Podcast Library

Custom Thumbnail

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

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

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

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

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