Category: Trend Following and Systematic Strategies

26 May 2022

Wine as an Asset Class: Demands, Dilemmas, & Distribution with Vinovest’s Anthony Zhang

You’re driving down the winding roads of Napa Valley, visiting the countless wineries, taking in the beautiful scenery, and enjoying the various pairings of meats, cheeses, and palate cleansers… But that’s not all that pairs well with wine. This week Anthony Zhang @anthony_j_zhang, an ambitious entrepreneur who created Vinovest, gives us the inside scoop on […]

16 May 2022

A Dozen Trend/CTA Resources you didn’t know you needed…until now!

We’ve been talking about trend following, commodity trading advisors (aka CTAs), and managed futures for more than a decade, leading to comments like this over on Twitter. I have to say for anyone wanting to learn more about trend-following @rcmAlts is worth a follow. So many great resources from whitepapers to infographics to a podcast. […]

12 May 2022

Setting the Risk Parity Record Straight (it’s NOT just stocks/bonds) with Resolve’s Rodrigo Gordillo and Mike Philbrick

We’re talking with the purveyors of one of the best performing mutual funds thus far in 2022, the dynamically shifting asset allocator, RDMIX (past performance is not necessarily indicative of future results). It hasn’t all been rainbows and lollipops, however, for the ReSolve Asset Management Global team of Rodrigo Gordillo @RodGordilloP and Mike Philbrick @MikePhilbrick99, […]

28 Apr 2022

Trend Following, Signal Deterioration, & Crypto Modelling With Quant Artur Sepp

This week, we’re adding another stamp to our Derivative passport and traveling to Zurich, Switzerland, as we talk to the Head of Systematic Solutions and Portfolio Construction at Sygnum Bank’s Asset Management, Artur Sepp @ArturSepp — who specializes in crypto-assets and decentralized finance. Artur has led quantitative research at systematic trend-following hedge fund Quantica Capital, focusing […]

06 Apr 2022

MF Mutual Fund Performance – March

Beware the ides of March. This past month showed madness in more than one way. Markets began to internalize the ramifications of the ongoing tragedy in Ukraine amidst the backdrop of inflation in the west. Despite much uncertainty, market volatility generally declined for the later 2/3rd of the month. Equity prices rallied hard. Commodities, which […]

17 Mar 2022

Commodity Volatility, Global Macro, and Trend Following with Alan Dunne from Archive Capital

Happy St. Patrick’s Day! The luck of the Irish is on our side as we celebrate today’s episode with Dubliner Alan Dunne, CEO and Founder of Archive Capital, a boutique multi-asset and investment research firm focused on global macro and managed futures strategies. Alan has worked in the financial markets and investment management industry for […]

17 Feb 2022

Your Guide to Trend Following

One of the best-performing asset classes the past six months, while commodities have taken flight and interest rates have shot up… has been trend following heavy managed futures programs. How do they work? How do you access them? We can help start your journey with our newly released Trend Following Guide. We developed this white […]

29 Nov 2021

Was Friday the end for the trend following rally?

Well…that was fast!    No sooner had the digital ink dried on our Trendsgiving post last week talking about the rally in trend-following managed futures programs – then the market gods smacked that asset class right back into place:   Us last Wednesday= While economists argue over whether it is “transitory” inflation, many commodity markets are […]