The Algorithmic Advantage

David Bush, a trader of mega-cap US equities, talks about mean reversion and risk management. He discusses a specific strategy that profits and hedges positions during difficult regimes. David, an accomplished musician, shares the relationship between music and trading. The podcast explores different types of systems in a long short equity strategy, multiple sub strategies within a meta system, and the use of non-price data in market analysis. David also mentions his interest in genetic algorithmic strategies and analyzing cryptocurrency market setups.

Learn from the best & make it even better! Another fascinating show with Art Holly who has decades of quant trading wisdom on offer. Art has a rich experience as a Portfolio Manager but also as an Allocator and brings over 30 years of incredible experience to the table. His strategies are best in class, diversified across instruments, time-frames and methodologies. He's an outlier hunter seeking positive skew. He doesn't want to warehouse risk, and he incorporates fundamental data & market profile in his algorithms in a very unique fashion. His all-weather portfolio has truly stood the test of time and he shares his philosophy, his 4 strategies, his 'logic-first' mentality and so much more. When you've been doing this from the early days, who needs to back-test? Get in touch with Art on X @artjholly3 & on Linked In www.linkedin.com/in/art-holly

A fascinating discussion with Marc Malek of Conquest Capital Partners that covers: short term trend following; diversified strategies; regime based dynamic strategy allocation; building behavioral & logic driven models; being an early adopter of new ideas; the mathematics of positioning tanks on a battlefield; breaking the HKD peg; replication & much, much more. "If you can't explain your models in plain English to a reasonably intelligent person in 5 minutes or less then we don't want it."

Two quants from Takahe Capital discuss their funds, strategies, and trading philosophy. They talk about automation and scalability in trading, creating and selling indices, volatility control, the Bitcoin basis trade, structural changes in European dividend index futures, trading strategies and market efficiency, and their experiences with trend following.

Moritz Seibert & Moritz Heiden, quants from Takahe capital, discuss their trend following strategies, philosophy, practical tips, their journey into systematic trading, love for outdoor activities, influences on trading, background in delta hatching, the role of volatility in strategies, issues with volatility targeting.

Richard Brennan, an expert in systematic trend following, discusses the application of the scientific method in economics and the complexity of trading. He emphasizes the importance of strategy creation, testing, and deployment in trend following, as well as maximizing diversification and using AI in trading projects. Additionally, he explores the use of chat GPT for selecting uncorrelated markets and building enduring strategies through algorithmic portfolio construction.

Simon Mansell, an expert in mean reversion and trend following, discusses strategy specifics and the importance of systematic trading. He highlights the need for balance and robustness in trading, risk management, and measuring performance. He also emphasizes the importance of educating investors about systematic trading and shares personal habits for success. Additionally, he explores challenges and advice for young investors.

A very brief introduction to the show, who we are and what to expect! Get in touch at www.thealgorithmicadvantage.com Enjoy the ride!