BO18: How to test a model over decades of Data
I often see the press write that too much money is chasing the same trends, and this being the reason that Trend Following strategies have been performing a little under par in the last few years. So...
30 Apr 201934min
SI33: The positive effect of embracing volatility ft. Wayne Himelsein
This week, we invite special guest Wayne Himelsein onto the show from Logica Capital Advisers, in Los Angeles. Wayne explains his journey into starting a Hedge Fund, some of the lessons he has learne...
29 Apr 20191h 51min
RT24: The Value of Liquidity ft. John Fidler, Christopher Vogt & Jonathan Miles – 1of2
On today’s episode, guest host Ranjan Bhaduri speaks with John Fidler, Senior VP and Director of Alternative Investments at Commonwealth Bank and Trust, Christopher Vogt, Director of Equity Strategies...
24 Apr 201931min
SI32: How accurately can we predict future returns? and can trading with systems keep you happy?
Are CTAs giving the wrong message by charging low performance fees? Is there a perfect amount of AUM to aim for? Can Systematic Trading keep you happy? How accurately can we predict future returns? ...
22 Apr 20191h 32min
BO17: Track records vs Simulations... what’s Best?
For those of us who have been on the manager side for a while, you’ll know that investors love to analyse decades of performance data before deciding which manager they are going to invest with, and t...
15 Apr 201921min
SI31: Should you be using a Stop-Loss? or Target a certain level of Volatility?
Does Systematic Trading completely eliminate all emotions from the process? Is it wise to use Stop-Losses? Should CTAs target low-volatility & average returns, or high returns with higher possible v...
15 Apr 20191h 26min
BO16: Crisis Alpha explained
Kathryn Kaminski is one of my favorite people to discuss Trend Following with, because she has a great way of simplifying and explaining some of the key concepts of the strategy. Today, we talk about...
10 Apr 201921min
SI30: Should you adjust your position size based on recent volatility?
Is it wise to adjust position-size according to recent volatility? Can back-testing a Trend Following strategy end up as just being a form of curve-fitting? We discuss the merits of Long-Term evidence...
7 Apr 20191h 34min
