Ep. 1032: Russell Korgaonkar Interview with Michael Covel on Trend Following Radio

My guest today is Russell Korgaonkar the Chief Investment Officer of Man AHL. To quote Man (100B+ AUM):

Our investment programmes are based on a long-standing philosophy that markets exhibit persistent anomalies, such as price trends, mean reversion, carry or other repeatable patterns, which can be identified through careful statistical analysis. We believe many of these inefficiencies result from behavioural biases, for example risk aversion, anchoring and herding. Our core principles centre on diversification, efficiency and risk control. In addition to our continuous efforts to expand the range of trading strategies, great effort is afforded to researching new markets in order to maximise portfolio diversification. With thousands of trading signals generated each day, we believe it is vitally important to streamline trade execution – including order netting, automating flow, maintaining a breadth of counterparties and backup trading centres which can operate 24 hours per day. Risk management is built into all our models, and is further enhanced by our independent Risk team who use proprietary systems developed since our founding in 1987. Engaging with our clients in a strategic partnership is our number one priority. We strive to exceed expectations through the quality of our investment solutions and by providing outstanding levels of client service and transparency.

I love having on my podcast the trend following pros who can teach us all.

Bio: Russell Korgaonkar is Chief Investment Officer of Man AHL, with overall responsibility for investment and research. He is also a member of Man AHL’s management and investment committees. He was previously Director of Investment Strategies of Man AHL, responsible for Man AHL’s Liquid Strategies unit, which creates and runs scalable systematic strategies, as well as the Institutional Solutions business. Russell joined the firm in 2001 as a researcher and later portfolio manager focused on systematic cash equity strategies, and was instrumental in building up Man AHL’s expertise in this space. In 2011, he became Head of Portfolio Management, responsible for constructing and managing Man AHL’s growing range of portfolios, and was promoted in June 2017. Russell holds a BA/MA (First Class) in Physics from the University of Oxford.

In this episode of Trend Following Radio:

Trend Following Strategy
Trend following in the time of COVID-19
Trend Following Firms
Pokemon Card Analogy
Understanding Trend Following
Inflation Definition
Risk Management
Man AHL
Trading Bitcoin
Futures Markets