SI154: Defining 'Outliers' from a Trend Follower's Perspective ft. Richard Brennan
Richard Brennan joins us today to discuss the current global risk factors that could cause a large liquidity event, what the term ‘outlier’ really means from a Trend Follower’s perspective, the role o...
21 Elo 20211h 5min
SI153: Being Aware of Known & Unknown Risks ft. Mark Rzepczynski
Mark Rzepczynski joins us on the show this week to discuss the importance of being aware of known and unknown risks, how economic data can contribute to a profitable system, the different types of liq...
14 Elo 20211h 11min
SI152: Love Your Rules, But Not Your Positions ft. Jerry Parker
Jerry Parker is on the show with us today to discuss Ethereum’s recent rise after a new ‘hard fork’, auto-correlation and its effects on Trend Following strategies, how trading extra markets can impro...
7 Elo 20211h 15min
SI151 Long-Term Profitability vs Short-Term Luck ft. Moritz Seibert
Today we’re joined by Moritz Seibert to discuss the efficacy of backtests, how to build a profitable spread trading model, Moritz’s addition of Ethereum futures to his portfolio, why commodities such ...
31 Heinä 20211h 1min
SI150: Extracting Edges from the Market ft. Richard Brennan
This week, Richard Brennan from ATS Trading Solutions makes his debut on the show, and we discuss the complexity behind successful Trend Following strategies, momentum trading versus Trend Following, ...
24 Heinä 20211h 6min
SI149: Model Anxiety & Algorithm Aversion ft. Mark Rzepczynski
Mark Rzepczynski joins us this week to discuss ‘algorithm aversion’ and the science of how ‘model anxiety’ shows investors to be naturally wary of rules-based systems. We also discuss how to evaluate ...
18 Heinä 20211h 8min
SI148: The Importance of Capturing A Few Large Trends ft. Jerry Parker
Jerry Parker returns today to discuss why margin perhaps isn’t as important as people perceive it to be, the resurgence of ‘classical’ Trend Following, the importance of having a low Sharpe ratio, an ...
11 Heinä 20211h 8min
SI147: The Perfect Exit Strategy ft. Moritz Seibert
Moritz Seibert joins us today discuss the benefits of stripping down your trading approach as much as possible, the various ways to exit a hugely profitable trade, the different forms of research rela...
4 Heinä 20211h 4min
