In this episode, we dive deep into the current state of AI… getting to its transformative impact on the alternative investments landscape. Our guest, Mohammad Rasouli, is a renowned researcher at Stanford University and the founder and CEO of AIx2, a leading AI solutions provider for private equity, venture capital, and hedge funds. Mohammad shares […]
Category: Trend Following and Systematic Strategies

Where do stocks go from here?
As Ferris Bueller famously said, “Life moves pretty fast. If you don’t stop and look around once in a while, you could miss it.” In that spirit, we thought we’d take a minute and look around at this impressive stock market we’re in. The stock market has been absolutely roaring. The S&P 500 is […]

Retail to Institutional: How David Sun Scaled His ODTE Options Strategies
In this episode, Jeff Malec sits down with David Sun, an entrepreneur, trader, and fund manager with a unique journey into the world of options trading and alternative investments. David shares his unconventional path, starting as a retail trader experimenting with options strategies, particularly selling puts, before transitioning to professional fund management. He discusses the […]

October, CTAs, and the Year of the Whipsaw
Oh, to be an investor, where the markets often seem to do something completely different than what you thought was going to happen. The old buy the rumor, sell the news axiom, perhaps? But whatever you call it, October brought the idea home hard. Here we were expecting some Q4 magic in the CTA space, […]

Trend, Prop, and Being Allergic to Optimization with Bill Gebhardt of 10Dynamics
In todays episode, Jeff Malec (@AttainCap2) sits down with Bill Gebhardt (@BillGebhardt1) , the founder of 10dynamics, to discuss his interesting career journey and the development of his unique systematic trading approach. Bill shares his background, from working on the floor of the CBOE in the early 90s to earning a PhD in finance and […]

Hedge Fund Quants Unlock the Power of Dispersion: Versor’s Unique Cross-Sectional Relative Value Approach
In this episode of The Derivative, host Jeff Malec sits down with DeWayne Louis and Nishant Gurnani from Versor Investments, a quantitative investment firm celebrating its 10th anniversary. The discussion delves into the personal backgrounds and journeys that led to Versor’s founding, from their work providing efficient exposure to traditional hedge fund strategies through risk […]

Quantamental Commodity Trading 101: The What and How
Commodity trading in the futures markets has long been defined by one of two paths. 1. Discretionary Fundamental Trading 2. Systematic Trend Following But lately, we’re seeing more and more CTAs take a newer third path to commodity trading: quantamental trading. What is Quantamental Commodity Trading? Quantamental commodity trading is a portmanteau that combines the […]

Carry On: Demystifying the Carry Trade with Rodrigo Gordillo & Adam Butler of ReSolve
We’re back! Today’s podcast features The Derivative show stoppers Rodrigo Gordillo @RodGordilloP and Adam Butler @GestaltU of ReSolve Asset Management @InvestReSolve discussing the carry trade and its applications in investment strategies. They begin by explaining what the carry trade is and discussing common misconceptions around it. They then dive into different types of carry that can […]

Surviving Adversity, Building Resilience, and Evolving a Quantitative Investment Firm with Joe Kelly of Campbell
Joe Kelly, partner at Campbell, joins us this week for a new episode of The Derivative. Jeff starts talking skiing, as he’s apt to do, but this time is a bit different, with Joe sharing an update on his recent recovery from a nasty ski accident that nearly left him paralyzed (or worse). We then […]

Finding Alpha in Unexpected Places: Doug Greenig on Trend Following Beyond Developed Markets
In this in-depth conversation, Jeff Malec (@AttainCap2) picks the brain of veteran quant Doug Greenig of Florin Court Capital about pursuing trends on a truly global scale. Greenig takes listeners on his fascinating career journey, from cutting-edge fixed income modeling at Goldman Sachs to managing risk at MAN AHL’s pioneering CTA firm. He explains how […]