Maia Mathieson and Faheem Osman, both Managing Directors at Macquarie Bank in London speak with Moritz Seibert about the bank’s growing Quantitative Investment Strategies (QIS) business and how their rules-based indices can help investors to efficiently access various risk premium strategies across asset classes. Maia and Faheem explain the key return drivers behind their commodity-focused strategies, for example curve carry and congestion, and explain why they believe these to be structurally sustainable. We also discuss their client base and how the Macquarie QIS team focuses on designing robust indices that are not curve-fit to historical data.

-----

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 Moritz on Twitter.

Follow Maia on LinkedIn

Follow Faheem on LinkedIn.

Episode TimeStamps:

02:22 - Introduction to Maia & Faheem

08:48 - What are the most popular return drivers?

11:35 - What is driving carry trading?

15:10 - When does carry trading stop working?

17:23 - Combing strategies for more diversification

20:26 - Why does the volatility carry factor exist in the commodity space?

22:52 - How do they have an advantage over their competitors?

24:40 - What is their core client base?

28:38 - How are they giving their clients an edge?

30:25 - Concerns about the commodity space

32:30 - How they analyze and validate their work

36:23 - A long term strategy

40:01 - How have they evolved over time?

43:20 - A changing landscape?

46:54 - A move towards machine learning and AI

48:59 - Learning from other asset classes

51:36 - An increased interest in non-standard commodity markets

----

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

Disclaimer

Episode 199: Egoless