61 CTAs as Portfolio Diversifiers in 2015 with Peter Kambolin of Systematic Alpha Management
Summary: "Last year was quite unprecedented from the standpoint of volatility in different markets." - Peter Kambolin (Tweet)<br> Peter Kambolin comes from the short term CTA space, and thus has a different perspective than some of our previous guests for our Year in Review theme this month. He discusses how the events in Crimea and Russia shaped markets, how divergence played a role, and how his firm made small changes to models and even added a new product line in 2014.<br> <br> Thanks for listening and please welcome our guest Peter Kambolin.<br> <br> <br> <br> Subscribe on:<br> <br> <br> In This Episode, You'll Learn:<br> <br> How the year went for Peter and his two different strategies that his firm trades.<br> Why it was a challenging year for mean-reversion type strategies.<br> What markets did well in his portfolio.<br> What he learned from 2014 and what he would do differently.<br> The minor adjustment they made to the model in October.<br> How they adjusted or reacted to world events in 2014.<br> "Definitely the events in the Ukraine and Russia impacted our trading." - Peter Kambolin (Tweet)<br> <br> Why they don’t trade certain markets because most trades are not made by humans.<br> What would divergence do for his trading models.<br> How they improved their backtesting in 2014.<br> How to avoid an inflow of capital that will only leave a year or two later.<br> <br> Resources & Links Mentioned in this Episode:<br> Listen to 2 hour-long episodes with Peter on this podcast here and here.<br> This episode was sponsored by Swiss Financial Services:<br> <br> Connect with Systematic Alpha Management:<br> Visit the Website: www.systematicalpha.com<br> <br> Call Systematic Alpha Management: +1 646 825 8075<br> <br> E-Mail Systematic Alpha: info@systematicalpha.com<br> <br> Follow Peter Kambolin on LinkedIn
