050 – Samir Varma - When Academic Finance Theory Fails

050 – Samir Varma - When Academic Finance Theory Fails

Where 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 trading. In the Collective, he gives our members some specific instructions on how to measure risk differently – this stuff isn’t fluff. But in Part 1, I got derailed into quantum physics, determinism, AI, Asimov’s three laws of robotics and more.

One of my favourite shows – but the first show I’ve done that isn’t about trading! It’s the warm-up you need to make the most of Part 2 though, and if I didn’t publish it, I’d be depriving a great many of you who will no doubt find this stuff as fascinating as myself! Still, if you only have time for strict ‘trading content’, fair warning, skip this. Let me know your thoughts…


Jaksot(52)

051 - Samir Varma - Classify Risk Don't Chase Alpha

051 - Samir Varma - Classify Risk Don't Chase Alpha

What 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 conventional risk mod...

14 Huhti 1h 3min

049 - David Bush - Build a High-Performance Quant Crypto Portfolio Without Blowing Yourself Up!

049 - David Bush - Build a High-Performance Quant Crypto Portfolio Without Blowing Yourself Up!

Crypto 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 portfolio architects. H...

26 Maalis 55min

048 - Michael Wallace - Dynamic Position Sizing Like You Haven't Seen Before

048 - Michael Wallace - Dynamic Position Sizing Like You Haven't Seen Before

This 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 sizing in trading, second i...

9 Maalis 1h 7min

047 - Tom Starke - The Basics of Building a Strategy Development Pipeline

047 - Tom Starke - The Basics of Building a Strategy Development Pipeline

Courses, community & more: https://www.algoadvantage.ioThis is part II, part I is Episode 46.I know we all want “quick, actionable take-aways”, but the reality is that foundational principles of strat...

18 Joulu 20251h 35min

046 - Tom Starke - Institutional Quant Trading Fundamentals

046 - Tom Starke - Institutional Quant Trading Fundamentals

Detailed 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 capital as a quant trade...

11 Joulu 20251h 45min

045 - Rob Hanna - Trading the VIX in a Diversified Portfolio

045 - Rob Hanna - Trading the VIX in a Diversified Portfolio

Detailed write-up on all of the concepts discussed here: https://www.algoadvantage.io/podcast/045-rob-hannaRob Hanna has been trading since the mid 90's and has slowly progressed from discretionary sw...

3 Joulu 20251h 5min

044 — Nick Radge: Want Big Fish? You'll Need a Bigger Rod

044 — Nick Radge: Want Big Fish? You'll Need a Bigger Rod

I 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 nearly four decades, he’s...

28 Loka 20251h 30min

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