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. 14 sie

    055 - Toby Crabel - Short-Term Futures Trading with Size!

    Toby Crabel — founder of Crabel Capital Management (~$5B AUM) and author of the legendary *Day Trading with Short Term Price Patterns and Intraday Breakouts* (1990), the book that gave the world the opening range breakout and NR4/NR7 patterns — joins the show for a rare, wide-ranging conversation. Toby traces his path from a pro tennis career to the Chicago trading floors, his formative stints with Victor Niederhoffer and his early connections to Monroe Trout and Paul Tudor Jones, and how zero-commission floor trading shaped his short-term edge from day one. He unpacks why the "clean open" that powered ORB for decades has eroded under 24-hour markets and institutional flow, why studying historical price shocks (1987, COVID) is non-negotiable for systematic survival, and why PhDs and machine learning are no substitute for a causal, market-structure-driven research process. For the solo systematic trader, Toby's advice is refreshingly practical: start with one market, build strict rules around a single idea, and know exactly when your edge has died. A must-watch for anyone serious about the history, robustness, and future of short-term systematic trading. Research: https://algoadvantage.substack.com Courses & Community: https://algoadvantage.io Music: Intro & Outro created by me on Suno - Algo Analogue I call it. Pre-Intro - Your Destiny from HookSounds - No subscription licensing. Contents: 0:00 AI, Quant Research and Market Regimes 5:50 Toby Crabel’s Systematic Trading Origins 13:00 How the Opening Range Breakout Was Built 18:36 Lessons from Legendary Traders 25:04 Why Traders Must Study Market History 30:22 How 24-Hour Markets Changed Trading 38:02 How Systematic Trading Has Evolved 45:17 Crabel’s Multi-Market Strategy Portfolio 53:32 Trading as a Business 59:58 Price, Volume and Wyckoff Principles 1:06:31 Trading Short-Term Strategies at Scale 1:14:00 Capacity, Execution and Market Impact 1:22:00 Systematic Risk and Portfolio Management 1:30:00 Advice for the newer trader 1:38:00 The Future of Systematic Trading

    055 - Toby Crabel - Short-Term Futures Trading with Size!

  2. 20 lip

    054 - Kieran Duff - Trading for a Living

    Trading your own account was never going to replace a salary — the compounding you need gets wiped out by the withdrawals you need to live on. The more commercial option is to trade investor capital, but the options are limited. In this video we get a look inside a trader's journey with Darwinex, quickly establishing a track record and attracting external capital. In the Substack article I break down why prop firm evaluations are built for the firm to win, not you: daily loss limits, trailing drawdown, and consistency rules that quietly punish traders with genuine edge. I talk about why fixed stop-losses backfire to explain exactly why trailing drawdown is the worst offender, and why the industry's real ~10% pass rate says far more about the rules than about trader skill. Then I cover the alternative most traders never consider: platforms like Darwinex, where there's no evaluation to survive, just a certified track record and capital that's actually incentivised to see you succeed. Check it out: https://algoadvantage.substack.com/publish/post/207723117 I've just released an incredible 'Trading Breakthroughs with AI course' for members of the Collective. You'll also get the bonus chat with Kieran (and all my other guests). https://algoadvantage.io/collective Contents: 0:00 From Crypto to Systematic Trading 7:31 Switching From Discretionary to Systematic 12:44 Building a Live Track Record on Darwinex 18:05 Trading Styles That Attract AUM 25:47 FX, Breakout and Trend Following Systems 32:20 Choosing Timeframes and Trade Frequency 37:18 Mentor Lessons for Trading Psychology 42:48 Scaling Into Futures and Better Execution 49:12 Metrics Darwinex Uses to Fund Traders 57:03 How Darwinex Allocates Trader Capital 1:00:33 Track Record Length and Strategy Fit 1:06:59 Using AI and Claude Code for Trading

    054 - Kieran Duff - Trading for a Living

  3. 26 maj

    053 - Martyn Tinsley - 2 of 2 - Walk Forward Correlation: A New Tool for Robust Strategy Design!

