David Steets from Systematic Individual Investor joins us to discuss how to map market probabilities and identify high probability markets using "edge stacking" techniques, including:The importance of mapping market probabilities,How to identify if something really contains an edge,Blending … [Read more...]
067 – Quantitative Momentum with Jack Vogel
The guest for this episode is Jack Vogel from Alpha Architect, a quantitative asset management and consulting firm.Jack has published a number of papers on SSRN and also co-authored a couple of books including “Quantitative Momentum: a practitioners guide to building a momentum-based stock … [Read more...]