Welcome to The Systematic Investor series. It’s a great privilege for me to invite you to a behind the scenes conversation between some of my favorite systematic investors namely Jerry Parker and Moritz Seibert. We get on a “call” each week to discuss the events that took place through the lens of a Systematic Investor and how the trading strategies we work with are reacting. It’s a raw and honest exploration and we hope you will join and be part of…not least by sending us questions that we can ...
Oct 20, 2018•59 min
Today I’m joined by my co-host Moritz Seibert to speak with Jean Jacques Duhot, the Chief Investment Officer at Arctic Blue Capital . Jean Jacques’s observations of different discretionary trading teams has given him valuable insight into a variety of trading methods and has allowed him to develop a unique multi-part model that utilizes the role of a contrarian mindset to great success. Listen in to today’s episode to learn about the beginnings of Arctic Blue Capital, how Jean Jacques developed ...
Oct 19, 2018•34 min
Kathryn Kaminski and I had the opportunity to sit down with Nigol Koulajian, the founder of Quest Partners, in which he shared his deep insights in many areas of trading. During our conversation, there were a few short segments that I particularly enjoyed and I would love to share them with you here. Below you can learn about Nigols take on the problems with Smart Beta, and also his explanation of Filtering being the Holy Grail. This interview was packed with insight and wisdom. Listen to the fu...
Oct 17, 2018•11 min
Welcome to The Systematic Investor series. It’s a great privilege for me to invite you to a behind the scenes conversation between some of my favorite systematic investors namely Jerry Parker and Moritz Seibert. We get on a “call” each week to discuss the events that took place through the lens of a Systematic Investor and how the trading strategies we work with are reacting. It’s a raw and honest exploration and we hope you will join and be part of…not least by sending us questions that we can ...
Oct 15, 2018•56 min
In today’s post, I would like to share with you some really great moments and unique takeaways from a conversation I had with Marty Bergin, the president and owner of DUNN Capital Management, where Marty shares his views on Return Dispersion and how those experiences, together with extensive research, has enabled them to produce a more robust trend following process for their clients. Listen to the full episode here . ----- 50 YEARS OF TREND FOLLOWING BOOK AND BEHIND-THE-SCENES VIDEO FOR ACCREDI...
Oct 10, 2018•12 min
Welcome to The Systematic Investor series. It’s a great privilege for me to invite you to a behind the scenes conversation between some of my favorite systematic investors namely Jerry Parker and Moritz Seibert. We get on a “call” each week to discuss the events that took place through the lens of a Systematic Investor and how the trading strategies we work with are reacting. It’s a raw and honest exploration and we hope you will join and be part of…not least by sending us questions that we can ...
Oct 08, 2018•43 min
Today I would like to share some really great and unique takeaways from a conversation I had with the one and only Richard Dennis, the father of the Turtle Project from back in the 1980’s as well as two of his turtles, namely Brian Proctor and Jerry Parker. In our conversation we put the record straight for the first time on a number of myths about the Turtle experiment including How the Turtles got their name, and if the original rules that were applied with great success 30+ years ago would st...
Oct 03, 2018•11 min
Welcome to The Systematic Investor series. It’s a great privilege for me to invite you to a behind the scenes conversation between some of my favorite systematic investors namely Jerry Parker and Moritz Seibert. We get on a “call” each week to discuss the events that took place through the lens of a Systematic Investor and how the trading strategies we work with are reacting. It’s a raw and honest exploration and we hope you will join and be part of…not least by sending us questions that we can ...
Sep 30, 2018•1 hr 2 min
Today I would like to share with you some life lessons and learnings from expert Robert Sinnott, where he shares his in depth knowledge of the modern evolution of systematic trading, in the form of Machine learning, and how machine learning has effected and impacted their short term and long term strategies. If you would like to hear the full episode then you can listen by clicking here. I’m pretty sure you are going to learn something valuable from what Robert shared with me. Listen to the full...
Sep 26, 2018•12 min
Welcome to The Systematic Investor series. It’s a great privilege for me to invite you to a behind the scenes conversation between some of my favorite systematic investors namely Jerry Parker and Moritz Seibert. We get on a “call” each week to discuss the events that took place through the lens of a Systematic Investor and how the trading strategies we work with are reacting. It’s a raw and honest exploration and we hope you will join and be part of…not least by sending us questions that we can ...
Sep 22, 2018•43 min
Kathryn Kaminski and I had the opportunity to sit down with Nigol Koulajian, the founder of Quest Partners, in which he shared his wealth of experience including life lessons and even his take on the modern scientific trading systems that are used today. One of topics which I particularly liked, and would like to share with you here, was his view on the VIX and Volatility trading within the managed futures industry and also outside of the industry. Listen to the full episode here . ----- 50 YEAR...
