Podcast Library

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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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016 - Joris Bastien of Quantaraxia - Multi Model ETF Trend Strategies

Deep Dive into Multi Model, ETF Trend Following Strategies with Joris Bastien In this episode, we sat down with the distinguished Joris Bastien, a maestro in the realm of quantitative trading. Joris' journey into the financial world was anything but conventional. With a background rooted in mathematics, he ventured into the finance sector, initially embracing […]
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015 - Jerry Parker of Chesapeake Capital - The Trend Commandments

An Unwavering Commitment to the Core Principles of Classic Trend Following In this instalment of the Algorithmic Advantage podcast, we engaged in a fascinating dialogue with our friend and seasoned trader, Mr. Jerry Parker. The conversation focused on Jerry's extensive experience in the trading domain and his insights on the practice of trend following. Jerry […]
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013 - Sanjeev Lakhanpal & Dr Paul Netherwood of Horizon3 Investment Management (Part II)

Digital Signals in the Noise Part 2 of 2 In this insightful second episode with Horizon3, Sanj and Paul delve into the complexities of systematic trading and the evolving landscape of the financial markets. The discussion kicks off with a critical look at traditional trading dogmas, emphasizing the importance of diversification and the challenges faced […]
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012 - Sanjeev Lakhanpal & Dr Paul Netherwood of Horizon3 Investment Management (Part I)

Digital Signals in the Noise Part 1 of 2 In this first part of a two-part series, we delved into the world of systematic trading with Sanjeev Lakhanpal and Dr. Paul Netherwood from Horizon3 Investment Management. The conversation provided a deep exploration into the complex and innovative strategies used in quantitative trading. Sanjeev shared his […]
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005 - Marc Malek of Conquest Capital Partners

Short Term Trend Following Strategies A fascinating discussion with Marc Malek of Conquest Capital Partners that covers: short term trend following; diversified strategies; regime based dynamic strategy allocation; building behavioral & logic driven models; being an early adopter of new ideas; the mathematics of positioning tanks on a battlefield; breaking the HKD peg; replication & […]
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004 - The Two Quants of Takahe - Moritz Seibert & Moritz Heiden (Part 2)

The Core Principles of Systematic Trend Following Part 2 of 2 In the compelling second part of their discussion on "The Algorithmic Advantage," Moritz Seibert and Moritz Heiden from Takahe Capital returned to delve deeper into the intricate world of systematic trading and risk management. This episode, rich with technical insights and strategic depth, offered […]
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003 - The Two Quants of Takahe - Moritz Seibert & Moritz Heiden (Part 1)

The Core Principles of Systematic Trend Following Part 1 of 2 In this first instalment of a two-part series on "The Algorithmic Advantage," we embarked on an insightful journey into the realm of systematic trading with their guests and friends, Moritz Seibert and Moritz Heiden from Takahe Capital. This episode, rich in content and depth, […]
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