Podcast Library

Select a Tag to Search:

Custom Thumbnail
May 07, 2025
By Simon M

038 - Andrea Unger - 672% Returns? Sure! Would You Like Some Risk with That?

Finishing our little mini-series on shorter-term futures trading we talk to Andrea Unger and happily inject some click-bait in the form of gloating about his 672% return in a single year when he won the World Trading Competition. Naturally, we know that this kind of return is generated by specifically trying to win the comp, and taking on the associated risks! If you've been asleep the first two guests in this series were Bob Pardo and Kevin Davey. Between the three we've got a complete masterclass in shorter-term, diversified and responsive futures trading!
Read more
Custom Thumbnail
Apr 24, 2025
By Simon M

037 - Kevin Davey Part II - Selecting Optimal Strategies for Peak Performance

Kevin’s systematic approach melds rigorous quantitative testing with pragmatic risk management and monthly maintenance protocols. By enforcing single-pass optimizations, extensive real-time validation, and lean portfolio sizes, he constructs a robust trading framework designed for consistency and longevity. Advanced traders can draw from his workshop principles to refine strategy design, navigate common back-testing pitfalls, and build diversified, adaptive portfolios capable of weathering market uncertainties.
Read more
Custom Thumbnail
Apr 18, 2025
By Simon M

036 - Kevin Davey Part I - It's All About Process in Algo Trading

In the cutthroat world of algorithmic futures trading, a structured process is non-negotiable. Kevin Davey’s approach—defining objectives, rigorous validation via walk-forward and Monte Carlo methods, live incubation, and proactive portfolio management—offers advanced quantitative traders a framework to thrive. By blending engineering precision with market adaptability, his methodology underscores that success lies not just in the strategies themselves, but in the disciplined process behind them.
Read more
Custom Thumbnail
Mar 30, 2025
By Simon M

035 - Bob Pardo Part II - Building Trading Strategies that Work with Walk Forward Analysis - Part 2 of 2

I had a thought this week about what constitutes my "trading edge". You know, the question every trader is expected to be able to answer. It's supposed to constitute some kind of evidence that you can out-perform the market, your peers, or whatever. Something Bob Pardo mentioned made me think differently about this when he reminded me that when trading pits were around, every trader "had to have their edge" to stay ahead of the other guy or gal. Back then, on the floor, it was necessary to have some kind of "insider knowledge" so to speak in order to carve out success.
Read more
Custom Thumbnail
Mar 19, 2025
By Simon M

034 - Bob Pardo Part I - Intra-Day, High-Octane, Robust Futures Trading

Of the biggest problems quantitative traders probably face, the first is no-doubt over-optimization and the second is likely finding inspiration for new ideas. In-depth interviews with market wizards surely has to be one of the best ways to learn quickly, avoid common pitfalls and find untold amounts of inspiration hidden between the lines. Listening to experts that have been at it for decades, for me anyway, is an incredible education.
Read more
Custom Thumbnail
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 […]
Read more
Questions? Comments? Suggestions?
We'd love to hear from you...
Contact Us
DisclaimarPrivacy PolicyTerms & ConditionsContact Us For More
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.