The Algorithmic Advantage

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 Reversion. David trades mega-cap US equities with a very strong focus on risk management. He includes a specific strategy in his portfolio that kicks in to profit and

Music: 

https://en.wikipedia.org/wiki/Johannes_Ockeghem

https://open.spotify.com/album/7e6VZeeGFOe74KT78DAM85

Get in touch with David here:

Crypto Substack: https://rektelligence.substack.com

Website: https://alphatative.com

Twitter: https://twitter.com/Alphatative

LinkedIn: https://www.linkedin.com/in/davidtbush/

Back-testing Engine Mentioned: RealTest (mhptrading.com)

Data Supplier Mentioned: Norgate Data - Overview

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 rich experience as a Portfolio Manager but also as an Allocator and brings over 30 years of incredible experience to the table. His strategies are best in class, diversified across instruments, time-frames and methodologies. He's an outlier hunter seeking positive skew. He doesn't want to warehouse risk, and he incorporates fundamental data & market profile in his algorithms in a very unique fashion. His all-weather portfolio has truly stood the test of time and he shares his philosophy, his 4 strategies, his 'logic-first' mentality and so much more. When you've been doing this from the early days, who needs to back-test?

Get in touch with Art on X @artjholly3 & on Linked In www.linkedin.com/in/art-holly

A fascinating discussion with Marc Malek of Conquest Capital Partners that covers: short term trend following; diversified strategies; regime based dynamic strategy allocation; building behavioral & logic driven models; being an early adopter of new ideas; the mathematics of positioning tanks on a battlefield; breaking the HKD peg; replication & much, much more. "If you can't explain your models in plain English to a reasonably intelligent person in 5 minutes or less then we don't want it."

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 Moritz Seibert and Moritz Heiden we delve into their funds, the strategies they trade and the guiding philosophy for all their trading.

Their website: takahe.capital

Our website: thealgorithmicadvantage.com

Enjoy!

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 strategies, get into some deep discussion about their philosophy & generally try to unpack some practical tips for the rest of us!

On our second show we continue getting to know your hosts - this time chatting to Rich about his systematic trend following.

Kicking off the podcast learning about how Simon himself approaches the markets. We get into mean reversion, trend following and strategy specifics.

A very brief introduction to the show, who we are and what to expect!

Get in touch at www.thealgorithmicadvantage.com

Enjoy the ride!