Category: Trend Following and Systematic Strategies

05 Aug 2022

A Standpoint Story

Cool video from the team at Standpoint animating their equity curve versus global equities for the past 30 months, see below. It’s a little disconcerting to see the past 30 months of our lives, some of the oddest and stressful months a lot of us have ever seen, distilled down into a scant two minutes […]

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04 Aug 2022

It’s not whether commodities keep going up, it’s whether they remain distinct and volatile with Tim Pickering of Auspice

This week we’re adding a different twist to our typical episode, and we’re diving into WHY Commodities can be accretive in your portfolio with Tim Pickering(@AuspiceTim). Tim is the Founder, President, and CIO of Auspice Capital Advisors and leads the strategic decision-making and the vision for Auspice’s diverse suite of award-winning rules-based quantitative investment strategies. […]

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09 Jun 2022

Algorithmic Sports Betting, Trading Metals to Trending Commodities, & Crypto’s Future with Charlie McGarraugh of Blockchain.com

We’re taking flight and zooming over to the big bend for a cheerio chat with Charlie McGarraugh, an ex-midwesterner turned londonite. Charlie is the Chief Strategy Officer at Blockchain.com and has an impressive resume as a former mortgage-backed securities trader, head of metals at Goldman, founder of an algo sports betting company, and more. In […]

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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 […]

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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. […]

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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, […]

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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 […]

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