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PODCAST

The Algorithmic Advantage

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! www.algoadvantage.io

business investing

All Episodes

01:30:33

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

The Algorithmic Advantage ·

2025/10/28

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

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01:49:23

043 - Brent Penfold - Can Pre-Historic Strategies...

The Algorithmic Advantage ·

2025/10/01

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

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01:27:41

042 - Laurens Bensdorp II - Building Strategies with...

The Algorithmic Advantage ·

2025/08/21

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

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00:54:47

Episode 041 - Cesar Alvarez - A Novel Way to Combine...

The Algorithmic Advantage ·

2025/06/13

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

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01:16:46

040 - Pavel Kycek - Generating Insane Returns with...

The Algorithmic Advantage ·

2025/05/27

A Smart Portfolio of Trend Following, Mean Reversion & Hedging StrategiesUnlock 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

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00:58:18

039 - Brett Steenbarger - Mental Keys to Quantitative...

The Algorithmic Advantage ·

2025/05/16

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:

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01:46:01

038 - Andrea Unger - 672% Returns? Sure! Would You...

The Algorithmic Advantage ·

2025/05/07

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

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00:58:44

037 - Kevin Davey II - Selecting Optimal Strategies...

The Algorithmic Advantage ·

2025/04/24

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

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01:09:51

036 - Kevin Davey Part I - It's All About Process in...

The Algorithmic Advantage ·

2025/04/18

In the cutthroat world of algorithmic futures trading, a structured process is non-negotiable. Kevin Davey’s approach—defining objectives, rigorous validation via walk-forward and Monte Carlo methods, live incubation, and proactive portfolio management—offers advanced quantitative traders a framework to thrive in. By blending engineering precision with market adaptability, his methodology underscores that success lies not just in the strategies themselves, but in the disciplined process behind

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01:21:27

035 - Bob Pardo II - Building Trading Strategies that...

The Algorithmic Advantage ·

2025/03/29

Many trading strategies are developed using extensive historical data to calibrate model parameters. However, this process often leads to over-optimization, where the strategy is too finely tuned to past market conditions. Two things stand out:Noise vs. Signal: Financial markets inherently contain a high degree of randomness. A model that fits historical data exceptionally well may simply be capturing random fluctuations rather than a persistent trading edge. Regime Shifts: Markets change over time

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01:28:18

034 - Intra-Day, High-Octane, Robust Futures Trading...

The Algorithmic Advantage ·

2025/03/19

Of the two biggest problems quantitative traders probably face, the first is over-optimization and the second is likely finding inspiration for new ideas. In-depth interviews with market wizards surely has to be one of the best ways to learn quickly, avoid common pitfalls and find untold amounts of inspiration hidden between the lines. Listening to experts that have been at it for decades, for me anyway, is an incredible education. In this show I invite you to again spend over an hour with Bob Pardo

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01:42:13

033 - Rob Carver - The Comprehensive Guide to a...

The Algorithmic Advantage ·

2025/02/19

The A-Z of building a systematic futures portfolioIn this episode, seasoned trader Rob Carver shared his nuanced approach to building and managing a diversified futures portfolio—a methodology that appeals to advanced, technical traders, while we also covered off some of the 'basics' of futures trading, such as rolling, back-adjusting, and so on. I did my best to break down the key elements of his strategy, from market selection to dynamic optimization and continuous trading. A couple of

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01:21:05

032 - Dr Ernest Chan - The Breakthrough Uses of...

The Algorithmic Advantage ·

2025/01/24

Building Better Strategies with Good ScienceIt was strangely comforting talking to Ernie Chan. Whilst I was completely out of my depth talking about AI and Machine Learning, I came away broadly reinforced in my own belief that great trading still requires a human touch, and that the best niche's in the market are best discovered by applying a certain kind of wisdom, experience and competitive approach. The machine learning techniques and computer power needed to make them work are, however,

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01:17:16

031 - PJ Sutherland - The Complementary Dynamics of...

The Algorithmic Advantage ·

2024/12/12

In the domain of quantitative finance, the juxtaposition of mean reversion and trend-following strategies constitutes a pivotal dialogue in the formulation of robust trading paradigms. Each methodology is underpinned by unique theoretical and empirical foundations, presenting distinct opportunities and inherent vulnerabilities. However, when synthesized within a cohesive portfolio framework, these strategies reveal a profound synergy that not only enhances diversification but also attenuates

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01:37:20

030 - Wayne Himelsein - Logica Capital Advisors

The Algorithmic Advantage ·

2024/12/04

Wayne Himelsein, President and CIO of Logica Capital Advisors, has developed a robust approach to options trading centred on long volatility strategies that balance systematic rigor with human oversight. His methodology involves "gross long volatility," rejecting short volatility trades to ensure full protection during market downturns, and dynamically adjusting positions through a technique he calls "scalping to fund long vol." This process leverages mean-reverting market behaviours to offset the

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01:22:10

029 - Jason Buck - Mutiny Funds - Building a...

The Algorithmic Advantage ·

2024/11/20

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

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01:23:59

028 - Eric Crittenden - A Portfolio for All Seasons

The Algorithmic Advantage ·

2024/10/08

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

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01:14:31

027 - Corey Hoffstein - Return Stacking, ETFs & Trend...

The Algorithmic Advantage ·

2024/09/25

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

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01:10:32

026 - Gary Antonacci - New Models & Research Updates

The Algorithmic Advantage ·

2024/09/13

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

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02:00:02

025 – Laurens Bensdorp - Balancing 55 Super Models

The Algorithmic Advantage ·

2024/09/02

The Power of Multi-Strategy DiversificationLaurens 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

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45 results

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