The Algorithmic Advantage

The Algorithmic Advantage
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The Algorithmic Advantage

The Algorithmic Advantage is a podcast about quantitative trading and investing. We're here 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 and experience of leading portfolio managers and other experts in the field!

  1. 029 - Jason Buck - Mutiny Funds - Building a Cockroach Portfolio

    20 NOV

    029 - Jason Buck - Mutiny Funds - Building a Cockroach Portfolio

    The concept of the “Cockroach Portfolio” is a novel take on building a robust investment strategy that thrives across diverse market conditions. Drawing inspiration from one of nature's most resilient creatures, this approach emphasizes adaptability, diversification, and risk mitigation. Jason Buck runs Mutiny Funds with a core belief that: “Offense wins games. Defense wins championships.” Mutiny’s version of a diversified, all-weather portfolio therefore combines defensive-minded strategies, such as long volatility and trend, with offensive-minded strategies, such as stocks and bonds. Ensuring survival, and reducing draw-downs through time, provides the best opportunity for long-term capital growth. This show is all about risk management. If you don’t know what ergodicity is, or how you can drown in a river that is 2 feet deep on average, listen in. Loads more, including contact links and a detailed write-up over at www.thealgorithmicadvantage.com

    1h 22m
  2. 028 - Eric Crittenden - A Portfolio for All Seasons

    8 OCT

    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. For Eric, effective trading is a blend of art and science—knowing when to trust the data and when to recognize that the future will always hold surprises. It was extremely interesting to hear Eric’s wisdom that “direct attempts to create a smoother equity curve usually cause more harm than good. They create more problems than they solve”, adding that it is akin to asking for “more infrequent iceberg risk” in order to avoid “frequent, survivable, nuisance risk”. The solution being to build something that is robust and durable on a stand-alone basis, then something else, and then something else. Pick the ones that play well together and combine into a portfolio! More detail, tools and so on over at www.thealgorithmicadvantage.com Reach out with questions / suggestions!

    1h 24m
  3. 027 - Corey Hoffstein - Return Stacking, ETFs & Trend Replication

    25 SEPT

    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 industry 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’. So much more over on the website: www.thealgorithmicadvantage.com

    1h 15m
  4. 026 - Gary Antonacci - New Models & Research Updates

    13 SEPT

    026 - Gary Antonacci - New Models & Research Updates

    Gary Antonacci is back on the show after having released a new research paper with Carlo Zarattini from Concretum Research which constitutes a 100-year study on trend following US sectors. The strategy deployed in the paper has an impressive long-term track record, averaging an annual return of 18.2% with 12.6% volatility and a Sharpe Ratio of 1.39. Using Keltner and Donchian channels for entries & edits, volatility-based position sizing and a universe of 48 sectors, the simple model is surprisingly robust and a testament to the enduring power of trend following. Get all the links over at www.thealgorithmicadvantage.com

    1h 11m
  5. 025 – Laurens Bensdorp - Balancing 55 Super Models

    2 SEPT

    025 – Laurens Bensdorp - Balancing 55 Super Models

    The Power of Multi-Strategy Diversification 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. By doing this, Laurens aims to capture profits in all market conditions, whether they are bullish, bearish, or sideways. So much more over at www.thealgorithmicadvantage.com

    2 hr
  6. 024 – Trading Think Tank 02 – Battle of the Back-Testers

    23 AUG

    024 – Trading Think Tank 02 – Battle of the Back-Testers

    In our second Trading Think Tank round table discussion we bring together two exceptional minds in the trading technology space to talk about building back-testing applications: in the blue corner representing Python - Jason Strimpel, an experienced quantitative risk manager, trader and technology leader, and in the red corner representing his own application (Real Test), Marsten Parker, a legendary systematic trader and bona fide Market Wizard. The discussion dives deep into the nuances of back-testing proficiently, highlighting the importance of understanding the underlying mechanisms in your chosen engine and the diverse approaches to creating robust trading strategies with the powerful tools we have on hand in the modern era. Discounts on the Python for Finance course as well as links to the software and data providers are all on our site: www.thealgorithmicadvantage.com/tools

    1h 30m
  7. 023 - Tom Basso - The Calm Within the Chaos

    8 AUG

    023 - Tom Basso - The Calm Within the Chaos

    Tom Basso, 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 collected approach to trading. Tom’s trading approach is like a finely tuned orchestra, using seven different strategies across multiple markets and timeframes. He doesn’t let any single position dominate his portfolio. Instead, he balances everything out, making sure he's ready for whatever the market throws at him. Whether it's ETFs or futures, Tom adapts his diversified strategies to fit the market and the investor. Tom shares some great stories and wisdom from his trading journey. From his interactions with Jack Schwager to Van Tharp, he emphasizes the importance of self-awareness and staying balanced. His philosophy is all about being cool, calm, and collected—just like him. Tom’s all-weather trading approach is a blend of multiple strategies and extensive diversification. He’s always ready for anything the market can throw at him. His ability to adapt and stay serene in the face of market volatility is a lesson for traders of all levels. www.thealgorithmicadvantage.com www.thealgorithmicadvantage.substack.com

    1h 47m
  8. 022 - Andreas Clenow - A Most Private Discussion on Sensible Trading for the Long Term

    2 AUG

    022 - Andreas Clenow - A Most Private Discussion on Sensible Trading for the Long Term

    Andreas Clenow needs no introduction and has a lengthy history in the algorithmic trading industry. A Swed 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 says you can learn more about finance from that than his textbooks! His contribution to the field of systematic trading has been enormous, with his three absolutely invaluable books: Following the Trend; Stocks on the Move; and Trading Evolved. The books cover everything from futures trading to stocks and then to programming it all in Python yourself. Clenow’s books go into great detail and give you all the strategy detail needed to get you moving. We had an insightful discussion with him about the strategies in his books and then about his latest venture: a new mobile app called Hush. It’s essentially a fund for the broader audience so we were particularly keen to uncover the strategies he is deploying in there. Trade well & prosper!

    1h 28m
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About

The Algorithmic Advantage is a podcast about quantitative trading and investing. We're here 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 and experience of leading portfolio managers and other experts in the field!

Information

  • Creator
    The Algorithmic Advantage
  • Years Active
    2023 - 2024
  • Episodes
    30
  • Rating
    Clean
  • Copyright
    © The Algorithmic Advantage
  • Show Website
    The Algorithmic Advantage

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