TTU61: CTAs as Portfolio Diversifiers ft Peter Kambolin of Systematic Alpha Management | Top Traders Unplugged podcast

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Episode description

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Episode description

Peter Kambolin comes from the short term CTA space, and thus has a different perspective than some of our previous guests for our Year in Review theme this month. He discusses how the events in Crimea and Russia shaped markets, how divergence played a role, and how his firm made small changes to models and even added a new product line in 2014.

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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.

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.

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Resources & Links Mentioned in this Episode:

Listen to 2 hour-long episodes with Peter on this podcast here and here.

IT’s TRUE ? – most CIO’s read 50+ books each year – get your FREE copy of the Ultimate Guide to the Best Investment Books ever written here.

And you can get a free copy of my latest book “Ten Reasons to Add Trend Following to Your Portfolio” here.

Learn more about the Trend Barometer here.

And please share this episode with a like-minded friend and leave an honest Rating & Review on iTunes or Spotify so more people can discover the podcast.

Follow Peter Kambolin on LinkedIn.