Andreas Clenow is a hedge fund manager who specialises in developing and trading quantitative strategies across all asset classes.
Before joining the hedge fund world by establishing his own hedge fund he maintained Global Head positions at Reuters and Equis International.
He is the author of two books, the first being international best seller ‘Following the Trend’ and the second ‘Stocks on the Move’ has just been released.
In this episode Andreas talks about trend following in stocks, why traditional approaches don't work and what you can do to account for this. We also talk about trading concepts, cash vs risk allocation, position rebalancing and building robust strategies.
Dr Ernest Chan talks about many aspects of quantitative trading, including how market crises impact momentum strategies and how to manage the impacts, when to use stop-losses and when they don't make sense, automating trading, managing funds in a portfolio of strategies and a simple money management approach which aims to limit drawdowns while maximising returns.
Ralph Vince talks about position sizing, how to choose a position sizing model that suits you, optimalf, the curve and how it can be used for maximum growth and other applications. The risk of multiple strategies in a portfolio and how to manage it, dynamic position sizing, martingale strategies and how Ralphs views on money management has changed in the past 25 years.
Perry Kaufman discusses market noise, the impact it has on trading styles and how it can be used to determine which strategies suit a particular market. We also talk about price shocks and how to mitigate their effects, how to use volatility in your favour, volatility parity for position sizing, the information ratio for strategy performance and some strategy ideas you can test yourself.