The Algorithmic Advantage

Episode 42 – Laurens Bensdorp - Building Strategies with Purpose

When Back-Tests Fail

Aug 21 • 

Simon M

3

June 2025

Episode 041 - Cesar Alvarez - A Novel Way to Combine Trend, Reversion, ETFs, Volatility & More!

Dynamic Strategy Deployment - Solving Two Key Questions: What to Trade Now & When to Retire a Strategy

Jun 13 • 

Simon M

10

May 2025

040 - Pavel Kycek - Generating Insane Returns with Quant Crypto Trading

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

May 27 • 

Simon M

8

039 - Brett Steenbarger - Mental Keys to Quantitative Trading Success

Trading in the Zone, Creativity, Open Mindedness

May 16 • 

Simon M

12

2

038 - Andrea Unger - 672% Returns? Sure! Would You Like Some Risk with That?

Logical Strategies - Always Changing

May 7 • 

Simon M

11

April 2025

037 - Kevin Davey II - Selecting Optimal Strategies for Peak Performance

From Strategy to Portfolio

Apr 24 • 

Simon M

6

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

The Imperative of a Robust Trading Strategy Process

Apr 18 • 

Simon M

16

1

March 2025

035 - Bob Pardo II - Building Trading Strategies that Work with Walk Forward Analysis - Part 2 of 2

Building Back Tests that match Live Performance

Mar 29 • 

Simon M

19

034 - Intra-Day, High-Octane, Robust Futures Trading - Bob Pardo - Part 1 of 2

A Masterclass on Robustness Testing with Walk-Forward Analysis

Mar 19 • 

Simon M

12

2

February 2025

033 - Rob Carver - The Comprehensive Guide to a Diversified Futures Strategy

The A-Z of building a systematic futures portfolio

Feb 19 • 

Simon M

12

January 2025

032 - Dr Ernest Chan - The Breakthrough Uses of Machine Learning in Risk Management

Building Better Strategies with Good Science

Jan 24 • 

Simon M

5

December 2024

031 - PJ Sutherland - The Complementary Dynamics of Mean Reversion and Trend-Following Strategies

Behavioural Biases, Statistics that Lie, Leptokurtic Distributions, Black Swans … and what to do about them

Dec 13, 2024 • 

Simon M

13