Round II of a systematic trading masterclass with Laurens Bensdorp: architect non-correlated, purpose-built portfolios—mix trend following, mean reversion, and long-volatility hedges to drive smoother, higher risk-adjusted returns.We unpack the “paradox of diversification” (Parrondo’s paradox) to turn “ugly” equity curves into compounding machines, and when (not) to switch systems off to avoid recency bias and overfitting.Plus: robust portfolio construction, capital allocation, and highlights from Laurens’ latest book, Trading Retirement Accounts.Combining losing investments into a winner:https://blog.ephorie.de/parrondos-paradox-in-finance-combine-two-losing-investments-into-a-winner"The Paradox of Diversification" paper:https://papers.ssrn.com/sol3/papers.cfm?abstract_id=1567126 More on our site: https://www.thealgorithmicadvantage.com#Quant #SystematicTrading #AlgorithmicTrading #PortfolioConstruction #Diversification #RiskManagement #TrendFollowing #MeanReversion #Volatility #Hedging #Backtesting #Robustness

Ver todos los episodios