We half-jokingly know that as soon as we post this, Cocoa will sell off 10% to 20%…. but it’s time we weigh in on the marvelous trend happening in the Cocoa Market, leaving many trend followers as happy as that bird on the cereal box: A Textbook Up Trend Here’s the beautiful chart courtesy […]
Category: Trend Following and Systematic Strategies
23
Feb
2024
22
Feb
2024
Set Phasers to Stocks+Discretionary Global Macro – with Dynamic Alpha
From NASA to Star Trek, Brad Barrie and David Johnson of @DynamicAlphaSol discuss how their shared interests inspired the development of their diversified mutual fund, which blends equity exposure with discretionary global macro allocations. They explain how this approach seeks to provide smoother returns through non-correlated exposures. Brad and David also delve into their backgrounds […]
08
Feb
2024
Advanced Hedge Fund Replication with the Top Down – riding diverse ETF modeling flows with DBi’s Andrew Beer
We’re thrilled to kick off another season of The Derivative Podcast. Our first episode finds us going into the lion’s den so to speak, finding out just what all our past and future hedge fund running guests have to fear from replication specialist Andrew Beer (@andrewdbeer1), of the successful DBMF managed futures ETF. From the […]
16
Nov
2023
Marrying Fundamental Factors into Commodity Quant with Patrik Safvenblad of VOLT CM
Thanksgiving is just a week away in the US, marking the end of an excellent year for The Derivative and we’re inviting you to join us at the podcast table for a bountiful episode delving into the unique flavors of managed futures and fundamental expertise. As we carve into the Thanksgiving spirit, The Derivative is […]
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 […]
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 […]
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 […]
14
Sep
2023
Long/Short Commodities with Emil van Essen & Bryan Kiernan of Katonah/EVE
From front-running commodity index rolls to trading spreads, we’re taking you on a bit of a historic journey with Emil Van Essen and Bryan Kiernan of Katonah Eve. Join us as we explore the evolution of their strategies and firm, while talking the world of commodities. In this episode, we’ll uncover the evolution of Katonah […]
27
Jul
2023
Why Systematic? Why CTA? Why Now? A panel event with Mercer, Campbell, EMC Capital & Resolve
Why Systematic? Why CTA? Why Now? These are common questions on the minds of many professionals in the Managed Futures field. On this episode of the Derivative podcast, host Jeff Malec (@AttainCap2) takes on a unique role as a featured guest on a panel recently hosted by RCM Alternatives in Chicago alongside Cohen & Company, […]
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 […]