    Big discount on Martyn's tool for subscribers: https://www.algoadvantage.io/toolbox/ Watch Part 1 first! https://youtu.be/Kxvp00VbLx0 My detailed write up on Walk Forward Correlation Analysis: https://www.algoadvantage.io/podcast/053-martyn-tinsley-2/ Martyn introduces Walk Forward Correlation (WFC) as a diagnostic for two problems that sit at the heart of systematic trading: over-fitting and structural edge. Traditional walk-forward analysis typically optimizes a strategy on an in-sample window, picks the “best” parameter set, then tests that one choice out-of-sample. Used the wrong way, there’s a potential flaw here: one parameter set can look good out-of-sample purely by accident. That tells you very little about whether the underlying model is genuinely robust. Tinsley’s move is simple, but useful. Instead of judging one selected point, he looks at all parameter combinations in the optimisation grid and asks a harder question: does strong in-sample performance tend to map to strong out-of-sample performance across the whole space? If yes, you may have something real. If no, you’re probably flattering noise. Contents: 0:00 Walk Forward Correlation Explained 4:22 Best Metrics for Strategy Selection 9:27 Building a Combined Performance Metric 13:05 Objective Functions and Walk Forward Tests 17:30 In-Sample vs Out-of-Sample Validation 22:28 Pre-Live Optimization for Live Trading 25:14 Why Traditional Walk Forward Falls Short 28:59 Walk Forward Correlation Method 32:28 Measuring Predictive Power in Trading 39:25 Reading Correlation Chart Scenarios 41:48 Trade Counts and Statistical Significance 45:52 Go/No-Go Gates for Robust Strategies 51:03 Optimize Strategy Software Overview 56:43 Final Thoughts for Systematic Traders

    053 - Martyn Tinsley - 2 of 2 - Walk Forward Correlation: A New Tool for Robust Strategy Design!

  4. 11 maj

    052 - Martyn Tinsley - 1 of 2 - Building Robust Trading Strategies - The Masterclass

    Martyn's process. Dealing with common trader pitfalls. Defining steps and methods for avoiding over-fitting. "Opt My Strategy" the Robustness Testing Application built by Martyn Tinsley. Up to 25% off for Algo Advantage Subscribers!! https://www.algoadvantage.io/toolbox Martyn's paper on his new technique, "Walk Forward Correlation A Diagnostic for Over-Fitting and Structural Edge in Trading Strategy Optimisation": Our courses, community & toolbox: https://algoadvantage.io Contents: 00:00 Introduction and Setup 02:02 Martyn's Trading Journey 12:07 Transition to Algorithmic Trading 20:02 Common Pitfalls in Trading 30:11 Developing Robust Trading Strategies 31:55 Understanding Parameter Optimization and Performance Metrics 39:43 The Impact of Economic News on Trading Strategies 44:38 Identifying the True Edge of Trading Strategies 52:05 Noise Reduction Techniques in Algorithmic Trading 01:01:49 Research Phase vs. Optimization in Trading Strategies 01:07:33 Reassessing Trading Strategies 01:08:00 The Importance of Statistical Significance 01:09:00 Understanding Sample Size in Trading 01:10:00 Methodology for Backtesting Strategies 01:11:59 The Role of Edge in Trading Strategies 01:15:03 Randomness vs. Genuine Edge 01:17:59 Long-Term Performance and Sample Size 01:19:52 Confidence in Trading Results 01:22:00 Increasing Sample Size for Better Results 01:24:01 Testing Across Multiple Assets 01:26:04 Optimizing Across Timeframes 01:30:01 Generalizing Strategies Across Markets 01:31:57 Diversification in Trading Strategies 01:35:05 Final Thoughts on Strategy Optimization

    052 - Martyn Tinsley - 1 of 2 - Building Robust Trading Strategies - The Masterclass

