SI251: A Deep Dive Into Models and Systems ft. Richard Brennan

Published: July 8, 2023, 7 p.m.

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Richard Brennan returns for a true trend following conversation where we dive deep into the construction of models and systems. We discuss why long-term trading are often preferred by many trend followers and what we can learn from acoustics and physics in terms of noise and signals, how to get the most diversification from highly correlated markets through system design and why you should trade with an ensemble of markets. We also discuss how complex adaptive systems evolve over time, how to understand transitions events and much more.

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Episode TimeStamps:

01:03 - An update on the Australian economy

02:50 - A global macro perspective

05:38 - Industry performance update

08:39 - A bias towards long term models?

20:28 - Emergent structures and the butterfly effect

25:08 - Something is happening at the South Pole

26:01 - Getting diversification out of highly correlated markets

39:23 - Understanding complex adaptive systems

54:05 - The stability of markets

57:17 - Applying different rules to different markets

01:00:32 - Thanks for listening

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