Category: Trend Following and Systematic Strategies

18 Dec 2024

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 […]

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07 Nov 2024

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 […]

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06 Nov 2024

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, […]

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25 Jul 2024

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 […]

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10 Jul 2024

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 […]

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20 Jun 2024

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 […]

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