The Algorithmic Advantage
Episodes
050 – Samir Varma - When Academic Finance Theory Fails
06 Apr 2026
Contributed by Lukas
Where Real Edge in Quant Trading Actually Comes FromDo not watch this podcast. This is Part 1 with Samir Varma, and in Part 2 we go into great detail ...
049 - David Bush - Build a High-Performance Quant Crypto Portfolio Without Blowing Yourself Up!
26 Mar 2026
Contributed by Lukas
Crypto Trader's Edge Course: https://www.algoadvantage.io/academy/crypto-traders-edge/Most crypto traders are still thinking like coin pickers when th...
048 - Michael Wallace - Dynamic Position Sizing Like You Haven't Seen Before
09 Mar 2026
Contributed by Lukas
This interview with Michael Wallace (who was inspired by Larry Williams & Ralph Vince) brings a few things to mind. First is the absolute centrali...
047 - Tom Starke - The Basics of Building a Strategy Development Pipeline
18 Dec 2025
Contributed by Lukas
Courses, community & more: https://www.algoadvantage.ioThis is part II, part I is Episode 46.I know we all want “quick, actionable take-aways”...
046 - Tom Starke - Institutional Quant Trading Fundamentals
11 Dec 2025
Contributed by Lukas
Detailed write up on how institutions trade differently: https://www.algoadvantage.io/podcast/046-tom-starke/Part 2: coming soon!Dr Tom Starke trades ...
045 - Rob Hanna - Trading the VIX in a Diversified Portfolio
03 Dec 2025
Contributed by Lukas
Detailed write-up on all of the concepts discussed here: https://www.algoadvantage.io/podcast/045-rob-hannaRob Hanna has been trading since the mid 90...
044 — Nick Radge: Want Big Fish? You'll Need a Bigger Rod
28 Oct 2025
Contributed by Lukas
I think Nick Radge’s edge is actually an architecture: robust, simple, momentum-driven systems stitched together into a portfolio that survives, ada...
043 - Brent Penfold - Can Pre-Historic Strategies Still Make 30%pa?
01 Oct 2025
Contributed by Lukas
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 ...
042 - Laurens Bensdorp II - Building Strategies with Purpose
21 Aug 2025
Contributed by Lukas
Round II of a systematic trading masterclass with Laurens Bensdorp: architect non-correlated, purpose-built portfolios—mix trend following, mean rev...
Episode 041 - Cesar Alvarez - A Novel Way to Combine Trend, Reversion, ETFs, Volatility & More!
13 Jun 2025
Contributed by Lukas
Dive into the deep experience of quantitative trading with Cesar Alvarez (trader first, martial artist second), a veteran trader known for his mastery...
040 - Pavel Kycek - Generating Insane Returns with Quant Crypto Trading
27 May 2025
Contributed by Lukas
A Smart Portfolio of Trend Following, Mean Reversion & Hedging StrategiesUnlock insane returns with quant crypto trading! Discover how Pavel from ...
039 - Brett Steenbarger - Mental Keys to Quantitative Trading Success
16 May 2025
Contributed by Lukas
Psychology for Quant Traders? Really?Quantitative futures traders like to think in code, not clichés—but Dr Brett Steenbarger makes a compelling ca...
038 - Andrea Unger - 672% Returns? Sure! Would You Like Some Risk with That?
07 May 2025
Contributed by Lukas
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 ab...
037 - Kevin Davey II - Selecting Optimal Strategies for Peak Performance
24 Apr 2025
Contributed by Lukas
Kevin’s systematic approach melds rigorous quantitative testing with pragmatic risk management and monthly maintenance protocols. By enforcing singl...
036 - Kevin Davey Part I - It's All About Process in Algo Trading
18 Apr 2025
Contributed by Lukas
In the cutthroat world of algorithmic futures trading, a structured process is non-negotiable. Kevin Davey’s approach—defining objectives, rigorou...
035 - Bob Pardo II - Building Trading Strategies that Work with Walk Forward Analysis
29 Mar 2025
Contributed by Lukas
Many trading strategies are developed using extensive historical data to calibrate model parameters. However, this process often leads to over-optimiz...
034 - Intra-Day, High-Octane, Robust Futures Trading - Bob Pardo - Part 1 of 2
19 Mar 2025
Contributed by Lukas
Of the two biggest problems quantitative traders probably face, the first is over-optimization and the second is likely finding inspiration for new id...
