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Today, we are joined by Nigol Koulajian and Mike Harris from Quest Partners, for a conversation on how they use a research driven, quantitative and systematic trading approach to generate alpha. We discuss how they generate convexity and why they have chosen to focus on short-term time frames, why they believe some investors have become too focused on Sharpe and how they use trend following and crowding in their process. We also discuss how they use an adaptive learning technique to understand markets whilst being aware of the dangers of machine learning, the power and importance of data and the potential risks of replicating managers, why liquidity is dynamic and very unpredictable and much more.

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Learn more about Quest Partners.

Episode Timestamps:

02:08 - Introduction to Quest Partners\\t

03:34 - Their investment philosophy\\t

07:35 - A structural change in markets\\t

15:04 - Too focused on Sharpe?\\t

20:55 - Creating momentum\\t

24:18 - A move toward multi-strat?\\t

37:35 - Managing the crowd\\t

39:13 - The persistency of market environments\\t

41:45 - A type of machine learning?\\t

44:12 - The source of opportunities\\t

48:34 - The "D" word\\t

53:30 - Thoughts on CTA replication\\t

01:00:12 - Being a short term manager\\t

01:02:30 - Liquidity issues and changes in markets...'