I had the opportunity to chat with the dynamic duo behind the Algorithmic Advantage podcast. We spoke mainly about various topics, including the database, the Serenity ratio, managers, the pain arbitrage that trend-followers represent, and the do-it-yourself solution that NilssonHedge is offering for monitoring and analyzing managers. And how should think when you are trying to benchmark your results.
This is a podcast that you should definitively follow. I mostly listen to these through iTunes, but they are also available on Spotify or YouTube. Rich and Simon are two truly remarkable traders, but also podcasters.
And on a side note, they got much better content with actual traders and professional quants. Art Holly is a long-term colleague of mine and the Takahe Capital is offering an exciting take on Trend Following.
The Art Holly Interview: https://www.youtube.com/watch?v=L6QGJqfQ2Gw
The Two Quants: https://www.youtube.com/watch?v=KpoMmH_1kM0