Episode description
Episode description
Our next guest is different than any guest we’ve had before, as she is not a fund manager but has spent much of her life’s work researching and writing about the topic of trend following. She is a true thought leader in the managed futures industry and you’ll learn a lot from the animated discussion we have regarding the history of trend following and how she co-authored her latest book on the subject.
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50 YEARS OF TREND FOLLOWING BOOK AND BEHIND-THE-SCENES VIDEO FOR ACCREDITED INVESTORS - CLICK HERE
In This Episode, You’ll Learn:
- About Kathryn’s upbringing in Nashville, Tennessee.
- About her time at MIT where she went for electrical engineering.
- How her internship at a bank in France got her on the path to work in the financial industry.
- About her teaching financial engineering with Andrew Lo.
- Through her teaching and research, she became interested in technical analysis and trend following.
- How Kathryn went to the Stockholm School of Economics.
- When she left academia and joined RPM in Sweden.
- How she met Alex Greyserman and how she came to write a book with him.
- The history of trend following as she lays it out in her book.
- How trend following at its core is quite simple.
- What Kathryn likes to do outside of work.
- Her work life balance and her life in Sweden.
- Her view on the building blocks of trend following.
- Her quest for acceptance of trend following in the academic community.
- Where the term Crisis Alpha came from and what it is.
- About Convergent and Divergent strategies.
- About the Adaptive Market Hypothesis that she writes about in the book.
- What the CTA Smile is and what it really means.
- What she would look for when building or critiquing a research team.
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Resources & Links Mentioned in this Episode:
- Kathryn’s book is: Trend Following with Managed Futures.
- Learn more about Andrew Lo and MIT.
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