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 and Russia shaped markets, how divergence played a role, and how his firm made small changes to models and even added a new product line in 2014.

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In This Episode, You’ll Learn:

• How the year went for Peter and his two different strategies that his firm trades.
• Why it was a challenging year for mean-reversion type strategies.
• What markets did well in his portfolio.
• What he learned from 2014 and what he would do differently.
• The minor adjustment they made to the model in October.
• How they adjusted or reacted to world events in 2014.
• Why they don’t trade certain markets because most trades are not made by humans.
• What would divergence do for his trading models.
• How they improved their backtesting in 2014.
• How to avoid an inflow of capital that will only leave a year or two later.

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Resources & Links Mentioned in this Episode:

Listen to 2 hour-long episodes with Peter on this podcast here and here.

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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