Podcasts about managed futures the search

  “These are literally billion dollar questions. If you could answer any of these questions to any degree of satisfaction, you could put the rest of us out of business.” - Robert Sinnott (Tweet) In our continued conversation with Robert Sinnott, Katy Kaminski and I dive into why AlphaSimplex has been so successful, why Robert values transparency in his firm so highly, and what he advises for new and rising-star investors. He goes deep into what he is excited about and afraid of with managed futures, and what he’s looking forward to accomplishing with AlphaSimplex in the future. Thanks for listening and please welcome back Robert Sinnott. Subscribe on: In This Episode, You'll Learn: Why AlphaSimplex maintains a pure trend program “[Investors] want that consistency of process, they want that consistency of mandate, they want that consistency of understanding.” - Robert Sinnott (Tweet) What problems in the trend following space Robert hopes to solve The challenges that AlphaSimplex deals with on a regular basis What factors have given AlphaSimplex it’s success “There will be constraints to how big your portfolio can be, and I will say that our fund cannot be anything close to the size of the really large firms in this space.” - Robert Sinnott (Tweet) Why Robert holds transparency in such high regard How the models Robert uses employ smart long-term and short-term assessment and why When your size as a firm hurts your performance “Market distributions are not normal. Those fat tails exist, and they can surprise you.” - Robert Sinnott (Tweet) What about managed futures makes Robert the most excited The things about managed futures that keep Robert up at night Why the models you are reading about are wrong “If you want to be successful, you have to be humble, you have to take what the market gives you, and you have to learn and adapt and adjust to that state of affairs, not the one that you want to happen to be the case.” - Robert Sinnott (Tweet) Robert’s advice for young and rising star investors Why Robert believes the right question can often more important than the answer Resources & Links Mentioned in this Episode: Learn more about Joe Blitzstein's "Introduction to Probability" Check out Robert Carver's episodes on TopTraders Unplugged as well as his book "Systematic Trading: A unique new method for designing trading and investing systems" Find out more about my co-host Katy Kaminski's "Trend Following with Managed Futures: The Search for Crisis Alpha"   Connect with AlphaSimplex: Visit the Website: www.alphasimplex.com Call AlphaSimplex: +1 617-475-7100 E-Mail AlphaSimplex: clientservices@alphasimplex.com Follow Robert Sinnott on LinkedIn   “Managed futures has gone through every interesting period in the recent past. It hasn’t had very strong performance, but it has had a few instances where equity markets actually fell, and managed futures performed quite well.” - Robert Sinnott (Tweet)

Our hosts Jeremy Schwartz of WisdomTree and Wes Gray of Alpha Architect talk to Kathryn Kaminski about systematic investing and trend-following strategies. Kathryn also delves into going long and short based on the direction of the market and discusses crisis alpha. Take a listen! Guests:Kathryn Kaminski - Visiting Lecturer in Finance at the MIT Sloan School of Management. She co-authored the book Trend Following with Managed Futures: The Search for Crisis Alpha, which was published in 2014. Her work has appeared in a range of industry publications as well as academic journals. In 2015, Kathryn was listed as one of the top 50 leading women in hedge funds. Kathryn holds a BS in electrical engineering from MIT and a PhD in operations research from MIT Sloan. Contact: katykam@mit.edu See acast.com/privacy for privacy and opt-out information.

"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, what the future looks like, and how to educate investors on the merits of trend following. Thanks for listening and please welcome back Katy Kaminski, Alex Greyserman & Roberto Osorio. Subscribe on: In This Episode, You'll Learn: How has trend following evolved in the past decade The different kinds of diversification and how important they are The concept of divergent strategies "People get into analysis paralysis mode." - Alex Greyserman (Tweet) Different ways of generating signals Why entries are the least important How to figure out what are the most robust parameters to use Why you should try to debunk any new trading ideas "Trend following matches nicely with so many of the more fundamental trading approaches out there." - Katy Kaminski (Tweet) How trend following CTAs perform risk control How to educate investors on trend following firms and methods How many trend following managers should you invest in Resources & Links Mentioned in this Episode: Trend Following with Managed Futures: The Search for Crisis Alpha Return Dispersion, Counterintuitive Correlation (PDF) This episode was sponsored by BarclayHedge:   Connect with our guests: Follow Katy Kaminski on Linkedin Follow Alex Greyserman on Linkedin Follow Roberto Osorio on Linkedin "The details of the strategy make up the difference." - Roberto Osorio (Tweet)

