Last year was quite unprecedented from the standpoint of volatility in different markets.—Peter Kambolin
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.
Definitely the events in the Ukraine and Russia impacted our trading.—Peter Kambolin
- 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.
Resources & Links Mentioned in this Episode:
This episode was sponsored by Swiss Financial Services:
Connect with Systematic Alpha Management:
Visit the Website: www.systematicalpha.com
Call Systematic Alpha Management: +1 646 825 8075
E-Mail Systematic Alpha: firstname.lastname@example.org
Follow Peter Kambolin on LinkedIn