In todays episode, Jeff Malec (@AttainCap2) sits down with Bill Gebhardt (@BillGebhardt1) , the founder of 10dynamics, to discuss his interesting career journey and the development of his unique systematic trading approach. Bill shares his background, from working on the floor of the CBOE in the early 90s to earning a PhD in finance and […]
Category: Trend Following and Systematic Strategies
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 […]
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 […]
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 […]
02
May
2024
Surviving Adversity, Building Resilience, and Evolving a Quantitative Investment Firm with Joe Kelly of Campbell
Joe Kelly, partner at Campbell, joins us this week for a new episode of The Derivative. Jeff starts talking skiing, as he’s apt to do, but this time is a bit different, with Joe sharing an update on his recent recovery from a nasty ski accident that nearly left him paralyzed (or worse). We then […]
28
Mar
2024
Finding Alpha in Unexpected Places: Doug Greenig on Trend Following Beyond Developed Markets
In this in-depth conversation, Jeff Malec (@AttainCap2) picks the brain of veteran quant Doug Greenig of Florin Court Capital about pursuing trends on a truly global scale. Greenig takes listeners on his fascinating career journey, from cutting-edge fixed income modeling at Goldman Sachs to managing risk at MAN AHL’s pioneering CTA firm. He explains how […]
07
Mar
2024
Constructing A Systematic Oil Trader: Fueling growth at Cayler Capital
Brent Belote, founder and CIO of Cayler Capital, joins the podcast to discuss the growth of his now 5 year systematic oil trading strategy. He provides insights into analyzing supply and demand fundamentals and using quantitative models to capitalize on events in the physical oil market. Brent also shares lessons from starting his own fund […]
29
Feb
2024
Miami Hedge Fund week Panel 2024 Part II: Increasing Accessibility of Alternative Investments
Join us for the second half of our panel discussions during this year’s Hedge Fund Week in Miami as we explore increasing accessibility of alternative investments through new ETF products and strategies. We’ve got Rodrigo Gordillo (@RodGordilloP) taking reigns from the quantitative perspective, Jerry Parker (@rjparkerjr09) talking trend following, Bob Elliot (@BobEUnlimited) on replication and […]
23
Feb
2024
Trend Followers Cuckoo for Cocoa Puffs
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 […]
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 […]
