We’re flipping the script of our usual hedge fund manager and drilling down on the allocation side. Our guest is Alexander Mende, Senior Investment Analyst and Head of Investment Research at RPM Risk and Portfolio Management. In this episode, we’re covering a lot of ground with Alexander including herd immunity in Stockholm, an allocator’s due […]
Category: Hedge Funds
05
Jun
2020
Navigating Market Volatility on The Derivative
$VIX lovers/followers/haters/enthusiasts – this one’s for you. In this episode, we’re joined by a powerhouse group of volatility experts consisting of Kevin Davitt, Wayne Himelsein, Jason Buck, and Bastian Bolesta & Jeff Malec discussing Navigating Market Volatility. Providing more than just witty banter, you’ll to these guys talk about how crazy volatility was during March/April, […]
06
May
2020
Asset Class Scoreboard: April 2020
With slight dips from the mid-month asset class scoreboard, April ended out in the green for every asset class across the board except for commodities. With word from abroad of economies reopening & the U.S. rolling out a slow open across the country, assets classes have bounced back considerably from the month before. Managed futures […]
30
Apr
2020
Texas Trend Following with Salem Abraham on The Derivative
Salem Abraham is a bit of a legend in the trend following/managed futures space. His 30+ years of experiences make for some of the best stories in the industry (and one of our most entertaining guests to date). It’s safe to say this new episode is filled with all sorts of gems, from trend following […]
26
Apr
2020
Valuing VIX and Volatility with Joe Tigay on The Derivative
VIX and volatility are buzz words that every trader knows, thinks about, and maybe even utilizes. But VIX and volatility are subjects to not be taken too lightly – experts like Joe Tigay of Equity Armor Investments have spent years and years perfecting an understanding of the VIX curve, skew, and timing to get in […]
21
Apr
2020
Asset Class Scoreboard: Mid-April 2020
Earlier this month we reported on asset class performance: March 2020: Red Wedding Version; and as far as YTD is concerned, it’s the Red Wedding Part 2. But for mid-month asset class performance on it’s own, we’re seeing some positive growth fueled by stimulus checks and increasing confidence from American investors — and to be […]
15
Apr
2020
March Manager Performance Snapshot
Commodity Program Last Month YTD Minimum Cayler CapitalQ 14.94% 18.72% 125K Red Rock Commodity Long Short 13.16% 25.15% 500K Jaguar AegirQ 9.14% 10.79% 1MM Aquantum Commodity 3.58% 7.87% 5MM Aquantum EnergyQ 2.20% 7.46% 5MM Emil Van Essen SpreadQ -1.17% -15.66% 5MM Auspice Short TermQ -1.27% 0.17% 5MM Caerus Group Oil Futures Trading Program -1.64% -18.06% 200K […]
03
Apr
2020
Trading Commodity Volatility: A woman’s perspective on The Derivative
Trading commodity volatility is a unique topic all on its own, but add in hedge fund manager Kimberly Rios, and you’ve got what we calculated as a 1 in 10,000 manager; how’s that for unique? Kimberly heads up the Catalyst Hedged Futures Strategy Fund and trades in and out of different volatility regimes in the […]
02
Apr
2020
So…Now What? Did I miss the Opportunity for Tail Risk Protection?
We’ve been telling anyone who would listen to properly diversify into something that actually does well in a market crash (like, here, and here, and here). Something with dynamic investment strategies that react to paradigm shifts and get on board with them. Things that do well in volatility spikes, but also when the spikes don’t […]
01
Apr
2020
Asset Class Scoreboard: (red wedding version) March 2020
March was ugly, like real ugly. Here was a live (somewhat dramatized via GOT look in around the lows on March 23rd): It was a red wedding to be sure, with not just red across the board, but deep, dramatic shades of red. Like, the DOW with its worst first quarter ever shades […]
