Algorithmic trader Cesar Alvarez from Alvarez Quant Trading joins us to discuss low effort trading strategies, including:An explanation of rotational trading and the benefits/challenges of using rotational strategies, Why rotational trading is a fantastic way to diversify time (and also get to … [Read more...]
194 – “How to improve trend following performance” – David Lundgren
Trend following trader David Lundgren joins us to discuss how to improve trend following performance, including:The problem with momentum (and why momentum “doesn’t work”), Why momentum isn't working today, Mixing momentum with trend following for better performance, The 4 conditions that must … [Read more...]
176 – Dealing with market uncertainty and lessons of 2020 – Michael Grech
Well, that was a fun ride!With 2020 coming to a close, we’ve now got a great opportunity to stop for a breather (phew!), look at some of the craziness that has happened this year and identify how we can use those insights to improve our trading even more in the future.On this episode of BST Live … [Read more...]
143 – The ‘DNA approach’ to trading with Bruce Vanstone
The discovery of DNA as well as the understanding of its function and structure may be one of the most important discoveries of the last century.As researchers continue to unlock its secrets, the applications to the scientific, medical, agricultural and forensics fields has been … [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...]
030 – Highlights from Episodes 1-20
This weeks show is going to be a little different to previous episodes.A couple of weeks ago I went back through all the guests we've had on the show so far and realised how very fortunate we've been to have so many fantastic guests on the show, sharing their knowledge and experience, some of … [Read more...]