How do you get investors to stick with an asset allocation that’s good for them in the long term, but maybe doesn’t taste so good over shorter timer periods? Today’s guest has designed a new mutual fund to attempt just that, giving investors the whole meal instead of letting them fumble around with the ingredients. […]
Category: Trend Following and Systematic Strategies
02
Jul
2020
5 Asia/China Focused Hedge Funds, 1 Podcast!
The Chinese market is a secret well-kept, with stringent rules and difficult entrance rates. But those who’ve kept their heads down, drudging through the weeds now hold the key, and have opened up opportunities to get access to the Chinese market for investors across the globe. As we recently wrapped up our virtual conference: “Capitalizing […]
18
Jun
2020
Noodling on Ensembles, Trend, & Convexity with Newfound’s Corey Hoffstein on The Derivative
Our guest today is the Co-founder & CEO of Newfound Research, host of the popular podcast Flirting with Models, and FinTwit “influencer” – Corey Hoffstein. In this episode, we’re talking with Corey about the impact of “data”, the juvenile meaning behind Flirting with Models, 1000s of flavors of trend, hitting the gym, the founding of […]
17
Apr
2020
Exchanging Intellectual Assets with $TAIL, $SYLD $GVAL ETF-icionado Meb Faber on The Derivative
Author Asset Manager FinTwit Must Follow Podcaster Industry Thought Leader CEO/CIO There’s no exaggeration when describing Meb Faber as an influencer in the alts and investment world. His experience spans CEO/CIO of Cambria Investments, running his own popular podcast, and being a thought leader in the FinTwit world. In this can’t miss episode, we pick […]
16
Jan
2020
Why Politics and Systematic Trading Don’t Mix
In an outtake from our Managed Futures Outlook 2020 – we can’t ignore the effect that politics have had on systematic trading programs over the past year or so. Something that could take a toll in the year to come…. Trade wars, new presidents and new economic policies or the impending Brexit vote will have […]
05
Sep
2019
We’re back baby
It’s hard to concentrate too hard in Chicago today, you know – with the Bears and Packers facing off for the 195th time at Soldier Field tonight and the NFL taking over half the city in the hours-long buildup. If you want to talk a good long term investment, Halas bought the Bears for about […]
23
May
2019
The equation of an algo
Trade idea testing + trade order execution + trade size generation = algo??? That’s one way to look at it, and indeed we have a whole in-house team dedicated to building algos to do some of these pieces every day with our RCM-X team. While the difference between an alpha generating algo and an execution […]
02
May
2019
Micro E-mini S&P 500: The next big little thing in futures trading
CME’s Micro E-mini S&P 500 futures contract (ticker: MES) is set to hit the market in exactly 3 days providing traders with the same benefits of an E-mini futures contract, just…smaller – 1/10th the size of an E-mini contract to be exact. We’ve broken down the micro E-mini vs the E-mini vs the full-size S&P […]
01
May
2019
Opening the door to China Trading
If you’re anything like us, posts like this explaining just how different China is than things here in the U.S. never cease to amaze: This is the Shanghai-Beijing train going at 350 km/h As @yfreemark said: “The distance between NYC and Chicago is almost exactly that between Beijing and Shanghai. NYC-CHI is served by 1 […]
14
Mar
2019
Here’s how 33 markets performed since the 2009 low
For long-time CNBC watchers, you no doubt remember the now deceased Mark Haynes saying 10 years ago, on the morning of March 10th 2009, that it felt like a bottom and that he thought this rally had legs. It didn’t hurt that the S&P 500 put in a devilish low of 666 the day before. […]
