SI417: What Happens When AI Starts Trading the Markets ft. Rob Carver

Niels Kaastrup-Larsen and Rob Carver discuss a market that feels unusually calm despite growing pressure beneath the surface. They look at rising concerns around government debt and bond yields, recent changes to a major managed futures ETF, and why style drift matters for systematic investors. Rob explains why simplicity and robustness remain essential when building trading systems, and where discretion can and cannot fit into a systematic process. They also explore the risks of using AI in quantitative investing, whether AI-driven traders could change market behavior, and why adapting trend speed to volatility may be more complicated than it first appears.

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Episode TimeStamps:

00:00 - Introduction and Rob’s return from the summer break

02:03 - Why everyone is suddenly talking about bonds

05:07 - Treasury buybacks and the potential for new bond trends

07:40 - What happened to the Simplify managed futures ETF?

14:34 - Style drift, investor expectations and changing strategies

17:15 - Why it feels like something is about to happen in markets

20:23 - Trend following performance and the year so far

23:32 - How much should systematic investors actually optimize?

31:38 - Can discretion and systematic trading really work together?

36:37 - Where human judgment belongs in a trading strategy

40:55 - Why traders may be better at buying than selling

44:21 - AI, quant research and the risks of automated trading

52:42 - Revisiting volatility and trend following

55:47 - Why not all high-volatility markets are the same

01:00:23 - The quant winter and why manager diversification matters

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