SI71: The "quant winter" and the reliability of fundamental analysis
This week, we discuss the reliability of Fundamental Analysis sell rules versus Trend Following sell rules, the so-called ‘Quant winter’ that systematic funds are supposedly in, whether there is a cle...
20 Jan 20201h 30min
SI70: How to design and backtest your system ft. Andreas Clenow (Part 2)
Today we continue our interview with Andreas Clenow, where we cover topics such as backtesting & system design, whether we see any growth in the CTA industry, long-term vs short-term Investing, and ho...
14 Jan 202029min
SI69: Richard Thaler on the perils of overconfidence and how to overcome it
In this first episode of 2020, we discuss whether there any investment strategies that can work during all times, the recent Barron’s article featuring Richard Thaler on the perils of overconfidence, ...
5 Jan 20201h 16min
SI68: The surprising relationship between volatility and risk
In this week’s episode, we discuss the notion of correlation between volatility and risk, why it can be a bad idea to equate a manager’s performance with their skill-level, when a losing trade should ...
29 Dec 20191h 23min
SI67: The psychology of predictions
This week, we touch on the difference a year makes, how good position sizing can reduce anxiety, the recent article from AQR by Cliff Asness, why a meaningful allocation to Trend Following might be c...
23 Dec 20191h 6min
SI66: Why price is a better guide to higher returns than expert opinion
In this week’s episode, find out why investing in a strategy during a drawdown can be profitable in the long-run, why risk-adjusted performance is more important than tracking against an index, why p...
15 Dec 201958min
SI65: How doing less can ensure bigger and better returns over time
This week, we discuss how doing less can ensure bigger & better results over time, average client holding periods versus the recommended amount of time, why short trades might be the essential part of...
9 Dec 20191h 9min
SI64: The difference between Warehousing vs Recognising Risk
This week, we discuss the differences between recognising risk and ‘warehousing’ risk, why Fundamental Investors could benefit from implementing Trend Following rules, Diversification as the most impo...
2 Dec 20191h 15min
