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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.
56:07
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Quick takeaways
- Mount Lucas Management focuses on simple trading strategies with a strong emphasis on risk management and diversification.
- The firm's all-weather portfolio combines equities, bonds, and managed futures for optimal performance in varying market conditions.
Deep dives
Introduction to Quant Trading and Systematic Trading
The podcast episode delves into the world of quant trading and systematic trading, aiming to educate and inspire traders about the benefits these approaches offer. The discussion covers the background of leading portfolio managers and experts, highlighting the extensive track record of firms like Mount Lucas Capital. The conversation explores how the founder of Mount Lucas originated from Commodities Core, emphasizing the firm's risk management strategies and emphasis on diversification.
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Discover
highlights
Listen to the best highlights from the podcasts you love and dive into the full episode