The Derivative March Madness: Introducing Our Spring Podcast Guests

March 16, 2022 rcm-alternatives 0 comment  Like
Podcasts

Our favorite NCAA tournament is finally BACK! That’s right March Madness. So in the spirit of the tournament starting this weekend, we’d thought we’d create a tournament of our own — The Derivative March Madness. The catch? We get to introduce you to our upcoming Spring Derivative guest with an exciting twist!

Here’s how it works; view the bracket below, head over to RCM Alt’s Twitter, and cast your first round of votes on our Derivative March Madness thread. After 24-hours, we’ll move the winner on to the next round until they enter the championship!

But for now, let’s introduce you to our Spring 2022 lineup:

Alan Dunne

Alan Dunne is the Founder and CEO of Archive Capital, a boutique multi-asset and investment research firm focused on global macro and managed futures strategies. He is also a co-host of the Top Traders Unplugged podcast.

Alan has worked in the financial markets and investment management industry for over 25 years at hedge funds and large investment banks as a CIO, hedge fund allocator, macro strategist, and technical analyst. Prior to founding Archive Capital, he was Managing Director and a member of the investment committee at Abbey Capital.

🏀Episode drops on March 17

 

Robin Wigglesworth

Robin is the Financial Times’ global finance correspondent based in Oslo, Norway. He focuses on the biggest trends reshaping markets, investing, and finance more broadly across the world, with a particular focus on technological disruption and quantitative investing, and writing longer-form features, analyses, profiles, and columns.

Robin recently wrote Trillions: How a Band of Wall Street Renegades Invented the Index Fund and Changed Finance Forever. Check it out on Amazon here.

🏀Episode drops on March 24

 

Denise Shull

Denise is the founder and CEO of ReThink and leverages her neuroscience and modern psychoanalysis background to solve the mental mysteries of successful investing, trading, competing, and leading teams. She is known for her uncanny effectiveness in resolving mental blocks and decision conundrums.

Her Wall Street career began in 1994 when she joined one of Chicago’s first electronic trading firms. She then traded at Schonfeld Securities before she was recruited to run her own desk at Sharpe Capital in NYC.

🏀Episode drops on March 31

 

Bastian Bolesta

Bastian Bolesta is a founding partner and Chief Executive Officer of Deep Field Capital AG (“DFC”), a Switzerland-based, independent, purely systematic asset manager, developing and trading niche intraday and short-term systematic programs in global futures and equity markets.

DFC’s expertise in developing short-term quantitative programs is built on +20 years of independent, proprietary trading. As CEO and member of the Investment & Research Committee Bastian drives Deep Field’s business development and investment process for its systematic investment strategies on the proprietary trading and asset management side.

🏀Episode drops on April 7

Check out Bastian’s previous Derivative episode here:

Michael Green

Michael has been a student of markets and market structure, for nearly 30 years. His proprietary research into the shift from actively managed portfolios and investment funds to systematic passive investment strategies has been presented to the Federal Reserve, the BIS, the IMF and numerous other industry groups and associations.

Michael joined Simplify in April 2021 after serving as Chief Strategist and Portfolio Manager for Logica Capital Advisers, LLC. Prior to Logica, Michael managed macro strategies at Thiel Macro, LLC, an investment firm that manages the personal capital of Peter Thiel. Prior to Thiel, Michael founded Ice Farm Capital, a discretionary global macro hedge fund seeded by Soros Fund Management. From 2006-2014, Michael founded and managed the New York office of Canyon Capital Advisors, a $23B multi-strategy hedge fund based in Los Angeles, CA, where he established their global macro strategies, managing in excess of $5B of exposure across equity, credit, FX, commodity and derivative markets.

🏀Episode drops on April 14

Check out Michael’s previous Derivative episode here:

 

ARTUR SEPP

Artur is joining us to talk about the crypto markets and investment opportunities! Artur is Head Systematic Solutions & Portfolio Construction at Sygnum Bank’s Asset Management in Zurich.

Artur has a PhD in Mathematical Statistics from the University of Tartu, an MSc in Industrial Engineering and Management Sciences from Northwestern University, and a BA cum laude in Mathematical Economics from Tallinn University of Technology. He is the author and co-author of several research articles on quantitative finance published in key journals and is known for his contributions to stochastic volatility and credit risk modeling with an H-index of 16.

🏀Episode drops on April 21

Plus, we’re throwing our past two episodes into the tournament mix to make it interesting! You can check those out below:

Vol Persistence, Unholy Trinity of Risk & 100 yr Dragon Portfolio for our 100th episode w/Chris Cole

Picture this…Downtown Chicago…December 2019 B.C. (Before COVID)…The RCM crew is venturing out to a small studio ready to record the first episode of The Derivative, with no video or clue what we were doing! Who would have thought we would be crossing the 100th episode mark just two short years later!? And, we couldn’t celebrate this special milestone without a one-of-kind guest. Chris Cole, founder and CIO of Artemis Capital Management, is taking it up 100%, as he tells us about his very own journey within the industry. From his days of convincing people that they need some long vol – to too many people trying to own long vol and bidding up the cost of that protection — and everything else in between.

 

 

A Macro take on Russia’s Gambit, Oil, Gold, Bitcoin and more with Luke Gromen

Oil prices spiking. Wheat at new highs. A bid in Bitcoin. Russia’s invasion on its neighbor, Ukraine, got the world’s attention and moved all sorts of markets. While our human side rallies around the Ukrainian people, our financial minds turn to wondering what is going on and what impact this chaos will bring on? To get a clearer global picture, @LukeGromen, a research pro focused on the macro picture and CEO of Forest for the Trees (FFTT, LLC), joins us for a unique discussion of what he is seeing and the outlook for oil wheat, ruble, gold, treasuries, and more!

 

 

So, join in on the fun, and let the Derivative March Madness begin — cast your vote here!

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