Forget fat tails, left tails, even tall tales. We’re going into extracting value from long tails of the distribution on the pod in this episode. Vineer Bhansali is a 29-year industry veteran, previously at PIMCO, a Forbes columnist, author of four books on finance, and is currently the founder and CEO of longtail alpha. In […]
Category: Managed Futures
11
Mar
2021
Why USD Trending = Happy Managed Futures
After days of pushing higher and higher, is the down trend in the US Dollar over? Trend following type managed futures strategies sure hope that isn’t the case. They love them some trending US Dollar. Most analysts, however, have looked for the dollar to remain under pressure after a steep slide last year, arguing that […]
04
Mar
2021
Crazy Commodity Cycles (and cross-continent motorcycles) with Jim Rogers on The Derivative
The king of Commodities has entered The Derivative ring. You know his name, you’ve read his books, you’ve probably utilized his index, and now you’re listening to him in this most recent podcast episode. Jim Rogers is an American investor and financial commentator, and was there at the start of the Quantum Fund and Soros […]
02
Mar
2021
Asset Class Scoreboard: February 2021
Last year it feels like all we talked about was the rough performance of commodities and now we’re reading headline after headline of a 2021 commodity supercycle “driven by stimulus spending and a weaker US dollar” (SP Global). Up 15% for the year already, I think we’ll be talking about commodity performance for a good […]
26
Feb
2021
The VOLvengers: Wayne Himelsein (Iron Man) & Mike Green (Captain America) on The Derivative
Get more information on the funds at Logica Capital Advisers. We’re bringing out the cake & ice cream for this pod because it’s The Derivative’s 1 year anniversary! If you’ve been with us since the beginning – you may fondly remember our inaugural episode The Human Behind The Hedge Fund with Wayne Himelsein. So, […]
25
Feb
2021
Gold’s Not-So-Boring-Cousin: Silver
Just about 6 months ago we were talking about how Silver had rallied about 100% since the March lows, saying rather sarcastically: What’s going on – did Silver become a SAAS company in search of a ludicrous P/E multiple? No. This is overflow and unintended (or maybe intended) consequences of printing all that money for […]
11
Feb
2021
Vol – Benn There, Done That with Benn Eifert of QVR Advisors on The Derivative
Why can’t vol managers tell good jokes? Bad timing? Buh dum tsss. All jokes aside, we’re excited to be back talking Volatility on The Derivative with the Professor, the DJ, the Han Solo of Vol trading, the one and only Benn (with two N’s) Eifert. Benn is Founder and CIO of QVR Advisors and joined […]
15
Jan
2021
Gold, Gas, and Global Inflation with Diego Parrilla of Quadriga Asset Managers on The Derivative
2020 was ruled by global macro events – are we looking at the same fate in 2021? Our guest today can talk not only global macro, but also volatility, bond yields, correlation, oil, metals and more. To ring in the new year we’re joined by Diego Parrilla, Managing Partner at Quadriga Asset Managers and Author […]
06
Jan
2021
Asset Class Scoreboard: December 2020
via GIPHY Whew – we made it through 2020. From the Red Wedding in March to somewhat unbelievable rallies across stock indices in the second half of the year, there was something for across 2020. Commodities notably ended the year pretty deep in the red, even with the major upswings in quarters 2, […]
31
Dec
2020
Butler and Buck Back to Bookend 2020 on The Derivative
We’ve already covered the first three months of 2020 with Part I of our 2020 review. We’re now heading into Part II with Jason Buck, CIO at Mutiny Fund and Adam Butler, CIO at ReSolve Asset Management discussing how the fall out of the first three months of 2020 dictated the ending 3/4 of the […]
