Alpha in every episode

Rob Hanna is a short-term systematic trader and researcher, founder of Quantifiable Edges and portfolio manager at Capital Advisors 360. He trades roughly 15 models across: S&P-500/Nasdaq100; large-cap stocks; A diversified ETF universe; VIX options and VIX-linked ETFs; and Tactical bond–equity rotation strategies. This is my deep-dive into his research.

I think Nick Radge’s edge is actually an architecture: robust, simple, momentum-driven systems stitched together into a portfolio that survives, adapts, and compounds. Across nearly four decades, he’s traded through crashes, chop, and melt-ups; shifted from futures to equities for business reasons; and kept his build-process stubbornly logic-first and comfortingly boring—by design.

In the age of machine learning, high-frequency trading, AI, untold data options and black box models, it’s easy to believe that only the most sophisticated strategies have any edge left. Yet Brent Penfold, veteran Australian trader and author of The Universal Principles of Successful Trading and The Universal Tactics of Successful Trend Trading, has spent…

There’s a special place in trading graveyards reserved for the back-test that looked gorgeous on paper and then detonated in production. I’ve been there. If you trade long enough, you will too. We all know the over-fittings issues, and I’ll get into that, but there’s another reason why back-tests can fail: the initial purpose is not…

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…

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!

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…

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,…