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.
-----
EXCEPTIONAL RESOURCE: Find Out How to Build a Safer & Better Performing Portfolio using this FREE NEW Portfolio Builder Tool
-----
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 “The Many Flavors of Trend Following” 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
Copyright © 2023 – CMC AG – All Rights Reserved
----
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
Privacy Policy
Disclaimer
GM37: SPR - The Federal Reserve of Oil ft. Rory Johnston
TTU138: Need for Speed in Trendfollowing ft. Matt Dorsten, Portfolio Manager at PIMCO
SI234: Trend Followers are minnows, not whales ft. Rob Carver
GM36: Galactic Macro, UFOs & Balloon Encounters ft. David Dorr
TTU137: A new approach to Entering Trends ft. David Gorton, CIO at DG Partners
SI233: The Market Impact of CTAs & Trend Followers ft. Alan Dunne
TTU136: Trend Following... C'est la vie ft. Philip Seager, Head of Absolute Return at Capital Fund Management
GM35: The Drivers of the Commodity Markets ft. Nicky Ferguson
TTU135: Moving Beyond Pure Price Trends ft. Yao Hua Ooi, Principal at AQR Capital Management
SI232: Trend Following the Trend Followers ft. Nick Baltas
TTU134: Crisis Alpha Revisited ft. Katy Kaminski, Chief Research Strategist at AlphaSimplex Group
TTU133: How to deliver Convexity ft. Nigol Koulajian & Mike Harris of Quest Partners
SI231: The Perfect Fit for Trend Following ft. Richard Brennan
TTU132: Trend Following Evolution ft. Ed Tricker, CIO of Quant Strategies at Graham Capital Management
GM34: When Geopolitics meets Global Macro ft. Jacob Shapiro & Roger Hirst
TTU131: How CTAs manage their Cash ft. Mike Kastner, Principle & Co-Founder at Halyard Asset Management
SI130: Trend Following in the Age of Disconnect ft. Mark Rzepczynski
TTU130: Trend Following Solutions ft. Marty Lueck, Co-Founder of Aspect Capital
GM33: Drilling into the Oil Market ft. Rory Johnston
TTU129: Trend Following Nordic Style ft. Svante Bergström, CEO & Founding Partner of LYNX Asset Management
Create your
podcast in
minutes
It is Free
The emPOWERed Half Hour
U.S Property Podcast
Aligned Money Show
Dubai Property Podcast
The Ramsey Show
The Clark Howard Podcast