033 - Rob Carver - The Comprehensive Guide to a Diversified Futures Strategy
19 Feb 2025
Contributed by Lukas
The A-Z of building a systematic futures portfolioIn this episode, seasoned trader Rob Carver shared his nuanced approach to building and managing a d...
032 - Dr Ernest Chan - The Breakthrough Uses of Machine Learning in Risk Management
24 Jan 2025
Contributed by Lukas
Building Better Strategies with Good Science It was strangely comforting talking to Ernie Chan. Whilst I was completely out of my depth talking about ...
031 - PJ Sutherland - The Complementary Dynamics of Mean Reversion and Trend-Following Strategies
12 Dec 2024
Contributed by Lukas
In the domain of quantitative finance, the juxtaposition of mean reversion and trend-following strategies constitutes a pivotal dialogue in the formul...
030 - Wayne Himelsein - Logica Capital Advisors
04 Dec 2024
Contributed by Lukas
Wayne Himelsein, President and CIO of Logica Capital Advisors, has developed a robust approach to options trading centred on long volatility strategie...
029 - Jason Buck - Mutiny Funds - Building a Cockroach Portfolio
20 Nov 2024
Contributed by Lukas
The concept of the “Cockroach Portfolio” is a novel take on building a robust investment strategy that thrives across diverse market conditions. D...
028 - Eric Crittenden - A Portfolio for All Seasons
08 Oct 2024
Contributed by Lukas
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 ...
027 - Corey Hoffstein - Return Stacking, ETFs & Trend Replication
25 Sep 2024
Contributed by Lukas
Today we spoke with Corey Hoffstein, a well-known market practitioner with a deep and broad knowledge across quantitative trading & trend followin...
026 - Gary Antonacci - New Models & Research Updates
13 Sep 2024
Contributed by Lukas
Gary Antonacci is back on the show after having released a new research paper with Carlo Zarattini from Concretum Research which constitutes a 100-yea...
025 – Laurens Bensdorp - Balancing 55 Super Models
02 Sep 2024
Contributed by Lukas
The Power of Multi-Strategy Diversification Laurens Bensdorp’s trading philosophy revolves around diversification—not just in markets, but primari...
024 – Trading Think Tank 02 – Battle of the Back-Testers
23 Aug 2024
Contributed by Lukas
In our second Trading Think Tank round table discussion we bring together two exceptional minds in the trading technology space to talk about building...
023 - Tom Basso - The Calm Within the Chaos
08 Aug 2024
Contributed by Lukas
Tom Basso, famously coined 'Mr. Serenity' in Jack Schwager's "New Market Wizards" book, joins us for an enlightening and enterta...
022 - Andreas Clenow - A Most Private Discussion on Sensible Trading for the Long Term
02 Aug 2024
Contributed by Lukas
Andreas Clenow needs no introduction and has a lengthy history in the algorithmic trading industry. A Swed who has lived in Switzerland for quite some...
021 - Dave Aspell - Mt Lucas Management - Keep It Simple!
25 Jul 2024
Contributed by Lukas
Keep It Simple! In our latest podcast, we had the pleasure of speaking with Dave Aspell, the Senior Portfolio Manager from Mt Lucas Management. Dave s...
020 - Perry Kaufman - A Wealth of Experience: Trading Diversified Strategies in Futures & Equities
07 Jul 2024
Contributed by Lukas
In this absolute cracker of an interview, Perry highlighted how increased market participation and technological advancements have influenced the effi...
019 - The Trading Strategies of Jim Simons' Medallion Fund with Greg Zuckerman
26 May 2024
Contributed by Lukas
All the secrets of the Medallion fund revealed! Well, our speculations about the secret sauce anyway. Today, in a special tribute to Jim Simons, we a...
018 - Trading Think Tank - Diversification in Trend Following
10 May 2024
Contributed by Lukas
If you have questions, all the answers are here! In this first episode of a new series we are calling the 'Trading Think Tank' we sit down wi...
017 - Gary Antonacci - Absolute & Relative Momentum: Trading ETFs & Mega Caps
08 Apr 2024
Contributed by Lukas
In an insightful episode of "The Algorithmic Advantage" podcast, we are joined by Gary Antonacci, a notable figure in the finance sector, be...
