Insights into Quantitative Macro Investing | feat. Ed Tricker | Top Traders Unplugged 132 скачать в хорошем качестве

Insights into Quantitative Macro Investing | feat. Ed Tricker | Top Traders Unplugged 132

Today, we are joined by Dr. Edward Tricker, Chief Investment Officer of Quantitative Strategies at Graham Capital Management, joined Top Traders Unplugged for a discussion on Graham's approach to quantitative macro investing. The discussion touches on a variety of interesting topics including the evolution of trend-following, diversification, portfolio optimization, and "crisis alpha." Dr. Tricker also discusses how Graham partners with investors to help them solve for their specific portfolio needs, as well as why collaboration is critical in his team’s research process and the firm's risk management philosophy. #toptraders #investing #trendfollowing #cta Episode Summary 02:16 - Introduction to Graham Capital Management 04:00 - Their investment philosophy 09:35 - The art of modeling 12:33 - Too concerned about sharpe? 17:14 - Working together with clients 20:17 - The "real" objective 23:22 - Commodities - A saver in crises? 27:32 - What strategies to add in a 60/40? 32:54 - Their research process 37:28 - Evaluating managers and strategies 40:20 - Regime shifts and changes in markets 44:11 - Recalibrating parameter selection 48:34 - Their approach to lookback and signal generation 54:01 - Static vs. dynamic position sizing 59:03 - Liquidity in markets 01:02:17 - Reacting to changes in markets 01:06:34 - Discretionary interventions in markets 01:10:14 - Trend following disagreements 01:11:35 - Expectations for 2023 === Subscribe to our podcast: iTunes: https://itunes.apple.com/us/podcast/t... Spotify: https://open.spotify.com/show/2OnOvLb... Follow us on social media: TWITTER:   / toptraderslive   (@TopTradersLive) FACEBOOK:   / toptradersunplugged   INSTAGRAM:   / toptradersunplugged   SOUNDCLOUD:   / toptradersunplugged-com   Graham Capital: https://www.grahamcapital.com/