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Doug Greenig - At the Frontier of Trend Following

Flirting with Models

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Crypto Futures: A Trend Following Shop's Introduction

I noticed that missing from your examples of alternative markets was any mention of crypto, which is an area I've spoken to other trend following shops as having included in recent years. Is this an area that you've explored introducing into your program? That's a great question. We were involved with crypto before crypto futures were available. But we had to use exchange traded crypto derivatives. Okay. And then we've looked to expand our activity in the market but we are very, very careful about things like counterparty risks. So when the futures became available, we took more risk in those and the crypto has been a very productive sector for us. And I wish the space we're going in a better

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