Nov 16, 2021
In this episode, I talk with John Krautsack. John is the Chairman and CEO of EMC Capital Advisors.
John and I talk about the history of EMC going all the way back to the unbelievable story of the Turtle Traders. We touch on how EMC has adapted their trend following models over the decades. We discuss how advancements in...
Jul 14, 2021
In this episode, I talk with Tim Pickering. Tim is the founder, President and CIO of Auspice.
Auspice Capital Advisors is a quantitative investment specialist focused on Alpha and Enhanced Beta managed futures and commodity strategies. Auspice specializes in applying innovative rules-based investment strategies across a...
Jun 25, 2021
In this episode, we talk with
Jerry Parker from Chesapeake Capital.
Chesapeake has always been a classic trend following CTA. "Trend Following + Nothing" is their firm motto.
Over the years Jerry has focused on adding markets to their portfolio. They were one of the few CTAs to trade single stock futures. They started...
Jun 4, 2021
In this episode, we talk with Aaron Larkin and Matt Laviolette, Co-Founders of Breakout Funds. Breakout Funds, LLC ("Breakout") incorporates quantitative global macro thematic views with current news events to place discretionary short term concentrated trades in futures markets. Our trading approach draws on a combined...
May 5, 2021
In this episode I am joined by Mutiny Fund CIO Jason Buck and our close partner at RCM Alternatives, Jeff Malec.
In this quarterly review, we discuss what we saw in markets in Q1 and how various volatility strategies performed.
To give a bit of context, Q1 2021 saw The S&P up 6%, and the VIX down about -14.87%...