Yoav Git and Alan Dunne sits down for a conversation that challenges familiar assumptions about curve trading, market structure, and the role of CTAs. They explore why dislocations across time horizons create pockets of alpha most models miss, and how breakout behavior in commodity spreads signals more than noise. Drawing on a recent Bank of England study, Yoav explains how different participants leave distinct footprints on the FX curve, and why CTAs, far from being passive allocators, can act as dynamic responders to changing regimes. This is systematic trading, without the shorthand.
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Episode TimeStamps:
01:32 - What has caught our attention recently?
07:10 - Industry performance update
09:20 - Dont just trend it, curve it
16:33 - The drivers of spread
23:26 - Breaking markets into factors
26:37 - Mastering speed in spread trades
31:39 - Is there too much money in trend?
36:47 - Key insights into FX trading
44:23 - How dealers and market makers approach risk differently
47:28 - The thought provoking fact about the top 5% dealers and market makers
50:23 - The real process of an allocator
56:39 - Using trend as part of a long term strategy
01:01:35 - You should just go play golf
01:04:21 - The tools of trade as an allocator
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