Welcome to The Algorithmic Advantage

Our mission is to expand the toolkit of the quant-trading community and introduce investors to the many advantages of systematic trading. Our goal is to educate and inspire as we embark on a captivating journey into the vast knowledge & experience of leading portfolio managers and other experts in the field!

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Latest Episodes

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028 - Eric Crittenden - A Portfolio for All Seasons

One of the standout points from Eric’s approach is the focus on constructing a durable, all-weather portfolio. Eric designed his fund with the idea that it should be able to endure the most uncertain future scenarios, a goal he finds essential for long-term wealth preservation. His strategy blends managed futures, global equities, and laddered treasury bills, with a focus on equal risk contribution across futures & equities. Eric emphasizes simplicity and robustness over complexity, believing that this provides the best opportunity for consistent performance in both good times and bad.
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027 - Corey Hoffstein - Return Stacking, ETFs & Trend Replication

Today we spoke with Corey Hoffstein, a well-known market practitioner with a deep and broad knowledge across quantitative trading & trend following, but also across developing investment products for wider advisor distribution. I’m super interested in almost every aspect of the financial markets, because I feel like a broad and generalist knowledge helps me make better trading and business decisions. Corey hits the nail on the head when he says that a given participant may be making optimal business decisions which are sub-optimal trading decisions. If we are aware of this kind of behaviour, it can help shape the way we trade. More than that, understanding market participants, infrastructure, technology, business motivations, and so on, is critical to effective trading. At a basic level, this would include knowing the exact differences between the execution of a market versus a limit order for example. It builds from there, but the point is, it doesn’t hurt you to gain more and more knowledge of how the markets ‘actually work’.
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026 - Gary Antonacci II - New Research & Updated Models

Absolute Trend, Rotation Between Models & Assets, & 100 Year Back-Tests A new research paper titled "A Century of Profitable Industry Trends" by Zarattini (Concretum Research) and Antonacci explores the profitability of a long-only trend-following strategy applied to industry portfolios over nearly 100 years, from 1926 to 2024. The strategy utilizes industry-based trend-following mechanisms, particularly […]
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025 - Laurens Bensdorp - Balancing 55 Super Models

Laurens Bensdorp’s trading philosophy revolves around diversification—not just in markets, but primarily in the strategies themselves. He is famous for referring to the art of building new strategies which compliment his existing suite as “designing models to fill potholes”.  He trades across various styles, including trend following, rotational momentum and mean reversion, and he manages these strategies across both long and short strategies.
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024 – Trading Think Tank 02 – Battle of the Back-Testers

Exploring the Art and Science of Back-testing with Jason Strimpel and Marsten Parker. Allow me to share a few thoughts that came up as we brought together two exceptional minds in the trading technology space to talk about their back-testing applications. In the blue corner representing Python - Jason Strimpel, an experienced quantitative risk manager, […]
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023 - Tom Basso - Trading Serenity Within the Chaos

The Calm Within the Chaos - Tom Basso on Reaching Trading Enlightenment. Tom, famously coined "Mr. Serenity" in Jack Schwager's "New Market Wizards" book, joins us for an enlightening and entertaining discussion. On a particularly turbulent day in the market, with the VIX making one of its largest ever moves, Tom shares his calm and […]
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022 - Andreas Clenow - A Most Private Discussion on Sensible Trading for the Long Term

Trading Strategies, Books, Programming and the underworld of Swiss Private Banking. Andreas Clenow needs no introduction and has a lengthy history in the algorithmic trading industry. A Swede who has lived in Switzerland for quite some time he has recently published a fiction novel set in the underworld of the secretive Swiss banking industry. He […]
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021 - Dave Aspell of Mt Lucas - An Institutional Perspective on the Simplicity of Trend Following

A Deep Dive into Mount Lucas Management's Trading Philosophy and Strategies. In our latest podcast, we had the pleasure of speaking with Dave Aspell, the Senior Portfolio Manager from Mount Lucas Management. Dave shared invaluable insights into his trading journey, the history and evolution of Mount Lucas, and the firm's unique approach to trading equities […]
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