043 - Brent Penfold - Can Pre-Historic Strategies Still Make 30%pa?

About this episode

Brent Penfold discusses the effectiveness of prehistoric trading strategies in modern markets.

Can caveman-simple trading rules still work in today’s markets? Brent Penfold says yes. In this interview, he reveals why old strategy rules remain powerful, why portfolio-level thinking is the real edge, and how diversification and discipline create timeless success.Brent talks about trading patterns in a range of 30 futures markets, deploying 20 strategies diversified across mean reversion and trend following principles. I write an article inspired by each podcast which are full of my insights and practical tips. Check them out on the website: https://www.thealgorithmicadvantage.comLinks for Quant Strats conference in London on the 14th-15th October 2025: https://www.alphaevents.com/events-quantstratsuk --- 10% off using ALGOADVANTAGE10

People in this episode

Host: The Algorithmic Advantage

Guest: Brent Penfold

Topics covered

• trading strategies
• portfolio management
• diversification
• mean reversion
• trend following

Keywords

• trading rules
• portfolio-level thinking
• timeless success
• futures markets
• diversification
• discipline

Sponsors

Alpha Events

Mentioned in this episode

Organizations: The Algorithmic Advantage, Alpha Events

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