SI21: Why the biggest drawdown is always ahead of you or so they say
Welcome to The Systematic Investor series. It’s a great privilege for me to invite you to a behind the scenes conversation between some of my favorite systematic investors namely Jerry Parker and Mori...
4 Feb 20191h 13min
BO11: Simplicity is the Ultimate Sophistication
A few years back, I had a great discussion with die-hard Trend Follower, Scot Billington. I would like to share some key moments with you, including how to perceive past track records, and also some ...
30 Jan 201916min
SI20: Crisis Alpha...To Love or Not To Love
Welcome to The Systematic Investor series. It’s a great privilege for me to invite you to a behind the scenes conversation between some of my favorite systematic investors namely Jerry Parker and Mori...
28 Jan 20191h 6min
RT19: Who actually learned from the last financial crisis? ft. Andrew Lo & Sol Waksman – 2of2
Today Niels Kaastrup-Larsen continues his conversation with Andrew Lo, the Charles E. and Susan T. Harris Professor at the MIT Sloan School of Management, and Sol Waksman, the Founder and President of...
23 Jan 201941min
SI19: Can you apply Trend Following to Life?
Welcome to The Systematic Investor series. It’s a great privilege for me to invite you to a behind the scenes conversation between some of my favorite systematic investors namely Jerry Parker and Mori...
20 Jan 20191h 1min
RT18: Are markets really Efficient? ft. Andrew Lo & Sol Waksman – 1of2
On today’s episode, Niels Kaastrup-Larsen speaks with Andrew Lo, the Charles E. and Susan T. Harris Professor at the MIT Sloan School of Management, and Sol Waksman, the Founder and President of Barcl...
16 Jan 201940min
SI18: How to know if you are over-fitting your model parameters
Welcome to The Systematic Investor series. It’s a great privilege for me to invite you to a behind the scenes conversation between some of my favorite systematic investors namely Jerry Parker and Mori...
13 Jan 20191h 6min
SI17: The philosophy of Trend Following
Welcome to The Systematic Investor series. It’s a great privilege for me to invite you to a behind the scenes conversation between some of my favorite systematic investors namely Jerry Parker and Mori...
7 Jan 20191h 12min