Sep 18, 2018•10 min
Welcome to The Systematic Investor series. It’s a great privilege for me to invite you to a behind the scenes conversation between some of my favorite systematic investors namely Jerry Parker and Moritz Seibert. We get on a “call” each week to discuss the events that took place through the lens of a Systematic Investor and how the trading strategies we work with are reacting. It’s a raw and honest exploration and we hope you will join and be part of…not least by sending us questions that we can ...
Sep 17, 2018•56 min
Today Niels continues his conversation with Jennifer Sunu , who is the director of compliance at the NFA, Arthur Bell , CPA and managing member of Bell Tower LLC, and JP Bruynes , who is a partner at the law firm Akin Gump. Listen in to today’s episode as we focus on how regulators are helping and sometimes hurting managers and clients, the importance of cyber security as a CTA, the way that cryptocurrencies have changed the way we trade, some of the best things that have happened to managed fut...
Aug 23, 2018•46 min
On today’s episode Niels Kaastrup-Larsen is joined by Jennifer Sunu , who is the director of compliance at the NFA, Arthur Bell , CPA and managing member of Bell Tower LLC, and JP Bruynes , who is a partner at the law firm Akin Gump. Listen in to today’s episode as we focus on how the managed futures industry is organized, how it has changed since the industry started, who the key players are and what role do they play, and how regulators keep an eye on all these players to ensure they play fair...
Aug 16, 2018•44 min
We’re changing things up on today’s episode of the podcast: we have with us Frank Conway from the Economic Rockstar Podcast interviewing Niels about trend following strategies, asset allocation, and more. Listen in to find out what changes need to be made in the trend following space, the importance and benefits of your asset allocation when it comes to your investments, and new publications that can take you farther in mastering trend following and managed futures. ----- 50 YEARS OF TREND FOLLO...
Jul 09, 2018•1 hr 13 min
Katy Kaminski and I continue our conversation with Harold de Boer, and discuss his philosophy behind pure trend and divergent trading, as well as why Harold believes Transtrend is unique in the managed future space. In this episode, we talk about the benefits of synthetic trading, Harold’s advice to a new rising star, and what he is looking forward to going forward. ----- 50 YEARS OF TREND FOLLOWING BOOK AND BEHIND-THE-SCENES VIDEO FOR ACCREDITED INVESTORS - CLICK HERE In This Episode, You’ll Le...
Jun 21, 2018•40 min
Harold De Boer is a Managing Director, Member of Management Committee and Member of Board of Directors at Transtrend B.V. Growing up, Harold’s interest in statistics grew out of his work at his family’s dairy farm, and expanded into the world of trading and managed futures. Listen in to learn about Harold’s unique perspective on the industry, his marketing philosophy, and some of the most important lessons he’s learned during his successful career. ----- 50 YEARS OF TREND FOLLOWING BOOK AND BEHI...
Jun 15, 2018•39 min
Katy Kaminski and I continue our conversation with Nigol Koulajian, and discuss if his strategies of working with, around, and doing the opposite of what many investors are doing, has given him any advantages? In this episode, we talk about the risk of research and data affecting the market, why he distrusts in many institutional teachings of finance, and what he is looking forward to this year. ----- 50 YEARS OF TREND FOLLOWING BOOK AND BEHIND-THE-SCENES VIDEO FOR ACCREDITED INVESTORS - CLICK H...
May 24, 2018•33 min
Nigol Koulajian is the Founder and Chief Investment Officer of Quest Partners LLC, and has been designing and trading short-term and long-term technical systems for over 22 years. Coming from Columbia business school, many of Nigol’s general practices seem counter-intuitive but have consistently yielded results. This interview will help get you deeper into the trading and management philosophy that has made Quest Partners such a successful firm. ----- 50 YEARS OF TREND FOLLOWING BOOK AND BEHIND-...
May 18, 2018•37 min
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. ----- 50 YEARS OF TREND FOLLOWING BOOK AND BEHIND-THE-SCENES VIDEO FOR ACCREDITED INVESTORS - CLICK HERE In Th...
Apr 19, 2018•39 min
From the very beginning, Robert Sinnott has studied the movement of the markets and how to anticipate their changes. Robert earned both an A.B. and an A.M. in Statistics from Harvard University, where he focused on statistical machine learning, capital markets, and time series analysis. In our conversation, my co-host Katy Kaminski and I talk with Robert about how he has used these skills to redesign AlphaSimplex’s performance analytics infrastructure and develop smarter machine learning process...
