TTU18: Estimating & Predicting Black Swans ft. Peter Kambolin of Systematic Alpha Management – 2of2

Jul 31, 2014

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Imagine if your assets under management went from $721 million to $50 million….

Would you have the courage to stick with your system?

Our next guest was able to weather that storm and come out even stronger. In fact, he gives credit to the fall in assets because it was an important component to improving their processes and efficiency today.

We’re excite to share with you, the second part of my interview with CEO of Systematic Alpha Management, Peter Kambolin.

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In This Episode, You’ll Learn:

How many markets Peter trades and the number of different spreads
The three points during a day in which volatility is elevated
What triggers an exit from a trade when profit levels haven’t been reached
How Systematic Alpha Management makes decisions relating to sizing market positions
The number of daily trades Systematic Alpha implements
How much of the P/L comes from the hedge component of spread decisions
What kind of Risk Budgets that Systematic Alpha Management runs
How to drawdown profile has changed over the last few years
Estimating and predicting Black Swan events
How Peter personally balances the challenging feelings of managing a portfolio in drawdown
Exploring mean reversion and how the hedge ratios change daily
On the value of being located in the heart of New York
The biggest challenge for Peter in running Systematic Alpha Management
Peter’s opinion on why success in the CTA industry has shifted from the United States of America to Europe
Why individuality is critical in success in the CTA industry
Peter Kambilin’s biggest failure and what he learned from it
Some fun facts about Peter that you probably would never have guessed

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Send your questions to info@toptradersunplugged.com

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Follow Peter Kambolin on LinkedIn.

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