Shows
Risk Parity RadioEpisode 277: Musings With French Physicists About Advanced Modelling And Comparing Small Cap FundsIn this episode we answer emails from MyContactInfo and Stanley. We discuss a podcast interview of Professor Jean-Phillipe Bouchaud about methods of analyzing complex systems and financial markets and compare investments in small cap blend and small cap value funds.Links:Rick Bookstaber podcast interview of Professor Jean-Phillipe Bouchaud: Seeking Risk: The Fab Rick Show: The Science of Risk (libsyn.com)The Origin of Wealth book: Amazon.com: The Origin of Wealth: The Radical Remaking of Economics and What it Means for Business and Society: 9781422121030: Beinhocker, Eric D.: BooksRandom Matrix Anal...
2023-07-2019 min
TopTradersUnplugged.com08 Volatility Series: Adaptation To Change ft. Jean-Philippe Bouchaud — January 19th, 2022Hari Krishnan is joined today by Co-Founder & Chairman of Capital Fund Management (CFM) Jean-Philippe Bouchaud, to discuss how news drive price action, and some of the science behind the large price movements, how we should think about adapting to changing dynamics such as correlations, Jean-Phillipe’s background in physics and journey into finance, the effectiveness of the Bloomberg terminal, using dimensional analysis for research purposes, the inelastic market hypothesis, differentiating yourself as a Trend Follower, and the connection between volatility strategies and high frequency data.
In this episode, we discuss:
•How to improve on the traditional 60/40 portfolio
•Dave’s concept of ‘part...
2022-01-201h 02