Category: Trend Following

26 Mar 2021

Making Market Music with Roy Niederhoffer

How many families have two brothers who’ve been in the hedge fund game for 30+ years, much less on polar opposites of the long vol/short vol spectrum. We’re talking with the volatility loving, positive skew seeking brother in our episode today, Roy Niederhoffer. Roy is the founder and President of the eponymous R. G. Niederhoffer […]

READ POST
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 […]

READ POST
02 Mar 2021
Markets, RCM Alternatives, Asset Class

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 […]

READ POST
22 Oct 2020

Debunking Trend Following’s Dead Theories with Kathryn Kaminski on The Derivative

Is trend following too big? Can managed futures do it without the bond tailwind they’ve had for 30 years? Does globalization take away diversification? We’re debunking these trend following myths/truths (?) in today’s podcast – and today’s guest is ideal to take us through the ins-and-outs of these trend following theories. We’re joined by Kathryn […]

READ POST
logo