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
SI11: Why hire a manager when you can DIY your Trend Following?
TTU109: Risk Mitigation Whilst Trading Exotic Markets ft. Doug Greenig of Florin Court Capital – 2of2
SI10: How to set your Stop-Loss and Size your Positions?
TTU108: Big Opportunities in Exotic Markets? ft. Doug Greenig of Florin Court Capital – 1of2
SI09: What really makes a Trend Follower a Trend Follower?
BO08: How to really Define Risk
SI08: How to tell if you system has stopped working?
BO07: Cold Turtle Takeaways
SI07: What is; alpha, smart beta, implied vol, crisis alpha and convexity?
TTU107: The Bright Future of Trend Following ft. Jean Jacques Duhot of Arctic Blue Capital – 2of2
BO06: Identifying the best trading rules
SI06: How to optimize your trading system
TTU106: The Value of Being a Contrarian Trader ft. Jean Jacques Duhot of Arctic Blue Capital – 1of2
BO05: The Problems with Smart Beta & the Holy Grail of Investing?
SI05: The Systematic Investor Series – October 15th, 2018
BO04: Return Dispersion and how to successfully trade since 1974
SI04: Stanley Druckenmiller interview disected
BO03: How the Turtles got their Name… and are the Rules Relevant Today?
SI03: Should you trade Futures or ETFs?
BO02: The secret to successfully using Machine Learning
Create your
podcast in
minutes
It is Free
Odd Lots
Get Creative with Pace Morby
U.S Property Podcast
Aligned Money Show
The Ramsey Show