ReSolve Riffs with Glen Burella of Abbey Capital on Research and Sales for Systematic Strategies

This week we spoke with Glen Burella, PhD, Vice President, Business Development at Abbey Capital (US). Glen previously worked on the investment research side of Abbey Capital having a background in quantum computing and a theoretical physics PHD.

 

Our conversation with Glen covered the following themes:

 

• The incredible combination of stocks and trend following
• Glen’s attraction to science and math
• A glimpse inside a PhD in quantum physics
• First days at a new quant firm
• Behind the scenes at Abbey Capital’s research division
• Launching new products and taking business risk
• Abbey Capital’s focus on multi-manager portfolios
• Why multi-manager instead of single ensemble?
• Dealing with performance fees in a multi-manager portfolio
• Segregated accounts vs trade netting
• Selecting managers and assembling portfolios
• The role of CTAs in institutional mandates
• How CTAs are an optimal solution for the coming inflation volatility regime

 

Thank you for watching and listening. See you next week.

 

This is “ReSolve’s Riffs” – live on YouTube every Friday afternoon to debate the most relevant investment topics of the day, hosted by Adam Butler, Mike Philbrick and Rodrigo Gordillo of ReSolve Global* and Richard Laterman of ReSolve Asset Management.

 

*ReSolve Global refers to ReSolve Asset Management SEZC (Cayman) which is registered with the Commodity Futures Trading Commission as a commodity trading advisor and commodity pool operator. This registration is administered through the National Futures Association (“NFA”). Further, ReSolve Global is a registered person with the Cayman Islands Monetary Authority.