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Artwork for Papers With Backtest: An Algorithmic Trading Journey

Papers With Backtest: An Algorithmic Trading Journey

Papers With Backtest
Algorithmic Trading
Backtesting
Risk Management
Trend Following
Volatility
Momentum
Momentum Investing
One Month Momentum In Bonds
Trading Strategies
Stock Market
S&P 500
Turn Of the Month Effect
Sector Momentum
Sell In May
Investor Psychology
Pairs Trading
Investment Strategies
Low Volatility Factor Effect
Relative Strength Strategy
Market Timing

Welcome to Papers With Backtest, where data means profit in the world of algorithmic trading. Each episode dives into backtests, real-life trading applications, and groundbreaking research that every aspiring quant should know. Tune in to stay ahead in the algo trading game. Our website: paperswithbacktest.com/ Hosted on Ausha. See ausha.co/privacy-policy for more information.

PublishesWeeklyEpisodes82Founded2 years ago
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Business

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Artwork for Papers With Backtest: An Algorithmic Trading Journey

Latest Episodes

How does a company's financial health shape the profitability of trading strategies? In the latest episode of Papers With Backtest: An Algorithmic Trading Journey, we delve deep into the intricate relationship between financial distress and trading ... more

Are you ready to unlock the secrets of market anomalies and elevate your algorithmic trading strategies? Join hosts Mark Mirchandani and Leslie Kendricks in this enlightening episode of Papers With Backtest: An Algorithmic Trading Journey, where the... more

Can machine learning truly revolutionize algorithmic trading, or are we simply chasing shadows in the data? Join us in this thought-provoking episode of Papers With Backtest as we delve deep into the groundbreaking research paper "Machine Learning ve... more

Have you ever wondered how a company's asset growth could significantly impact its stock performance? In this episode of the Papers With Backtest: An Algorithmic Trading Journey podcast, we dive deep into the groundbreaking research paper "The Asset... more

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Reviews

4.8 out of 5 stars from 6 ratings
  • “Too Conversational”

    The male and female voice change too frequently and far too much sudden and useless “hmm” “ok…” which are distracting. Otherwise nice content.

    Apple Podcasts
    4
    lscantab
    Hong Kong2 years ago

Listeners Say

Key themes from listener reviews, highlighting what works and what could be improved about the show.

- A few listeners wish for clearer practical takeaways or summaries.
- The cadence and depth are praised by data-leaning audiences.
- Some note the technical depth requires focused attention.
- Learners appreciate actionable backtesting guidance and research context.

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Apple Podcasts
#173
Denmark/Business

Talking Points

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How Momentum Trading Strategies Adapt to Changing Conditions in Algorithmic Trading
Q: How do you reliably identify whether the market is in a UP or down end state?
The research paper does not provide all the answers, and it opens up a new area for exploration revealing that there's more to consider than just a simple approach to market classification.
The 60-40 Portfolio: Dynamic Hedging Strategies for Modern
Q: What is an important consideration when interpreting backtest results?
It is crucial to remain skeptical of backtest results due to the risk of overfitting, where a strategy may perform well on historical data but fail in live trading conditions.
The 60-40 Portfolio: Dynamic Hedging Strategies for Modern
Q: What was the average annual return of the dynamic strategy compared to the traditional approach?
The dynamic strategy achieved an average annual return of 9.44 percent, outperforming the traditional 60-40 portfolio which had an average return of 8.92 percent.
The 60-40 Portfolio: Dynamic Hedging Strategies for Modern
Q: How does the dynamic hedging strategy adjust allocations?
It shifts a small percentage of the portfolio from bonds to commodities based on the six-month rolling correlation between stocks and bonds, allowing for dynamic adjustments based on market conditions.
The 60-40 Portfolio: Dynamic Hedging Strategies for Modern
Q: What is the potential drawback of the traditional 60-40 portfolio in today's market?
The traditional 60-40 portfolio may not provide the reliable hedge it used to, especially as rising inflation can cause bonds to move in the same direction as stocks, amplifying losses rather than cushioning them.

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What is This Podcast about and what kind of topics does it cover?

This show focuses on the practical side of algorithmic trading, with episodes unpacking backtests, data quality, and research that can translate into tradable ideas. Listeners get concrete examples—from alpha signals and backtesting pitfalls to robustness checks and implementation challenges—alongside discussions of how to apply academic findings to real-world portfolios. A notable strength is the emphasis on discipline, reproducibility, and guardrails when turning signals into strategies, making it valuable for quants, data scientists, and traders aiming to sharpen their edge.

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1. Top Traders Unplugged
2. Tech Brew Ride Home

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this podcast launched 2 years ago and published 82 episodes to date. You can find more information about this podcast including rankings, audience demographics and engagement in our podcast database.

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