The Algorithmic Advantage

The Algorithmic Advantage

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

Episoder(52)

027 - Corey Hoffstein - Return Stacking, ETFs & Trend Replication

027 - Corey Hoffstein - Return Stacking, ETFs & Trend Replication

Today we spoke with Corey Hoffstein, a well-known market practitioner with a deep and broad knowledge across quantitative trading & trend following, but also across developing investment products for ...

25 Sep 20241h 14min

026 - Gary Antonacci - New Models & Research Updates

026 - Gary Antonacci - New Models & Research Updates

Gary Antonacci is back on the show after having released a new research paper with Carlo Zarattini from Concretum Research which constitutes a 100-year study on trend following US sectors. The strateg...

13 Sep 20241h 10min

025 – Laurens Bensdorp - Balancing 55 Super Models

025 – Laurens Bensdorp - Balancing 55 Super Models

The Power of Multi-Strategy Diversification Laurens Bensdorp’s trading philosophy revolves around diversification—not just in markets, but primarily in the strategies themselves. He is famous for refe...

2 Sep 20242h

024 – Trading Think Tank 02 – Battle of the Back-Testers

024 – Trading Think Tank 02 – Battle of the Back-Testers

In our second Trading Think Tank round table discussion we bring together two exceptional minds in the trading technology space to talk about building back-testing applications: in the blue corner rep...

23 Aug 20241h 30min

023 - Tom Basso - The Calm Within the Chaos

023 - Tom Basso - The Calm Within the Chaos

Tom Basso, famously coined 'Mr. Serenity' in Jack Schwager's "New Market Wizards" book, joins us for an enlightening and entertaining discussion. On a particularly turbulent day in the market, with th...

8 Aug 20241h 47min

022 - Andreas Clenow - A Most Private Discussion on Sensible Trading for the Long Term

022 - Andreas Clenow - A Most Private Discussion on Sensible Trading for the Long Term

Andreas Clenow needs no introduction and has a lengthy history in the algorithmic trading industry. A Swed who has lived in Switzerland for quite some time he has recently published a fiction novel se...

2 Aug 20241h 28min

021 - Dave Aspell - Mt Lucas Management - Keep It Simple!

021 - Dave Aspell - Mt Lucas Management - Keep It Simple!

Keep It Simple! In our latest podcast, we had the pleasure of speaking with Dave Aspell, the Senior Portfolio Manager from Mt Lucas Management. Dave shared invaluable insights into his trading journey...

25 Jul 202456min

020 - Perry Kaufman - A Wealth of Experience: Trading Diversified Strategies in Futures & Equities

020 - Perry Kaufman - A Wealth of Experience: Trading Diversified Strategies in Futures & Equities

In this absolute cracker of an interview, Perry highlighted how increased market participation and technological advancements have influenced the efficacy of trend following strategies. He also provid...

7 Jul 20241h 36min

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