035 - Bob Pardo II - Building Trading Strategies that Work with Walk Forward Analysis
Many trading strategies are developed using extensive historical data to calibrate model parameters. However, this process often leads to over-optimization, where the strategy is too finely tuned to p...
29 Mar 20251h 21min
034 - Intra-Day, High-Octane, Robust Futures Trading - Bob Pardo - Part 1 of 2
Of the two biggest problems quantitative traders probably face, the first is over-optimization and the second is likely finding inspiration for new ideas. In-depth interviews with market wizards surel...
19 Mar 20251h 28min
033 - Rob Carver - The Comprehensive Guide to a Diversified Futures Strategy
The A-Z of building a systematic futures portfolioIn this episode, seasoned trader Rob Carver shared his nuanced approach to building and managing a diversified futures portfolio—a methodology that ap...
19 Feb 20251h 42min
032 - Dr Ernest Chan - The Breakthrough Uses of Machine Learning in Risk Management
Building Better Strategies with Good Science It was strangely comforting talking to Ernie Chan. Whilst I was completely out of my depth talking about AI and Machine Learning, I came away broadly reinf...
24 Jan 20251h 21min
031 - PJ Sutherland - The Complementary Dynamics of Mean Reversion and Trend-Following Strategies
In the domain of quantitative finance, the juxtaposition of mean reversion and trend-following strategies constitutes a pivotal dialogue in the formulation of robust trading paradigms. Each methodolog...
12 Des 20241h 17min
030 - Wayne Himelsein - Logica Capital Advisors
Wayne Himelsein, President and CIO of Logica Capital Advisors, has developed a robust approach to options trading centred on long volatility strategies that balance systematic rigor with human oversig...
4 Des 20241h 37min
029 - Jason Buck - Mutiny Funds - Building a Cockroach Portfolio
The concept of the “Cockroach Portfolio” is a novel take on building a robust investment strategy that thrives across diverse market conditions. Drawing inspiration from one of nature's most resilient...
20 Nov 20241h 22min
028 - Eric Crittenden - A Portfolio for All Seasons
One of the standout points from Eric’s approach is the focus on constructing a durable, all-weather portfolio. Eric designed his fund with the idea that it should be able to endure the most uncertain ...
8 Okt 20241h 23min
