TTU65: Trend Following Offers Diversification & Risk Mitigation ft. Jerry Parker of Chesapeake Capital
Jerry Parker takes us inside 2014 for his firm, and how his models reacted to the Swiss Franc move in January of 2015. He looks at the year and makes a case for trend following as an asset class, as w...
26 Tammi 201535min
TTU64: The Trader-less Hedge Fund ft. Dave Sanderson of KFL Capital Management
In this year-end-review, we take a look at how 2014 might be seen many years into the future. Is this when “trader-less” systematic trading caught on? We take you into the workings of a 1-year-old tra...
23 Tammi 201529min
TTU63: Every Assumption Should Be Questioned ft. Nigol Koulajian of Quest Partners
In this year-end-review, we discuss the year for CTAs and short term traders, as well as the recent collapse of the Euro/Swiss Franc peg and how that affected the models of Quest Partners. Nigol discu...
22 Tammi 201537min
TTU62: Why Huge Market Shifts Are Great Reminders ft. Scot Billington of Covenant Capital Management
In this Year End Review, we discuss the major events and unexpected market trends in 2014 as well as the major Swiss Franc move at the start of 2015. Scot Billington discusses his firm’s performance w...
20 Tammi 201544min
TTU61: CTAs as Portfolio Diversifiers ft Peter Kambolin of Systematic Alpha Management
Peter Kambolin comes from the short term CTA space, and thus has a different perspective than some of our previous guests for our Year in Review theme this month. He discusses how the events in Crimea...
20 Tammi 201537min
TTU60: Understanding The Investor’s Perspective ft. Anders Lindell of IPM
How do clients understand a trading strategy so that they stick by the firm in hard times? How do investors make sense of when things go well for the CTA industry. We dive into these questions and mor...
19 Tammi 201528min
TTU59: The Return of Volatility ft. Bastian Bolesta of Deep Field Capital
Bastian Bolesta reviews 2014 and details the ups and downs of the year for his firm and the managed futures industry as a whole. In this episode, he discusses the start to the year that he wants to fo...
15 Tammi 201534min
TTU58: Having the Discipline to Stay The Course ft. Chris Cruden of Insch Capital Management
Our next Year-in-Review conversation comes from a manager who considers 2014 to have been a disappointing year for his firm. As a trend follower in the currency markets, Chris has unique insights into...
15 Tammi 201536min
