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 Juli 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 Juli 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 ...
24 Juli 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 Juli 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 Juli 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 Juli 20191h 20min
BO23: Reminiscences of 3 Trend Followers...the AHL Trilogy
One of the great Investment books of all time is Reminiscences of a Stock Operator, which is the fictionalized biography of perhaps the most famous Financial Speculator of all time: Jesse Livermore. T...
10 Juli 201913min
SI43: Cliff Asness on the difficulty on sticking to a strategy through volatile periods
In this episode, we discuss the recent article from AQR Capital’s Cliff Asness on the difficulty of sticking to a strategy through volatile periods, why we may never know if a particular system is bro...
8 Juli 20191h 1min
