The war stories of traders and investors.
003: Chris DeMuth Jr. - Finding Mispriced Bets Amid the COVID-19 Crisis, How to "Sift the World"
Chris DeMuth Jr. of Rangeley Capital talks finding mispriced bets amid the COVID-19 crisis, and generally how to "sift the world" for opportunities, both within and without the markets.
Episode 002: Logan Kane - Becoming a Quant, Econometrics, and Inversing Retail Investors
My second guest is Logan Kane, author of High Finance: The Secrets Wall Street Doesn't Want You To Know and frequent SeekingAlpha contributor. Logan is a quant, applying econometric models to financial markets.
I originally came across Logan when he broke a story on Robinhood's payment for order flow practices, which was picked up by Bloomberg and CNBC.
In this episode, we talk about:
Starting as a bottom up value investor and becoming a quantitative investor
How to start modelling market behavior
Practical things retail traders and investors should know about market microstructure
Logan's Robinhood story
Thinking about time frames in trading
How his strategy is based on inversing retail investor behavior
High Finance: The Secrets Wall Street Doesn't Want You to Know
Logan's SeekingAlpha page
Robinhood Is Making Millions Selling Out Their Millennial Customers To High-Frequency Traders
The Robinhood High-Frequency Trading Scandal: The Plot Thickens
What Time Frame Should You Use When Trading
Card Counting Meets The Stock Market: A Statistical Model For Predicting 1-3 Month Returns
How Hidden ETF Transaction Costs Make Billions For Market Makers
How Option Pricing Theory Can Make You Extra Money In Cannabis Stocks And IPOs
Read This If You're Thinking Of Buying Put Options On Tilray
An Overlooked Key To Investing Success: Market Microstructure
001 - Peter To: Practical Trader Improvement Exercises, The HFT Boogeyman, and Prop War Stories
My first guest is ex-proprietary day trader Peter To, who now trades independently. I first found Peter through the Chat With Traders podcast and his amazing blog which can be found at ptotrading.blogspot.com.
In this podcast we talk about:
A recent study which asserts that consistent day trading profits are near-impossible.
Trading with "the world's worst prop firm" during Hurricane Sandy
Peter's thoughts on high-frequency trading's affect on the markets he trades
Why 1990s prop trading was the golden era of trading.
How traders can develop techniques outside of 'vanilla' technical trading strategies
Is shorting parabolic penny stocks a 'crowded trade?'
Modelling market behavior to refine your trading edge
How Twitter has become a digital prop desk
Updates on two trades Peter has blogged about
Day Trading for a Living Study?
Peter's CETC Trade: Being stuck short a stock and still being charge borrow fees
Peter's great post on why he thought buying the dip in the S&P in December 2018 was a home-run trade
Peter's interview with Chat With Traders
Peter's favorite trading book: Dark Pools - The Rise of Machine Traders and the Rigging of the US Stock Market
Simple, informative and to the point and entertaining. Get to hear it from people who actually do it. Definitely recommend.
I really dont know where this came out of but this is an incredibly insightful podcast. You can tell the host is an actual trader and the guests have been amazing. Please keep putting more out.