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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Sep 13, 2024
By The Algo Advantage

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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Sep 02, 2024
By The Algo Advantage

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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Aug 23, 2024
By The Algo Advantage

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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Aug 09, 2024
By The Algo Advantage

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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Aug 02, 2024
By The Algo Advantage

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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Jul 25, 2024
By The Algo Advantage

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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Jul 07, 2024
By The Algo Advantage

020 - A Wealth of Experience - Trading Diversified Strategies in Futures & Equities with Perry Kaufman

Getting into the Details of the Unique Approach of Perry Kaufman - Trading a Diversified Portfolio of Both Futures & Equities. In this episode of The Algorithmic Advantage, we had the pleasure of diving deep into the world of trading with the legendary Perry Kaufman. With a career spanning back to the 1970s, Perry's insights […]
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May 26, 2024
By The Algo Advantage

019 - The Trading Strategies of Jim Simons' Medallion Fund with Greg Zuckerman

What were the Secrets to the Success of the Medallion Fund? One can only speculate! And that we do on this show where we talk to Greg Zuckerman, author of ‘The Man Who Solved the Market – How Jim Simons Launched the Quant Revolution’. We remember Jim, who recently passed away at 86, on the […]
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Copyright 2023 The Algorithmic Advantage
DISCLAIMER – READ FULL DISCLAIMER HERE
All the information contained on this website is general in nature and does not constitute personal or investment advice. The producers of the Algorithmic Advantage will not accept liability for any loss or damage, including without limitation, any loss which may arise directly or indirectly from the use of, or reliance on any of the content on this site, in the podcasts or information provided by its hosts, managers, partners or affiliates. You should seek independent financial advice and conduct your due diligence prior to investing in the stock market.
Before engaging in any trading activities, you should be aware of the risks involved. Don’t trade with money you can’t afford to lose. Your trading and investing decisions are entirely your own responsibility. All securities and financial product transactions involve risks. The past performance of any trading system or methodology is not necessarily indicative of future results.