The Algorithmic Advantage

The Algorithmic Advantage
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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! www.algoadvantage.io

  1. 044 — Nick Radge: Want Big Fish? You'll Need a Bigger Rod

    28. OKT.

    044 — Nick Radge: Want Big Fish? You'll Need a Bigger Rod

    I think Nick Radge’s edge is actually an architecture: robust, simple, momentum-driven systems stitched together into a portfolio that survives, adapts, and compounds. Across nearly four decades, he’s traded through crashes, chop, and melt-ups; shifted from futures to equities for business reasons; and kept his build-process stubbornly logic-first and comfortingly boring—by design. The pro vs amateur divide, per Nick: pros ride the drawdowns and are present for the next outlier. They profit from human bias—fear, greed, crowding—by refusing to trust their own emotions and by outsourcing discretion to rules they can defend under pressure. Write the plan. Build the engines. Diversify the return streams. Rebuke complexity. Then let compounding do its weird, beautiful work. COURSES, COMMUNITY & MORE OVER ON THE WEBSITE: https://www.algoadvantage.io

    1 Std. 31 Min.
  2. 043 - Brent Penfold - Can Pre-Historic Strategies Still Make 30%pa?

    1. OKT.

    043 - Brent Penfold - Can Pre-Historic Strategies Still Make 30%pa?

    Can caveman-simple trading rules still work in today’s markets? Brent Penfold says yes. In this interview, he reveals why old strategy rules remain powerful, why portfolio-level thinking is the real edge, and how diversification and discipline create timeless success.Brent talks about trading patterns in a range of 30 futures markets, deploying 20 strategies diversified across mean reversion and trend following principles. I write an article inspired by each podcast which are full of my insights and practical tips. Check them out on the website: https://www.thealgorithmicadvantage.comLinks for Quant Strats conference in London on the 14th-15th October 2025: https://www.alphaevents.com/events-quantstratsuk --- 10% off using ALGOADVANTAGE10

    1 Std. 49 Min.
  3. 042 - Laurens Bensdorp II - Building Strategies with Purpose

    21. AUG.

    042 - Laurens Bensdorp II - Building Strategies with Purpose

    Round II of a systematic trading masterclass with Laurens Bensdorp: architect non-correlated, purpose-built portfolios—mix trend following, mean reversion, and long-volatility hedges to drive smoother, higher risk-adjusted returns. We unpack the “paradox of diversification” (Parrondo’s paradox) to turn “ugly” equity curves into compounding machines, and when (not) to switch systems off to avoid recency bias and overfitting. Plus: robust portfolio construction, capital allocation, and highlights from Laurens’ latest book, Trading Retirement Accounts. Combining losing investments into a winner: https://blog.ephorie.de/parrondos-paradox-in-finance-combine-two-losing-investments-into-a-winner "The Paradox of Diversification" paper: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=1567126   More on our site: https://www.thealgorithmicadvantage.com #Quant #SystematicTrading #AlgorithmicTrading #PortfolioConstruction #Diversification #RiskManagement #TrendFollowing #MeanReversion #Volatility #Hedging #Backtesting #Robustness

    1 Std. 28 Min.
  4. Episode 041 - Cesar Alvarez - A Novel Way to Combine Trend, Reversion, ETFs, Volatility & More!

    13. JUNI

    Episode 041 - Cesar Alvarez - A Novel Way to Combine Trend, Reversion, ETFs, Volatility & More!

    Dive into the deep experience of quantitative trading with Cesar Alvarez (trader first, martial artist second), a veteran trader known for his mastery in mean reversion, breakouts, momentum, ETF and volatility strategies. Discover his innovative methods building a dynamic portfolio, retiring strategies, parameter sensitivity tests, strategy robustness checks, and the art of balancing risk and return to ensure long-term trading success. Cesar’s insights highlight essential strategies for thriving in volatile markets, fine-tuning strategy components, and avoiding the trap of overfitting. Perfect for systematic traders looking for practical edges! #QuantTrading #MeanReversion #AlgorithmicTrading #ETFStrategies #QuantTrading Contents: 0:00 Cesar's Journey: Discretionary to Quant Trading 3:59 Inside Connors Research: Mean Reversion Insights 5:48 Cesar's Current Quant Trading Portfolio 8:35 Tactical ETF Strategies & Retirement Focus 14:34 Designing Quant Strategies: Goals & Principles 17:07 Robustness Testing & Avoiding Overfitting 22:49 Knowing When to Retire a Trading Strategy 29:53 Amibroker vs RealTest: Tools for Systematic Traders 34:03 Cesar’s Featured Quant Trading Strategies 37:03 Short Selling & Mean Reversion in Bear Markets 41:12 Breakout & Momentum Strategies for Stocks 43:53 Navigating Volatility: Trading VIX & SVIX ETFs 50:50 Secrets to Effective Mean Reversion TradingWhat could it be?

    55 Min.
  5. 040 - Pavel Kycek - Generating Insane Returns with Quant Crypto Trading

    27. MAI

    040 - Pavel Kycek - Generating Insane Returns with Quant Crypto Trading

    A Smart Portfolio of Trend Following, Mean Reversion & Hedging Strategies Unlock insane returns with quant crypto trading! Discover how Pavel from Robuxio builds robust portfolios combining mean reversion, momentum, and hedging strategies—even with limited historical data. Learn essential techniques for managing crypto volatility, optimizing execution, and leveraging diversified strategies. Curious? Dive into the show! #QuantTrading #CryptoTrading #Momentum #MeanReversion #Hedging #AlgorithmicTrading #CryptoStrategies

    1 Std. 17 Min.
  6. 039 - Brett Steenbarger - Mental Keys to Quantitative Trading Success

    16. MAI

    039 - Brett Steenbarger - Mental Keys to Quantitative Trading Success

    Psychology for Quant Traders? Really? Quantitative futures traders like to think in code, not clichés—but Dr Brett Steenbarger makes a compelling case that mindset is part of the edge. In this interview, Brett argues that the same statistical rigor quants apply to markets should be applied to the grey matter behind the keyboard. Here's a guide for the advanced systematic trader who suspects “psy-stuff” might be more than motivational posters. The punch-line from Brett’s research is simple: systematic trading is less “set-and-forget” and more Formula 1 pit-crew—engineering precision plus real-time human performance. Code finds edges; psychology keeps you creative enough to refresh them. Or, as one of Brett’s blog posts puts it, “We can’t run robust systems from brittle minds.” Not a bad mantra to stick on your trading monitor! #traderpsychology #tradermindset #tradinginthezone

    58 Min.
  7. 038 - Andrea Unger - 672% Returns? Sure! Would You Like Some Risk with That?

    7. MAI

    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! Andrea Unger is actually a four-time World Trading Champion, and here he offers a comprehensive and structured approach to quantitative trading in futures markets, emphasizing practical methods for strategy design, robustness testing, portfolio construction, and system deployment. www.thealgorithmicadvantage.com

    1 Std. 46 Min.
  8. 037 - Kevin Davey II - Selecting Optimal Strategies for Peak Performance

    24. APR.

    037 - Kevin Davey 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. Topics: Strategy Design Principles Walk Forward Analysis: Best Practices and Common Mistakes Robustness Testing Beyond Walk Forward Tech Stack and Automation Tools Portfolio Construction Process Monthly Maintenance and Rebalancing Risk Management and Psychological Preparedness Performance Benchmarks and Goals

    59 Min.
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Info

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! www.algoadvantage.io

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  • Erstellt von
    The Algorithmic Advantage
  • Jahre aktiv
    2023 - 2025
  • Folgen
    45
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