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
SI16: What Returns and Drawdowns can you expect from 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...
29 Dec 20181h 13min
SI15: Has too much Diversification hurt performance in recent years?
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...
22 Dec 20181h 30min
