Top Traders Unplugged31 Heinä 2014

TTU18: Estimating & Predicting Black Swans ft. Peter Kambolin of Systematic Alpha Management – 2of2

Imagine if your assets under management went from $721 million to $50 million….

Would you have the courage to stick with your system?

Our next guest was able to weather that storm and come out even stronger. In fact, he gives credit to the fall in assets because it was an important component to improving their processes and efficiency today.

We’re excite to share with you, the second part of my interview with CEO of Systematic Alpha Management, Peter Kambolin.

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50 YEARS OF TREND FOLLOWING BOOK AND BEHIND-THE-SCENES VIDEO FOR ACCREDITED INVESTORS - CLICK HERE

In This Episode, You’ll Learn:

How many markets Peter trades and the number of different spreads
The three points during a day in which volatility is elevated
What triggers an exit from a trade when profit levels haven’t been reached
How Systematic Alpha Management makes decisions relating to sizing market positions
The number of daily trades Systematic Alpha implements
How much of the P/L comes from the hedge component of spread decisions
What kind of Risk Budgets that Systematic Alpha Management runs
How to drawdown profile has changed over the last few years
Estimating and predicting Black Swan events
How Peter personally balances the challenging feelings of managing a portfolio in drawdown
Exploring mean reversion and how the hedge ratios change daily
On the value of being located in the heart of New York
The biggest challenge for Peter in running Systematic Alpha Management
Peter’s opinion on why success in the CTA industry has shifted from the United States of America to Europe
Why individuality is critical in success in the CTA industry
Peter Kambilin’s biggest failure and what he learned from it
Some fun facts about Peter that you probably would never have guessed

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Follow Niels on Twitter, LinkedIn, YouTube or via the TTU website.

IT’s TRUE ? – most CIO’s read 50+ books each year – get your FREE copy of the Ultimate Guide to the Best Investment Books ever written here.

And you can get a free copy of my latest book “Ten Reasons to Add Trend Following to Your Portfolio” here.

Learn more about the Trend Barometer here.

Send your questions to info@toptradersunplugged.com

And please share this episode with a like-minded friend and leave an honest Rating & Review on iTunes or Spotify so more people can discover the podcast.

Follow Peter Kambolin on LinkedIn.

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PLUS: Whenever you're ready... here are 3 ways I can help you in your investment Journey:

1. eBooks that cover key topics that you need to know about

In my eBooks, I put together some key discoveries and things I have learnt during the more than 3 decades I have worked in the Trend Following industry, which I hope you will find useful. Click Here

2. Daily Trend Barometer and Market Score

One of the things I’m really proud of, is the fact that I have managed to published the Trend Barometer and Market Score each day for more than a decade...as these tools are really good at describing the environment for trend following managers as well as giving insights into the general positioning of a trend following strategy! Click Here

3. Other Resources that can help you

And if you are hungry for more useful resources from the trend following world...check out some precious resources that I have found over the years to be really valuable. Click Here

Disclaimer

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Jaksot(928)

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