Episode 181

full
Published on:

28th Nov 2023

Secrets of Investment Success: Lessons From 5 Decades of Quant Macro

In this conversation, the ReSolve team is joined by Joe Kelly from Campbell and Company to delve into the world of quantitative investing, managed futures, and derivatives trading. They explore a wide range of topics, including:


Topics Discussed

• The history and evolution of the hedge fund industry and the growth of systematic investing


• The role of derivatives traders in providing liquidity to executives and the creation of a startup to provide liquidity for tech employees


• The dynamics of quantitative investing, the importance of systemizing fundamental ideas, and the challenges of explaining complex financial concepts to a non-technical audience


• The development and implementation of different models and strategies in quantitative investing, including momentum, quant macro, and short-term


• The performance of different strategies during various market conditions and the importance of adaptability


• The challenges of scaling in the systematic investing space and the advantages of focusing on a core universe of markets


• The trade-off between diversification and control in portfolio construction


• The importance of risk management in maintaining a consistent investor experience and the strategies used to manage risk in systematic investing


Conclusion


This conversation is a must-listen for anyone interested in quantitative investing, managed futures, and derivatives trading. It provides valuable insights into the intricacies of these fields, the strategies used by successful investors, and the importance of risk management in ensuring a consistent investor experience.

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About the Podcast

Resolve Riffs Investment Podcast
Welcome to ReSolve Riffs Investment Podcast, hosted by the team at ReSolve Global*, where evidence inspires confidence.
These podcasts will dig deep to uncover investment truths and life hacks you won’t find in the mainstream media, covering topics that appeal to left-brained robots, right-brained poets and everyone in between. In this show we interview deep thinkers in the world of quantitative finance such as Larry Swedroe, Meb Faber and many more, all with the goal of helping you reach excellence. Welcome to the journey.

*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.