SI23: What is the value of the 200-Day Moving Average?
What is the value of the 200-day Moving Average, the benefit of tried and tested strategies vs new and trendy strategies? Are drawdowns a necessary component of a robust strategy, and what is the opt...
17 Feb 20191h 33min
BO13: The History of Trend Following
The concept of Trend Following has been around for a long time, but it wasn’t until a few years back, that the Bible on Trend Following was written by Kathryn Kaminski and Alex Greyserman. Today, I a...
13 Feb 201910min
SI22: Can intra-day trading be scaled to a big business?
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...
10 Feb 20191h 32min
BO12: Market Psychology & Universal Truths
A while back, I had a very enjoyable time speaking to Scott Foster from Dominion Capital Management, who is not your typical Trader. He draws from a wide range of influences such as Aristotle, Magic, ...
4 Feb 201911min
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
