Category: Trend Following and Systematic Strategies

13 Jul 2023

The World of Equity Hedging, Part II with Jason Buck

Jason Buck (@jasoncbuck) is back in this follow-up, Part II episode rehashing all the goings on at Global EQD ’23;  and he’s continuing the conversation on equity market hedging, not to mention interest rate, currency, and more hedging – plus volatility markets and investment strategies with host Jeff Malec (@AttainCap2).    Jason and Jeff discuss […]

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15 Jun 2023

Replicating Babies, Trend Following, Hedge Funds, and Warren Buffet with Corey Hoffstein

If a replicant in the 1980s sci-fi classic Blade Runner was a genetically engineered, bio-enhanced person with para-physical capabilities, “composed entirely of organic substance,” created for slave labor – what does that make Corey Hoffstein @choffstein and his takes on replicating?  On this episode of The Derivative, we’re joined by the model flirting, possible replicant, […]

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11 May 2023

Adding Spreads and Options to Trend Following, with Moritz Seibert

We’re back in the trend space this week, diving into the pros and cons of classic trend following, as well as exploring new methods of trend, including building new “markets” with calendar spread data, and trying to reduce the infamous trend open trade givebacks with some option trades. Not to mention some talk on how […]

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14 Mar 2023

OUCH! A massive Bond Reversal hits Trend

So anyone watching CNBC or picking up the WSJ has heard of Silicon Valley Bank by now. The failed startup bank which caused the Fed to step in and sort of guarantee deposits across all regional banks. But while all that real world, actual customers and their bank deposits stuff were going on – here […]

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