All Star Interviews Season 3, Episode 16: Chris Cain, Senior Quantitative Researcher at Connors Research

JC Parets
February 5, 2020

On this episode of the podcast I'm really excited to bring in Quantitative Researcher Chris Cain. Chris found his love for building trading systems while he was a market maker in the bond market for over 10 years. Today he works with Larry Connors and just published a book called The Alpha Formula that you can purchase at a discounted price at Tradingmarkets.com. (Use the Promo Code: "TAF2020" to get the book at half price!) We laugh during the podcast that Chris is so hardcore about this stuff the he actually teaches a course in Python specifically for traders and building strategies. His goal with these systems is to recognize and take advantage of our human behavior flaws so we go over a bunch of those, which I always think is helpful. He also walks through one of the 4 models and explains how having several uncorrelated strategies increases risk adjusted returns. This was a really fun conversation with one of the smart ones!

'Rising Assets' Strategy Results

Performance

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'Rising Assets' Strategy Results

Cumulative Returns

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US 10yr Treasury Yields

12 months

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