"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 roundtable of guests, representing some of the most prominent firms in the trend following space. Our guests have a combined 100 years of track record, and we'll explore it all in this episode. We discuss the history of trend following, what it takes to practice trend following, and the human biases that effect our trading. Thanks for listening and please welcome Katy Kaminski, Alex Greyserman and Roberto Osorio. Subscribe on: In This Episode, You'll Learn: The history of trend-following "Trend following is not going to go away anytime soon." - Roberto Osorio (Tweet) The phenomenon of momentum When the concept of trend following that we know today came about Why Katy & Alex gathered data from hundreds of years ago Katy talks about their book on Trend Following Why markets are not getting more efficient "In trend following, you are trying to capture divergence, movements across markets." - Katy Kaminski (Tweet) Why  the edge in Trend Following is "knowing what you don’t know" How long it took for Alex to start believing in trend following Roberto’s first exposure to trend following Why humility is necessary to practice trend following "The edge is knowing what we don’t know." - Alex Greyserman (Tweet) The importance of taking the human emotion out of the decision process Katy’s voodoo finance and heuristics Are all CTA’s trend-followers? "The way you follow a trade after you get in defines whether you are a trend follower or not." - Alex Greyserman  (Tweet) Alex’s Random Entry System that uses coin flips The three decisions that are involved in a trade The fact and fiction of how difficult it is to do trend-following "If liquidity is high like in trend following, I really see every moment as a decision point." - Roberto Osorio (Tweet) Why humans suffer from representative bias The factor of simplicity when making a trend following system Resources & Links Mentioned in this Episode: Trend Following with Managed Futures: The Search for Crisis Alpha Market Wizards Tulip mania David Ricardo Lake Wobegon syndrome This episode was sponsored by BarclayHedge:   Connect with our guests: Follow Katy Kaminski on Linkedin Follow Alex Greyserman on Linkedin Follow Roberto Osorio on Linkedin "The three guests represent a combined track record of more than 100 years." - Niels Kaastrup-Larsen (Tweet)

My guest today is Kathryn Kaminski, the deputy managing director the institute for financial research (SIFR) Stockholm Sweden. She's also a contributor to CME Group. She earned her PhD at the MIT Sloan School of Management. At the MIT Laboratory for Financial Engineering, she conducted research on financial heuristics in collaboration with Professor Andrew W. Lo. Her new book, with Alex Greyserman, is “Trend Following with Managed Futures: The Search for Crisis Alpha.” The topic is Trend Following. In this episode of Trend Following Radio we discuss: Survivorship bias Kaminski's background and upbringing Convergent risk-taking strategies and divergent risk-taking strategies Social networking as an example of risk Apple as an example of convergent/divergent The importance of failure The efficient market hypothesis, the idea that trend following is “voodoo”, and the lack of transparency in trend following Critics of trend following Kaminski's “ah-ha” moment with trend following Why trend following works in times of crisis The adaptive markets hypothesis Looking at markets like ecologies Divergence and “punctured equilibrium” The process of going back 800 years analyzing trend following The idea of black boxes The acceptance of trend following Jump in! --- I'm MICHAEL COVEL, the host of TREND FOLLOWING RADIO, and I'm proud to have delivered 10+ million podcast listens since 2012. Investments, economics, psychology, politics, decision-making, human behavior, entrepreneurship and trend following are all passionately explored and debated on my show. To start? I'd like to give you a great piece of advice you can use in your life and trading journey… cut your losses! You will find much more about that philosophy here: https://www.trendfollowing.com/trend/ You can watch a free video here: https://www.trendfollowing.com/video/ Can't get enough of this episode? You can choose from my thousand plus episodes here: https://www.trendfollowing.com/podcast My social media platforms: Twitter: @covel Facebook: @trendfollowing LinkedIn: @covel Instagram: @mikecovel Hope you enjoy my never-ending podcast conversation!

Michael Covel speaks with Kathryn Kaminski on today’s podcast. Kaminski is deputy managing director the institute for financial research (SIFR) Stockholm Sweden. She’s also a contributor to CME Group. She earned her PhD at the MIT Sloan School of Management. At the MIT Laboratory for Financial Engineering, she conducted research on financial heuristics in collaboration with Professor Andrew W. Lo. Her new book, with Alex Greyserman, is "Trend Following with Managed Futures: The Search for Crisis Alpha.". Covel and Kaminski discuss survivorship bias; Kaminski’s background and upbringing; convergent risk-taking strategies and divergent risk-taking strategies; social networking as an example of risk; Apple as an example of convergent/divergent; the importance of failure; the efficient market hypothesis, the idea that trend following is “voodoo”, and the lack of transparency in trend following; critics of trend following; Kaminski’s “ah-ha” moment with trend following; why trend following works in times of crisis; the adaptive markets hypothesis; looking at markets like ecologies; divergence and “punctured equilibrium”; the process of going back 800 years analyzing trend following; the idea of black boxes; and the acceptance of trend following. Want a free trend following DVD? Go to trendfollowing.com/win.