The Algorithmic Advantage 021 - Dave Aspell - Mt Lucas Management - Keep It Simple!
Jul 25, 2024
Senior Portfolio Manager Dave Aspell from Mt Lucas Management shares insights on the firm's simple yet effective approach to trading equities and futures. Topics include the evolution of Mount Lucas, creation of the MLM index, portfolio allocation in macro fund management, and capturing the investor risk premium in the managed futures market.
Chapters
Transcript
Episode notes
1 2 3 4 5 6 7 8
Intro
00:00 • 2min
Exploring the Origins and Evolution of Mount Lucas Management
01:40 • 5min
Creation of the MLM Index as a Benchmark
06:46 • 1min
Evolution of a Macro Hedge Fund Strategy
07:51 • 15min
Portfolio Allocation and Trading Strategy in Macro Fund Management
23:12 • 21min
Exploring Financial Firm Operations and Investment Strategies
43:49 • 2min
Constructing a Robust and All-Weather Portfolio Strategy
45:47 • 2min
Capturing the Investor Risk Premium in Managed Futures Market
47:43 • 8min