  5. 14 kwi

    051 - Samir Varma - Classify Risk Don't Chase Alpha

    What does a quantum physicist & inventor bring to quant trading? He thinks differently and is purposefully anti-alpha - instead focusing on risk management. After years of trying conventional risk models, Samir’s conclusion was not that risk is impossible to model. It was that most people are solving the wrong problem. They try to predict exact future risk levels. His approach shifted to classifying market states instead: when risk is low, be exposed; when risk is high, reduce or eliminate exposure. That is a profound change in mindset. Prediction asks for precision. Classification asks for usefulness. And in markets, usefulness usually wins. My in-depth analysis and write-up: https://algoadvantage.substack.com Courses & Community: https://algoadvantage.io

    051 - Samir Varma - Classify Risk Don't Chase Alpha

  6. 6 kwi

    050 – Samir Varma - When Academic Finance Theory Fails

    Where Real Edge in Quant Trading Actually Comes From Do not watch this podcast. This is Part 1 with Samir Varma, and in Part 2 we go into great detail about his quantitative trading. In the Collective, he gives our members some specific instructions on how to measure risk differently – this stuff isn’t fluff. But in Part 1, I got derailed into quantum physics, determinism, AI, Asimov’s three laws of robotics and more. One of my favourite shows – but the first show I’ve done that isn’t about trading! It’s the warm-up you need to make the most of Part 2 though, and if I didn’t publish it, I’d be depriving a great many of you who will no doubt find this stuff as fascinating as myself! Still, if you only have time for strict ‘trading content’, fair warning, skip this. Let me know your thoughts…

    050 – Samir Varma - When Academic Finance Theory Fails

  7. 26 mar

    049 - David Bush - Build a High-Performance Quant Crypto Portfolio Without Blowing Yourself Up!

    Crypto Trader's Edge Course: https://www.algoadvantage.io/academy/crypto-traders-edge/ Most crypto traders are still thinking like coin pickers when they should be thinking like portfolio architects. High-performance systematic crypto trading is not about chasing narratives — it is about robust portfolio construction, trend following, mean reversion, risk management, alpha stacking, diversification, and building strategies that can survive extreme volatility. This pod with David Bush breaks down how to build a smarter algorithmic crypto trading portfolio using proven trading logic, better R&D, and an all-weather mindset. If you want to trade crypto like a serious systematic trader — not a gambler — this is worth your time. #CryptoTrading #AlgorithmicTrading #SystematicTrading #QuantTrading #CryptoPortfolio #PortfolioConstruction #RiskManagement #TrendFollowing #MeanReversion #TradingStrategy #Backtesting #RobustTrading #QuantResearch #Alpha #CryptoMarkets

    049 - David Bush - Build a High-Performance Quant Crypto Portfolio Without Blowing Yourself Up!

  8. 9 mar

    048 - Michael Wallace - Dynamic Position Sizing Like You Haven't Seen Before

    This interview with Michael Wallace (who was inspired by Larry Williams & Ralph Vince) brings a few things to mind. First is the absolute centrality of the role of position sizing in trading, second is the nature of ‘probabilities’ in trading. They are highly related obviously. Sizing is not an afterthought; it can change everything. Presuming an ‘average win rate’ is going to apply to your next 10 trades is not a wise way to proceed either. You want to be more ‘statistically minded’ than that – just toss a coin 10 times, and do that 10 times, the number of heads you get in each group of 10 is going to vary wildly no doubt. Toss it 10,000 times and ‘averages will tend to show up, this is the law of large numbers, but accounts can blow up a long time before averages play out. Because... sequencing risk. SEE MY FULL WRITE UP ON POSITION SIZING: https://www.algoadvantage.io/podcast/048-michael-wallace Courses, community & more: https://www.algoadvantage.io

    048 - Michael Wallace - Dynamic Position Sizing Like You Haven't Seen Before
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O programie

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

Informacje

  • Twórca
    The Algorithmic Advantage
  • Lata aktywności
    2023 - 2026
  • Odcinki
    56
  • Klasyfikacja
    Dla wszystkich
  • Prawa autorskie
    © The Algorithmic Advantage
  • Witryna programu
    The Algorithmic Advantage

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