Alan Dunne

Alan Dunne, an expert in global macro strategies, shares his insights on crafting a resilient investment portfolio in today's turbulent landscape. He emphasizes the necessity of diversification while analyzing Germany’s economic challenges, fueled by the Ukraine crisis. The conversation dives into risk management, highlighting predictable versus unpredictable risks. Dunne advocates for trend-following strategies and reevaluates traditional asset allocation, urging investors to adapt to evolving market dynamics and integrate modern approaches to navigate uncertainty.

Alan Dunne, systematic investing allocator and trend following expert with decades in the CTA world. He explores how market microstructure shifts may have broken short-term trend signals. Conversation covers liquidity changes, high frequency trading, Fed communication shifts, commodity outlooks, and why regime change matters for trend strategies.

Alan Dunne, a systematic investor and trend-following specialist, offers macro commentary and portfolio perspective. He unpacks a sharp bond-market reversal. He explains how options flows can pin equity indices. He discusses trend following as crisis diversification, recent CTA performance, Miami hedge-fund takeaways, and AI’s influence on macro policy.

Alan Dunne, a systematic investor and trend-following portfolio manager, talks about AI’s distortion of economic data and the clash between AI-driven productivity and energy-driven inflation. He explores shifting rate expectations, fiscal pressures, and why portfolios need to adapt across regimes. The conversation also unveils a new Regime Adaptive Fund built to adjust exposures as markets and correlations change.

Alan Dunne, a rules-based trend-following fund manager, outlines how a shifting macro regime is reshaping markets. He discusses U.S. intervention in the yen and rising sensitivity to Treasury yields. He highlights three regime fractures: persistent inflation, debt sustainability worries, and eroding institutional norms. They compare why trend following has behaved differently this decade and contrast AQR and GMO return assumptions.

Alan Dunne, a guest expert on global macro perspectives, dives deep into investment wisdom gleaned from 125 years of market data. He discusses the role of patience and diversification in an era of high inflation and market concentration. The conversation turns to commodities, highlighting challenges faced by trend followers due to capacity constraints, and how these limits can impact returns. Dunne also examines the explosive growth of trend-following ETFs, emphasizing hidden costs that could affect investor outcomes.

Alan Dunne, an investment strategist and founder of Archive Capital, shares his insights on navigating today's fragile macro regime. He discusses the shifting dynamics affecting systematic investing, including the implications of a politicized Fed and the evolving bond market. Dunne introduces his innovative 'Regime-Adaptive Portfolio', advocating for a balanced approach of growth, adaptive strategies, and diversifiers. The conversation delves into how these adaptive strategies can lower drawdowns and enhance compounding, offering a fresh perspective on portfolio construction in uncertain times.

Alan Dunne, expert in trend following and macro issues, discusses pressing global macro issues, trend following research, Ray Dalio's view on the US-China war, and the benefits of trend following. The podcast also covers Blackstone boosting leverage in a credit fund and the risks and benefits of adding leverage to investment positions.

Kevin Coldiron, co-author of 'The Rise of Carry', and financial expert Alan Dunne dive into the evolving landscape of carry trades. They discuss the recent unwinding of the Yen carry trade and its implications on financial strategies. Coldiron highlights the role of the S&P 500 within the current carry regime and deliberates on potential risks such as a deflation shock. The conversation also touches on how geopolitical dynamics could influence future carry strategies, making this a must-listen for investors navigating today’s complex markets.

Alan Dunne, an expert in macroeconomic issues, joins forces with renowned economist Kenneth Rogoff to navigate the complexities of inflation and volatility. They unpack Rogoff's insights on anticipated inflation spikes and examine troubling trends in multi-strategy hedge funds, reflecting shifting investor sentiments. Dunne shares concerns about potential flash crashes and explores high-volatility alternatives versus traditional low-volatility strategies. Their discussion highlights the need for a long-term perspective in adapting investment strategies amid an evolving macro landscape.