The Algorithmic Advantage

The Algorithmic Advantage is a podcast about quantitative trading and investing. We're here to expand the toolkit of the quant-trading community and introduce investors to the many advantages of systematic trading. Our goal is to educate and inspire as we embark on a captivating journey into the vast knowledge and experience of leading portfolio managers and other experts in the field! www.algoadvantage.io

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Episodes (54)

May 26th 053 - Martyn Tinsley - 2 of 2 - Walk Forward Correlation: A New Tool for Robust Strategy Design!
May 11th 052 - Martyn Tinsley - 1 of 2 - Building Robust Trading Strategies - The Masterclass
Apr 14th 051 - Samir Varma - Classify Risk Don't Chase Alpha

The Algorithmic Advantage

May 26, 2026
1 hour
55 MB

Big discount on Martyn's tool for subscribers: https://www.algoadvantage.io/toolbox/ Watch Part 1 first! https://youtu.be/Kxvp00VbLx0 My detailed write up on Walk Forward Correlation Analysis: https://www.algoadvantage.io/podcast/053-martyn-tinsley-2/ Martyn introduces Walk Forward Correlation (WFC) as a diagnostic for two problems that sit at the heart of systematic trading: over-fitting and structural edge. Traditional walk-forward analysis typically optimizes a strategy on an in-sample window, picks the “best” parameter set, then tests that one choice out-of-sample. Used the wrong way...

The Algorithmic Advantage

053 - Martyn Tinsley - 2 of 2 - Walk Forward Correlation: A New Tool for Robust Strategy Design!

The Algorithmic Advantage

00:00 -01:00:08