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The Derivative

Marrying Fundamental Factors into Commodity Quant with Patrik Safvenblad of VOLT CM

Nov 16, 2023
Join us as we delve into the unique flavors of managed futures and fundamental expertise with Patrik Safvenblad of VOLT Capital Management. Explore the differences between pod shops and in-house multi-strats, the meticulous process of managing over 9000 signals, and the importance of incorporating fundamental factors into trading. Gain invaluable insights into quantitative strategies just in time for the Holiday season!
01:06:33
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Episode guests

Patrik Safvenblad

Podcast summary created with Snipd AI

Quick takeaways

  • Volt Capital Management combines fundamental analysis and machine learning to capture opportunities in different markets.
  • Their strategy emphasizes risk management and diversification to protect capital and deliver stable returns.

Deep dives

The Fundamentals of Volt Capital Management

In this podcast episode, Patrick Sauvandblaude of Volt Capital Management discusses their approach as a fundamental specialist in the managed futures space. They differentiate themselves by using a combination of fundamental models and machine learning to allocate across a diverse set of signals. The models focus on factors such as growth, supply and demand, investor sentiment, and more to make predictions about different markets. They have a large number of models and trade in around 70 markets with a 12-day holding period. Their risk management includes stop losses and diversification to handle potential crisis situations. The aim is to deliver stable returns and minimize downside risk while capitalizing on opportunities in volatile environments. Despite being based in Stockholm, they serve investors globally.

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