Category: Trend Following and Systematic Strategies

26 Oct 2023

Trend Following Asset Allocations with Jon Robinson of Blueprint

In the constantly changing and often unpredictable industry that is wealth management, is it possible to systematize an asset allocation approach? Might you even apply trend following to the problem? On this episode of The Derivative, Jon Robinson, the CEO and co-founder of Blueprint Investment Partners (@Blueprint_IP), draws upon his unique experience on both sides […]

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05 Oct 2023

Systematic Commodity Trading (without Trend) with Jae-Min Hyun of NWOne

In commodity trading, where volatility reigns supreme, finding an edge can be daunting. In this episode of The Derivative, we switch up our normal Commodity Trading talk with our non-trend following guest, Jae-Min Hyun of NWOne. With extensive experience in commodities trading and a quant background that spans Wall Street firms, hedge funds, and a […]

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28 Sep 2023

A Philly Alts Steak: Talking Commodities, Stacking, and Systematic with Auspice, Newfound & Campbell

Philadelphia is renowned for various iconic symbols, including the Liberty Bell, Rocky Balboa, the famous Philly cheesesteak, and, most recently, RCM’s Live Panel Discussion “Is 60/40 Dead? Can Alternatives Fill the Void?” This engaging panel discussion features industry leaders Tim Pickering @AuspiceTim, Corey Hoffstein @choffstein, and Brian Meloon, with the insightful Kevin Davitt giving an […]

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20 Jul 2023

Trend Following Plus Nothing with Jerry Parker

What do you do when you’ve already done everything there is to do in trend. Managed billion of dollars: check. One of first to run a trend following mutual fund: check. Trend following on individual equities: check. You push the envelope again, and convince the folks that create ETFs that you actually can pack your […]

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13 Jul 2023

The World of Equity Hedging, Part II with Jason Buck

Jason Buck (@jasoncbuck) is back in this follow-up, Part II episode rehashing all the goings on at Global EQD ’23;  and he’s continuing the conversation on equity market hedging, not to mention interest rate, currency, and more hedging – plus volatility markets and investment strategies with host Jeff Malec (@AttainCap2).    Jason and Jeff discuss […]

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15 Jun 2023

Replicating Babies, Trend Following, Hedge Funds, and Warren Buffet with Corey Hoffstein

If a replicant in the 1980s sci-fi classic Blade Runner was a genetically engineered, bio-enhanced person with para-physical capabilities, “composed entirely of organic substance,” created for slave labor – what does that make Corey Hoffstein @choffstein and his takes on replicating?  On this episode of The Derivative, we’re joined by the model flirting, possible replicant, […]

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11 May 2023

Adding Spreads and Options to Trend Following, with Moritz Seibert

We’re back in the trend space this week, diving into the pros and cons of classic trend following, as well as exploring new methods of trend, including building new “markets” with calendar spread data, and trying to reduce the infamous trend open trade givebacks with some option trades. Not to mention some talk on how […]

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