Why Systematic? Why CTA? Why Now? These are common questions on the minds of many professionals in the Managed Futures field. On this episode of the Derivative podcast, host Jeff Malec takes on a unique role as a featured guest on a panel recently hosted by RCM Alternatives in Chicago alongside Cohen & Company and Mercer.

While Jeff is usually the one leading the discussions, this time, he gets the opportunity to be a participant alongside other industry experts. Together, they delve deep into the inner workings of various trading models. The main focus of the discussion is to understand how these models function, distinguish between pod-shops and multi-strat data infrastructure, and explore the role of A.I. in the industry.

Additionally, they discuss the differences between systematic macro and trend-following approaches.

  Joining Jeff on the panel are Joe Kelly from Campbell, Brian Proctor from EMC, and Rodrigo Gordillo from Resolve. The conversation is both insightful and engaging, shedding light on the world of Managed Futures Hedge Funds — SEND IT! Chapters:

00:00-01:42=Intro

01:43-15:41=Approaching CTAs – Why now for systematic macro? Inflation, stacking (yes + this)

15:42-25:57=Current state of rising interest rates & trend following diversification

25:58-40:25=Machine learning: Parameter sets, Data, managing risk, A.I., & no emotions

40:26-48:49=Discretion: When, Why, or do we use it?

48:50-01:11:06=Questions? Let's open it up to the audience

Follow along on Twitter with Rodrigo Gordillo @RodGordilloP, Mercer @mercer, & Cohen & Company @CohenCPA for more information!

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Disclaimer: This podcast is provided for informational purposes only and should not be relied upon as legal, business, or tax advice. All opinions expressed by podcast participants are solely their own opinions and do not necessarily reflect the opinions of RCM Alternatives, their affiliates, or companies featured. Due to industry regulations, participants on this podcast are instructed not to make specific trade recommendations, nor reference past or potential profits. And listeners are reminded that managed futures, commodity trading, and other alternative investments are complex and carry a risk of substantial losses. As such, they are not suitable for all investors. For more information, visit ⁠⁠⁠⁠⁠⁠⁠⁠⁠⁠⁠⁠⁠www.rcmalternatives.com/disclaimer