Data Assets & Alpha Group: Trend-following in alternative markets, with Florin Court’s Deputy CIO

In this episode we hear from David Denison, Deputy CIO of Hedge Fund Florin Court Capital, a diversified systematic asset manager.  David discusses the philosophy behind trading multiple diversified asset classes across the power / electricity, commodity, interest rate swap and FX markets, the dynamics of a market with fewer speculating players and more producer players, the periods in which trend-following has been particularly successful historically, the benefits of trend-following in mitigating behavioral biases such as anchoring, and the growth in alternative CTAs as a HF asset class.  David Denison is in discussion with Eloise Goulder, Head of the Data Assets & Alpha Group.

Shownotes:

To learn more about Florin Court Capital, see https://florincourt.com/

To learn more about David’s book, see: “Bayesian Methods for Nonlinear Classification and Regression”, Wiley, 2002.

This episode was recorded on October 16th, 2023.

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