The Algorithmic Advantage 026 - Gary Antonacci - New Models & Research Updates
Sep 13, 2024
Gary Antonacci, a researcher renowned for his trend-following expertise, and Carlo Zarattini from Concretum Research, dive deep into a groundbreaking 100-year study. They discuss the impressive 18.2% annual return achieved through innovative strategies like volatility-based position sizing and channel breakouts. The conversation also touches on the importance of long-term data for refining trading decisions, the challenges of integrating mean reversion strategies, and how psychological factors influence investor behavior. A rich exploration of trading dynamics awaits!
Chapters
Transcript
Episode notes
1 2 3 4 5 6 7
Intro
00:00 • 2min
Analyzing a Century of Industry Trends
01:35 • 9min
Exploring Volatility-Based Position Sizing in Trading Strategies
10:46 • 2min
Optimizing Trend-Following Strategies
12:17 • 26min
Navigating Mean Reversion Strategies
38:22 • 4min
Sophisticated Investment Strategies
41:54 • 26min
Exploring Meta Strategies in Trading
01:08:01 • 3min