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Today, we are joined by Simon Judes, Co-CIO at Winton for a conversation on how they use quantitative investment strategies and statistical research to generate alpha. We discuss how the characterization of Crisis Alpha has the potential to be misleading and why the speed of your trading should be determined by your objective, their process of discovering new ideas through research and the pitfalls of relying too heavily on automation. We also discuss how they stay diversified through alternative market selection, why it is important to look beyond volatility when assessing risk and much more.

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IT\u2019s TRUE ? \u2013 most CIO\u2019s read 50+ books each year \u2013 get your FREE copy of the Ultimate Guide to the Best Investment Books ever written here.

And you can get a free copy of my latest book \u201cTen Reasons to Add Trend Following to Your Portfolio\u201d here.

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Learn more about Winton Group.

Episode Timestamps:

02:18 - Introduction to Winton\t

05:05 - Their investment philosophy\t

09:25 - Where does opportunities arise?\t

10:18 - What caused them to reduce emphasis on Trend a few years ago?\t

13:48 - Too concerned about Sharpe?\t

16:39 - The value of Crisis Alpha\t

20:09 - Changing the trend following narrative\t

22:41 - What about the non-trend?\t

25:22 - Need for speed?\t

27:49 - Their research process\t

31:19 - Accessing big events in markets\t

35:00 - The pros and cons of machine learning\t

38:16 - Trading and selecting parameters\t

42:23 - The risks of CTA replication\t

44:57 -...