016 - Joris Bastien of Quantaraxia - Multi Model ETF Trend Strategies
15 Feb 2024
Contributed by Lukas
In this engaging podcast episode, Joris Bastien shares his unconventional journey into the world of quantitative trading, originating from his mathema...
015 - Jerry Parker of Chesapeake Capital - The Trend Commandments
24 Jan 2024
Contributed by Lukas
Recorded: 12 Dec 2023 In this episode of the Algorithmic Advantage podcast, we chat with our friend, legend ‘original turtle trader’, Jerry Parke...
014 - Dr Tom Starke - Combining Alphas in a Diversified Quant Portfolio
16 Jan 2024
Contributed by Lukas
In this episode of The Algorithmic Advantage podcast, we dive into the fascinating world of quantitative trading with Dr. Tom Starke, a renowned exper...
013 - Horizon3 Investment Management (Part II)
01 Jan 2024
Contributed by Lukas
In this insightful second episode with Horizon3, Sanj and Paul delve into the complexities of systematic trading and the evolving landscape of the fi...
012 - Sanjeev Lakhanpal & Dr Paul Netherwood of Horizon3 (Part I)
24 Dec 2023
Contributed by Lukas
In this engaging episode of The Algorithmic Advantage, we explore the fascinating world of quantitative trading with experts Sanjeev Lakhanpal and Dr....
011 - Into the Quant Lab - Fooled by Randomness in the Markets
18 Dec 2023
Contributed by Lukas
In this enlightening episode, we tackle the often-misunderstood topic of discerning genuine trading opportunities from the noise in market data. We ch...
010 - Alan Clement - Fortified & Diversified Quantitative Equities Strategies
05 Dec 2023
Contributed by Lukas
In Episode 10 of "The Algorithmic Advantage," Alan Clement, a seasoned trader and strategy developer, joins the hosts for a deep dive into ...
009 - The Sydney Special - The New Turtle Traders & The Genius of Classic Trend Following
30 Nov 2023
Contributed by Lukas
The financial Markets are in a perpetual state of flux, constantly evolving with changes in technology, shifts in regulatory landscapes, and the dynam...
008 - Linus Nilsson - The Nilsson Hedge CTA Database
26 Oct 2023
Contributed by Lukas
Today we stepped away from talking specifically about trading strategies and chatted with Linus Nilsson about the database of about 4000+ hedge funds ...
007 - David Bush of Alphatative - Mean Reversion Rhythms
14 Oct 2023
Contributed by Lukas
On Episode 7 after a number of discussions with trend followers we peek over the fence at how the other half live and talk to David Bush about Mean Re...
006 - Art Holly - Who Needs to Back Test?
10 Oct 2023
Contributed by Lukas
Learn from the best & make it even better! Another fascinating show with Art Holly who has decades of quant trading wisdom on offer. Art has a ric...
005 - Marc Malek of Conquest Capital Partners
03 Oct 2023
Contributed by Lukas
A fascinating discussion with Marc Malek of Conquest Capital Partners that covers: short term trend following; diversified strategies; regime based dy...
004 - Two Quants - Moritz Seibert & Moritz Heiden (Part II)
21 Sep 2023
Contributed by Lukas
Part II of our discussion with the Two Quants of Takahe Capital (make sure you go back and listen to Part I first!). In the back half of our chat with...
003 - Two Quants - Moritz Seibert & Moritz Heiden (Part I)
18 Sep 2023
Contributed by Lukas
On episode 3 we cover a lot of ground with the two very sharp quants from Takahe capital. We cover numerous topics related to their trend following st...
002 - Validate for Yourself! The Science of Trend Following - Richard Brennan
22 Aug 2023
Contributed by Lukas
On our second show we continue getting to know your hosts - this time chatting to Rich about his systematic trend following.
001 - Diversified Quant - Mean Reversion + Trend - Simon Mansell
22 Aug 2023
Contributed by Lukas
Kicking off the podcast learning about how Simon himself approaches the markets. We get into mean reversion, trend following and strategy specifics. ...
000 - Welcome to The Algorithmic Advantage
17 Aug 2023
Contributed by Lukas
A very brief introduction to the show, who we are and what to expect! Get in touch at www.thealgorithmicadvantage.com Enjoy the ride!