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 […]
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 […]
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, […]
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 […]
04
May
2023
AI isn’t coming…it’s already here, with Adam Butler and Taylor Pearson
How fast is the fast-moving world of AI moving after the launch of Chat GPT and crazy pace of new apps and tools. It turns out…. Really Fast! There’s AI tools that can write blog posts, create images, act like a hedge fund lawyer, review a disclosure document, and more. All of it brings up […]
27
Apr
2023
Alt (Digital) Trend Following with Sarah Schroeder of Coinbase Asset Mgmt.
How do you get a job at a top quant shop? With a little love from grandma?! How do you navigate a systematic strategy in the fast-moving world of digital assets? On this episode of The Derivative, Sarah Schroeder of Coinbase Asset Management (formerly One River Digital) covers a range of topics related to crypt/digital […]
13
Apr
2023
Stories for Traders: A Trend followers’ journey through it all with Andrew Strasman of Totem Asset Group
Have you ever wondered how successful traders make their fortunes in the markets? In this episode of The Derivative Podcast, we explore the world of trend following with a master in the field, Andrew Strasman. Here first-hand about his journey as a trend follower, from his early days in the trading pit to his experience […]
30
Mar
2023
Searching for Volatile Macro Environments with Alfonso Peccatiello, The Macro Compass
What was the short-lived SVB baking crisis all about? Has it forced the Fed’s hand? Are we done tightening? Lots of Macro questions so who better to dig into it with than the appropriately nicknamed Macro Alf. In this episode of The Derivative, we sit down with Alfonso Peccatiello, founder of The Macro Compass and […]
29
Mar
2023
Ten Reasons Why Managed Futures and Trend-Following CTAs are a Smart Investment for Your Portfolio
Our friends over at Auspice Capital Advisors are out this week with a banger of a paper – titled, “Managed Futures and Trend Following CTAs — Ten Reasons to Invest”. You can download the full paper here to see all their great graphics along with the list, but here are a few of our favorites […]
16
Mar
2023
Setting the record straight – Trend following: the proof is in the track record with Marty Bergin of DUNN Capital
When it comes to investing, there are countless strategies to choose from, each with its own set of pros and cons. One strategy that has stood the test of time is trend following, a technique that involves analyzing market trends and making trades based on those trends. Despite its proven track record, some investors remain […]
