversation wraps up with insights into portfolio balancing and a teaser for the next episode.
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Episode notes
1
Introduction
00:00 • 3min
2
Recession anticipation and portfolio trends
02:34 • 23min
3
Correlations, Diversification, and System Ensembles
25:10 • 21min
4
Transitions and Stable Regimes in Complex Adaptive Systems
46:13 • 8min
5
Exploring Universal Truths and Market Efficiency
54:05 • 1min
6
Complexity of Financial Markets and the Challenges of Portfolio Balancing
55:16 • 5min
7
Wrapping Up the Conversation on Trend Following Investing
01:00:31 • 2min