Flirting with Models

Doug Greenig - At the Frontier of Trend Following

43 snips
Jul 17, 2023
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1
Introduction
00:00 • 2min
2
The Different Models You've Used in Your Career
02:04 • 3min
3
How to Be a Successful Quant and Asset Manager
04:40 • 3min
4
The Attraction of the CTA Trend-Following Style
07:46 • 4min
5
Alternative Markets
11:23 • 2min
6
How Different Are Alternative Markets From Traditional Markets?
13:12 • 5min
7
How to Trade Synthetic Assets in Your Management Futures Program
17:58 • 3min
8
The Role of Speculators in Alternative Markets
20:58 • 4min
9
How to Introduce a New Alternative Market
24:56 • 3min
10
The Diversification Potential of Adding a New Market
28:04 • 3min
11
The Effects of the Central Bank on Trend Following Performance
30:59 • 4min
12
The Performance of the Alternative Markets Trend
34:56 • 2min
13
The Importance of Diversification in Trend Following
36:46 • 3min
14
How to Construct a Portfolio From 500 Potentially 750 Markets in the Future
39:31 • 2min
15
How to Measure Capacity and Trading Costs in Difficult Markets
41:30 • 2min
16
The Future of Trend-Following Strategies
43:47 • 2min
17
The Importance of Size in an Alternative Markets Program
45:55 • 4min
18
Crypto Futures: A Trend Following Shop's Introduction
49:43 • 2min
19
What Do Quants Typically Get Wrong and What Non-Quants Get Wrong?
51:34 • 4min
20
The Future of Long Convexity Strategies
55:09 • 5min