SI48: The state of the Bond market and do Institutions affect CTA performance
This week, we discuss the current state of the Bond market, how the larger, commercial institutions affect overall CTA Trend Following performance, how to deal with the fluctuations in currencies when...
10 Aug 20191h 12min
SI47: Don't fall in Love with your positions
This week, we discuss the importance of avoiding any emotional attachments to your positions, how correlated markets can affect your portfolio, how to decide which trades to execute when your signals ...
5 Aug 20191h 21min
BO26: Behavioral Finance, Crisis Alpha & the Adaptive Market Hypothesis
When it comes to Behavioural Finance, a few people stand out in terms of their contribution to helping us all understand why and how it works. The intersection between Human Behaviour and Quantitative...
31 Jul 201915min
SI46: Are commodities more risky to trade than equities?
This week, we discuss whether commodities are more risky to trade than equities, if a stocks-only Trend Following strategy can be profitable in the long run, if a deep drawdown is worse than a long dr...
29 Jul 20191h 17min
BO25: Un-Learning, Keeping an Open Mind & The Legacy of AHL
It has been said that: ‘The biggest room of all, is the room for improvement’, and one thing that is clear to see in the amazing careers of today’s guests, is the continued hunger for learning in the ...
23 Jul 201913min
SI45: Ray Dailo's paradigm shift and Gold as a safe-haven
In this week’s episode, we discuss Ray Dalio’s recent article on Paradigm Shifts and his comments on the safety of Gold. We also touch on the perils of having too many filters that keep you from ente...
21 Jul 20191h 17min
BO24: The Importance of Asset Allocation & Patience
In 1987, 3 scientists, 1 from Cambridge and 2 from Oxford, were brought together by their shared passion for the markets and for computers. Little did they know, that over the next 3 decades, this pa...
17 Jul 201924min
SI44: Should you buy the new 98-year Austrian Bond? and Volatility vs Risk targeting
On this week’s episode, we discuss the resurgence of ‘boutique’ funds, the new Austrian bond which promises a yield of 1.2% over 98 years, why having new markets to Trade can be good thing, and the di...
15 Jul 20191h 20min
