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“We evolve over time to survive – we are constantly trying to find better ways to do what we do.” – Katy Kaminski (Tweet) Thanks for tuning in to the second part of our roundtable conversation with three of the leading voices in the trend following industry today. In this episode, we discuss how the industry has evolved,…Read More
“This game is a number’s game, you are losing a lot and winning bigger sometimes.” – Katy Kaminski (Tweet) Thanks for tuning back into our show, we know it has been a while since we’ve published an episode. However, you are in for a real treat: this is the first episode where we have a…Read More
Commodities took center stage in April with a big shift in “trend sentiment” compared to the beginning of the year, where most commodities fell steadily.
This may well turn out to be a big divider in performance of CTAs and trend followers, as those with very diversified portfolios and a healthy allocation of risk towards commodities, should have found April a more challenging month than financial-only or financial-heavy managers!Read More
I had expected a more buzzing reception when I arrived…why?…because after 6 years of an equity Bull market, we finally saw signs of a market environment where Hedge Funds and CTAs can shine and show what low correlation or even negative correlation really looks like.Read More
Yellen & Draghi saves the world…but spoils it for CTAs Investors in “traditional” assets and hedge funds cheered as Captain Yellen and her Co-Pilot (Draghi) once again decided that the world needed another injection of speed whilst maintaining the same course of action we have seen in recent years, namely QE and ZIRP. However, if…Read More
Coco-Bonds spooked the markets…but not CTAs It is fair to say that investors had plenty of things to worry about in February and we were reminded about the days from 2008, where you were not quite sure if your bank was in trouble. This time around, we learned of a new instrument…Coco-Bonds! Clearly the banks…Read More
January kicked off 2016 on a positive note! Although the Trend Barometer finished unchanged for the month, it did spend the first half of the month significantly above break-even, which allowed trend following strategies to build up enough of a cushion to withstand the drop in number of trends during the last week of January…Read More
“Correlations have increased over the years in every market.” – Bill Dreiss (Tweet) In our continued conversation with Bill Dreiss, we dive into why he built his model the way that he did, and how he deals with factors like risk, drawdowns, and investor relationships. You’ll discover what he has learned from the drawdowns he…Read More
“In my opinion, the primary reason that systems traders are able to make money in the markets is that the market provides the returns more than the particular methodology that is imposed.” – Bill Dreiss (Tweet) Bill Dreiss has been an early adopter from the very beginning. After going to MIT and Harvard, he wanted…Read More