The Algorithmic Advantage
by The Algorithmic Advantage
Latest episode
The Questions that Change Everything - Kris Longmore - 057
The Questions that Change Everything - Kris Longmore - 057
About this podcast
The Algorithmic Advantage is a podcast about quantitative trading and investing. We're here to expand the toolkit of the quant-trading community and introduce investors to the many advantages of systematic trading. Our goal is to educate and inspire as we embark on a captivating journey into the vast knowledge and experience of leading portfolio managers and other experts in the field! www.algoadvantage.io
Episodes
The newest 20 of 58 episodes
- The Questions that Change Everything - Kris Longmore - 057 · 1 h 11 min · Season 1 Episode 57Ex-prop trader on why solo trading is a different game, and how to win with real edges & portfolios of noisy strategies Kris Longmore of Robot Wealth went from aimless data…
- Critical formulas for Bollinger Band trading - John Bollinger - 056 · 1 h 3 min · Season 1 Episode 56What does 46 years in markets teach you about building trading systems that actually last? John Bollinger joins me to discuss simplicity, robustness, volatility, market breadth…
- 055 - Toby Crabel - Short-Term Futures Trading with Size! · 1 h 43 min · Season 1 Episode 55Toby Crabel — founder of Crabel Capital Management (~$5B AUM) and author of the legendary *Day Trading with Short Term Price Patterns and Intraday Breakouts* (1990), the book…
- 054 - Kieran Duff - Trading for a Living · 1 h 13 min · Season 1 Episode 54Trading your own account was never going to replace a salary — the compounding you need gets wiped out by the withdrawals you need to live on. The more commercial option is to…
- 053 - Martyn Tinsley - 2 of 2 - Walk Forward Correlation: A New Tool for Robust Strategy Design! · 1 h 0 min · Season 1 Episode 53Big discount on Martyn's tool for subscribers: https://www.algoadvantage.io/toolbox/ Watch Part 1 first! https://youtu.be/Kxvp00VbLx0 My detailed write up on Walk Forward…
- 052 - Martyn Tinsley - 1 of 2 - Building Robust Trading Strategies - The Masterclass · 1 h 24 min · Season 1 Episode 52Martyn's process. Dealing with common trader pitfalls. Defining steps and methods for avoiding over-fitting. "Opt My Strategy" the Robustness Testing Application built by Martyn…
- 051 - Samir Varma - Classify Risk Don't Chase Alpha · 1 h 3 min · Season 1 Episode 51What does a quantum physicist & inventor bring to quant trading? He thinks differently and is purposefully anti-alpha - instead focusing on risk management. After years of trying…
- 050 – Samir Varma - When Academic Finance Theory Fails · 1 h 7 min · Season 1 Episode 50Where Real Edge in Quant Trading Actually Comes From Do not watch this podcast. This is Part 1 with Samir Varma, and in Part 2 we go into great detail about his quantitative…
- 049 - David Bush - Build a High-Performance Quant Crypto Portfolio Without Blowing Yourself Up! · 55 min · Season 1 Episode 49Crypto Trader's Edge Course: https://www.algoadvantage.io/academy/crypto-traders-edge/ Most crypto traders are still thinking like coin pickers when they should be thinking like…
- 048 - Michael Wallace - Dynamic Position Sizing Like You Haven't Seen Before · 1 h 7 min · Season 1 Episode 48This interview with Michael Wallace (who was inspired by Larry Williams & Ralph Vince) brings a few things to mind. First is the absolute centrality of the role of position…
- 047 - Tom Starke - The Basics of Building a Strategy Development Pipeline · 1 h 35 min · Season 1 Episode 47Courses, community & more: https://www.algoadvantage.io This is part II, part I is Episode 46. I know we all want “quick, actionable take-aways”, but the reality is that…
- 046 - Tom Starke - Institutional Quant Trading Fundamentals · 1 h 45 min · Season 1 Episode 46Detailed write up on how institutions trade differently: https://www.algoadvantage.io/podcast/046-tom-starke/Part 2: coming soon!Dr Tom Starke trades significant institutional…
- 045 - Rob Hanna - Trading the VIX in a Diversified Portfolio · 1 h 5 min · Season 1 Episode 45Detailed write-up on all of the concepts discussed here: https://www.algoadvantage.io/podcast/045-rob-hanna Rob Hanna has been trading since the mid 90's and has slowly…
- 044 — Nick Radge: Want Big Fish? You'll Need a Bigger Rod · 1 h 30 min · Season 1 Episode 44I think Nick Radge’s edge is actually an architecture: robust, simple, momentum-driven systems stitched together into a portfolio that survives, adapts, and compounds. Across…
- 043 - Brent Penfold - Can Pre-Historic Strategies Still Make 30%pa? · 1 h 49 min · Season 1 Episode 43Can caveman-simple trading rules still work in today’s markets? Brent Penfold says yes. In this interview, he reveals why old strategy rules remain powerful, why portfolio-level…
- 042 - Laurens Bensdorp II - Building Strategies with Purpose · 1 h 27 min · Season 1 Episode 42Round II of a systematic trading masterclass with Laurens Bensdorp: architect non-correlated, purpose-built portfolios—mix trend following, mean reversion, and long-volatility…
- Episode 041 - Cesar Alvarez - A Novel Way to Combine Trend, Reversion, ETFs, Volatility & More! · 55 min · Season 1 Episode 41Dive into the deep experience of quantitative trading with Cesar Alvarez (trader first, martial artist second), a veteran trader known for his mastery in mean reversion…
- 040 - Pavel Kycek - Generating Insane Returns with Quant Crypto Trading · 1 h 16 min · Season 1 Episode 40A Smart Portfolio of Trend Following, Mean Reversion & Hedging Strategies Unlock insane returns with quant crypto trading! Discover how Pavel from Robuxio builds robust…
- 039 - Brett Steenbarger - Mental Keys to Quantitative Trading Success · 58 min · Season 1 Episode 39Psychology for Quant Traders? Really? Quantitative futures traders like to think in code, not clichés—but Dr Brett Steenbarger makes a compelling case that mindset is part of…
- 038 - Andrea Unger - 672% Returns? Sure! Would You Like Some Risk with That? · 1 h 46 min · Season 1 Episode 38Finishing our little mini-series on shorter-term futures trading we talk to Andrea Unger and happily inject some click-bait in the form of gloating about his 672% return in a…
