Alpha in every episode

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Long-form interviews that seek to uncover the practical wisdom of the masters - not just chit chat. Bonus content is available for Algo Collective members. 

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Featured Guests

“It's better to hang out with people better than you. Pick out associates whose behavior is better than yours and you’ll drift in that direction.” - Buffett

Moritz Seibert

Founder & CEO at Takahē Capita | Ep 3 & 18.

Jerry Parker

CEO Chesapeake Capital Corporation | Infamous Turtle Trader | Ep 15 & 18.

Greg Zuckerman

Special Writer at the Wall Street Journal, Author of the Jim Simons bio. The Jim Simons special is Ep 19.

Gary Antonacci

Author, analyst, and developer of Dual Momentum investing | Ep 17 & 26.

Ernie Chan

Founder of PredictNow & QTS Capital Management | Ep 32.

Corey Hoffstein

Return Stacked ETFs | CEO & CIO, Newfound Research | Ep 27.

Latest Episodes

We interview the world’s top traders & extract alpha.
June 13, 2025

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

Dive into the deep experience of quantitative trading with Cesar Alvarez (trader first, martial artist second), a veteran trader known for his mastery in mean reversion, breakouts, momentum, ETF and volatility strategies. Discover his innovative methods building a dynamic portfolio, retiring strategies, parameter sensitivity tests, strategy robustness checks, and the art of balancing risk and…
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May 27, 2025

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

Unlock insane returns with quant crypto trading! Discover how top quant traders build robust portfolios combining mean reversion, momentum, and hedging strategies—even with limited historical data. Learn essential techniques for managing crypto volatility, optimizing execution, and leveraging diversified strategies. Curious? Dive into the show!
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May 16, 2025

039 – Brett Steenbarger – Mental Keys to Quantitative Trading Success

Psychology for Quant Traders? Really? Quantitative futures traders like to think in code, not clichés—but Dr Brett Steenbarger makes a compelling case that mindset is part of the edge. In this interview, Brett argues that the same statistical rigor quants apply to markets should be applied to the grey matter behind the keyboard. Here's a…
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May 7, 2025

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

Finishing our little mini-series on shorter-term futures trading we talk to Andrea Unger and happily inject some click-bait in the form of gloating about his 672% return in a single year when he won the World Trading Competition. Naturally, we know that this kind of return is generated by specifically trying to win the comp,…
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April 24, 2025

037 – Kevin Davey Part II – Selecting Optimal Strategies for Peak Performance

Kevin’s systematic approach melds rigorous quantitative testing with pragmatic risk management and monthly maintenance protocols. By enforcing single-pass optimizations, extensive real-time validation, and lean portfolio sizes, he constructs a robust trading framework designed for consistency and longevity. Advanced traders can draw from his workshop principles to refine strategy design, navigate common back-testing pitfalls, and build…
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April 18, 2025

036 – Kevin Davey Part I – It’s All About Process in Algo Trading

In the cutthroat world of algorithmic futures trading, a structured process is non-negotiable. Kevin Davey’s approach—defining objectives, rigorous validation via walk-forward and Monte Carlo methods, live incubation, and proactive portfolio management—offers advanced quantitative traders a framework to thrive. By blending engineering precision with market adaptability, his methodology underscores that success lies not just in the…
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March 29, 2025

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

I had a thought this week about what constitutes my "trading edge". You know, the question every trader is expected to be able to answer. It's supposed to constitute some kind of evidence that you can out-perform the market, your peers, or whatever. Something Bob Pardo mentioned made me think differently about this when he…
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March 19, 2025

034 – Bob Pardo Part I – Intra-Day, High-Octane, Robust Futures Trading

Of the biggest problems quantitative traders probably face, the first is no-doubt over-optimization and the second is likely finding inspiration for new ideas. In-depth interviews with market wizards surely has to be one of the best ways to learn quickly, avoid common pitfalls and find untold amounts of inspiration hidden between the lines. Listening to…
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