SI151 Long-Term Profitability vs Short-Term Luck ft. Moritz Seibert
Today we’re joined by Moritz Seibert to discuss the efficacy of backtests, how to build a profitable spread trading model, Moritz’s addition of Ethereum futures to his portfolio, why commodities such ...
31 Jul 20211h 1min
SI150: Extracting Edges from the Market ft. Richard Brennan
This week, Richard Brennan from ATS Trading Solutions makes his debut on the show, and we discuss the complexity behind successful Trend Following strategies, momentum trading versus Trend Following, ...
24 Jul 20211h 6min
SI149: Model Anxiety & Algorithm Aversion ft. Mark Rzepczynski
Mark Rzepczynski joins us this week to discuss ‘algorithm aversion’ and the science of how ‘model anxiety’ shows investors to be naturally wary of rules-based systems. We also discuss how to evaluate ...
18 Jul 20211h 8min
SI148: The Importance of Capturing A Few Large Trends ft. Jerry Parker
Jerry Parker returns today to discuss why margin perhaps isn’t as important as people perceive it to be, the resurgence of ‘classical’ Trend Following, the importance of having a low Sharpe ratio, an ...
11 Jul 20211h 8min
SI147: The Perfect Exit Strategy ft. Moritz Seibert
Moritz Seibert joins us today discuss the benefits of stripping down your trading approach as much as possible, the various ways to exit a hugely profitable trade, the different forms of research rela...
4 Jul 20211h 4min
SI146: The Trend Following Mindset ft. Rob Carver
We’re joined today by Rob Carver to discuss why investors worried about inflation need to be invested in Trend Following strategies, the Russell 2000 being mainly comprised of companies that are losin...
28 Jun 20211h 29min
SI145: The 3 D's of Inflation ft. Mark Rzepczynski
Mark Rzepczynski returns this week to discuss the recent decline in commodity prices, perceived hawkish comments from the Federal Reserve, trading narratives versus trading price action, the feasibili...
20 Jun 20211h 18min
SI144: Why Single Stocks Should Matter to CTAs ft. Jerry Parker
Jerry Parker joins us on the show today to discuss why CTAs could be mistaken in excluding single stocks from their strategies, the possible benefits of having exposure to multiple trading systems, wh...
13 Jun 20211h 21min
