Jul 31, 2019
When it comes to Behavioural Finance, a few people stand out in terms of their contribution to helping us all understand why and how it works. The intersection between Human Behaviour and Quantitative Investing can be difficult to understand for even the most sophisticated investors. Today, I want to share some really...
Jul 29, 2019
This week, we discuss whether commodities are more risky to trade than equities, if a stocks-only Trend Following strategy can be profitable in the long run, if a deep drawdown is worse than a long drawdown, and the importance of over-estimating any possible drawdowns implied by a backtest. Questions answered include:...
Jul 24, 2019
It has been said that: 'The biggest room of all, is the room for improvement', and one thing that is clear to see in the amazing careers of today’s guests, is the continued hunger for learning in the quest for an improved investment process. This is something that has led to an unprecedented success for this trio.
Jul 21, 2019
In this week’s episode, we discuss Ray Dalio’s recent article on Paradigm Shifts and his comments on the safety of Gold. We also touch on the perils of having too many filters before being able to enter a trade, the importance of having a plan before entering a trade, the benefits of incorporating what you’ve...
Jul 17, 2019
In 1987, 3 scientists, 1 from Cambridge and 2 from Oxford, were brought together by their shared passion for the markets and for computers. Little did they know, that over the next 3 decades, this passion would lead them to build 3 world-leading multi-billion dollar Systematic Investment businesses. Today, I would...