Today, we are joined by Dr. Edward Tricker, Chief Investment Officer of Quantitative Strategies at Graham Capital Management, joined Top Traders Unplugged for a discussion on Graham's approach to quantitative macro investing. The discussion touches on a variety of interesting topics including the evolution of trend-following, diversification, portfolio optimization, and "crisis alpha." Dr. Tricker also discusses how Graham partners with investors to help them solve for their specific portfolio needs, as well as why collaboration is critical in his team’s research process and the firm's risk management philosophy.
-----
50 YEARS OF TREND FOLLOWING BOOK AND BEHIND-THE-SCENES VIDEO FOR ACCREDITED INVESTORS - CLICK HERE
-----
Follow Niels on Twitter, LinkedIn, YouTube or via the TTU website.
IT’s TRUE ? – most CIO’s read 50+ books each year – get your FREE copy of the Ultimate Guide to the Best Investment Books ever written here.
And you can get a free copy of my latest book “Ten Reasons to Add Trend Following to Your Portfolio” here.
Learn more about the Trend Barometer here.
Send your questions to info@toptradersunplugged.com
And please share this episode with a like-minded friend and leave an honest Rating & Review on iTunes or Spotify so more people can discover the podcast.
Follow Alan on Twitter.
Learn more about Graham Capital Management.
Episode Timestamps:
02:16 - Introduction to Graham Capital Management
04:00 - Their investment philosophy
09:35 - The art of modelling
12:33 - Too concerned about Sharpe?
17:14 - Working together with clients
20:17 - The "real" objective
23:22 - Commodities - A saver in crises?
27:32 - What strategies to add in a 60/40?
32:54 - Their research process
37:28 - Evaluating managers and strategies
40:20 - Regime shifts and changes in markets
44:11 - Recalibrating parameter selection
48:34 - Their approach to look-back and signal generation
54:01 - Static vs. dynamic position sizing
59:03 - Liquidity in markets
01:02:17 - Reacting to changes in markets
01:06:34 - Discretionary interventions in markets
01:10:14 - Trend following disagreements
01:11:35 - Expectations for 2023
Resources discussed in this Episode:
Copyright © 2024 – CMC AG – All Rights Reserved
----
PLUS: Whenever you're ready... here are 3 ways I can help you in your investment Journey:
1. eBooks that cover key topics that you need to know about
In my eBooks, I put together some key discoveries and things I have learnt during the more than 3 decades I have worked in the Trend Following industry, which I hope you will find useful. Click Here
2. Daily Trend Barometer and Market Score
One of the things I’m really proud of, is the fact that I have managed to published the Trend Barometer and Market Score each day for more than a decade...as these tools are really good at describing the environment for trend following managers as well as giving insights into the general positioning of a trend following strategy! Click Here
3. Other Resources that can help you
And if you are hungry for more useful resources from the trend following world...check out some precious resources that I have found over the years to be really valuable. Click Here
Privacy Policy
Disclaimer
Top Traders Unplugged