Apr 14, 2018•35 min
Katy Kaminski and I continue our conversation with Marty Bergin, and discuss his philosophy behind DUNN Capital’s success, and why many investors don’t understand trend following strategies. In this episode, we will discuss what investors and trend followers should be focusing on, and what risks excessive regulation may lead to for the industry. ----- 50 YEARS OF TREND FOLLOWING BOOK AND BEHIND-THE-SCENES VIDEO FOR ACCREDITED INVESTORS - CLICK HERE In This Episode, You’ll Learn: How DUNN views i...
Mar 02, 2018•38 min
Our guest today is the President and Owner of DUNN Capital. Having a deep background in finance and business management, Marty oversees all mission-critical operations of the firm, including the firm’s research and development efforts as well as the construction and management of the firm’s managed futures portfolios. In our conversation, my co-host Katy Kaminski and I discuss with Marty DUNN Capital’s client-first business model, why he believes that their Adaptive Risk Profile has been a game-...
Feb 25, 2018•33 min
On this special episode, my guests are the founders of AHL: Michael Adam who later co-founded Aspect Capital, David Harding also known as founder and CEO of Winton Capital and Marty Lueck also one of the co-founders of Aspect Capital. We sat down in the famous Abbey Road Studios in London to talk about how they developed their investing strategies, some of the most surprising decisions they ever made, and what kind of legacy they would like to leave behind. ----- 50 YEARS OF TREND FOLLOWING BOOK...
Sep 01, 2017•33 min
On this special episode, I continue my conversation with the founders of AHL: Michael Adam who later co-founded Aspect Capital, David Harding also known as founder and CEO of Winton Capital and Marty Lueck also one of the co-founders of Aspect Capital. We sat down in the famous Abbey Road Studios in London to talk about what AHL’s founders did after they created the company, what they’ve learned along the way about business and life, and how they view the current market climates. ----- 50 YEARS ...
Aug 25, 2017•43 min
I was thrilled to be joined by the founders of AHL, to celebrate their 30 year anniversay of founding AHL: Michael Adam who later co-founded Aspect Capital, David Harding also known as founder and CEO of Winton Capital and Marty Lueck also one of the co-founders of Aspect Capital. We sat down in the famous Abbey Road Studios in London to talk about AHL’s beginnings, the revolutionary discoveries that AHL made, how MAN Group became the owner of AHL, as well as all the great things that Michael, D...
Aug 18, 2017•44 min
On this episode I continue my conversation Ryan Abrams , Portfolio Manager at Wisconsin Alumni Research Association, Ela Karahasanoglu , VP at Workplace Safety and Insurance Board, and Carrie Lo , Director of Hedge Strategies at CalSTRS. ----- 50 YEARS OF TREND FOLLOWING BOOK AND BEHIND-THE-SCENES VIDEO FOR ACCREDITED INVESTORS - CLICK HERE In This Episode, You’ll Learn: When do you stop adding more managers? Ela’s magic range of managers Carrie’s approach to choosing managers How management fee...
Jul 14, 2017•35 min
On this episode my very special guests are Ryan Abrams , Portfolio Manager at Wisconsin Alumni Research Association, Ela Karahasanoglu , VP at Workplace Safety and Insurance Board, and Carrie Lo , Director of Hedge Strategies at CalSTRS, for a fun and insightful conversation about how to mitigate the Risk in a Portfolio using Managed Futures. ----- 50 YEARS OF TREND FOLLOWING BOOK AND BEHIND-THE-SCENES VIDEO FOR ACCREDITED INVESTORS - CLICK HERE In This Episode, You’ll Learn: How Carrie diligent...
Jun 25, 2017•41 min
On this episode my guests are Richard Dennis , creator of the Turtle program, Brian Proctor , managing director of EMC Capital Advices, and Jerry Parker , founder and president of Chesapeake Capital, for a rare conversation about the inner workings of the Turtle program, told for the first time by Richard himself. ----- 50 YEARS OF TREND FOLLOWING BOOK AND BEHIND-THE-SCENES VIDEO FOR ACCREDITED INVESTORS - CLICK HERE In This Episode, You’ll Learn: The good and bad of targeting volatility How Jer...
May 09, 2017•36 min
Today I'm joined by Richard Dennis , creator of the Turtle program, Brian Proctor , managing director of EMC Capital Advices, and Jerry Parker , founder and president of Chesapeake Capital, for a rare conversation about the inner workings of the Turtle program, told for the first time by Richard himself. ----- 50 YEARS OF TREND FOLLOWING BOOK AND BEHIND-THE-SCENES VIDEO FOR ACCREDITED INVESTORS - CLICK HERE In This Episode, You’ll Learn: Rich’s first introduction to trend following Jerry’s early...
Apr 17, 2017•38 min
