Top Traders Unplugged

SI273: Unraveling the Mystery of Complex Adaptive Systems ft. Richard Brennan

Dec 9, 2023
Guest
Richard Brennan
Richard Brennan, an expert in complex adaptive systems and their application to financial markets, discusses avoiding overfitting, the concept of complex adaptive systems, the differences and limitations of trend following strategies, and the shortcomings of traditional statistics in analyzing these systems.
Ask episode
Chapters
Transcript
Episode notes
1
Introduction
00:00 • 2min
2
Unemployment rate, economic environment, and market volatility
02:11 • 6min
3
Finding the Balance Between Initial Stops and Win Rate
08:34 • 5min
4
Discussion on Different Models Used for Trading
13:37 • 2min
5
Approaching Sample Sizes and Testing Models in Complex Adaptive Systems
15:40 • 3min
6
Complex Adaptive Systems: Non-linearity and Emergent Properties
18:25 • 25min
7
Understanding the Five Properties of Trend Following Investing
43:13 • 6min
8
Limitations of Traditional Statistics in Analyzing Complex Adaptive Systems
49:40 • 18min