The Derivative
The Derivative
RCM Alternatives
Alt (Digital) Trend Following with Sarah Schroeder of Coinbase Asset Mgmt.
1 hour 44 minutes Posted Apr 27, 2023 at 4:12 pm.
-01:42=Intro
-13:13= Go Grandma! Playing chicken with Goldman & AQR
-24:08= Alt Market Trend Following @AQR to Crypto Curiosity
-35:15= One River Digital bought by Coinbase / Asset Mgmt for Institutional investors
-45:27= FTX Crisis, counterparty risk,  an urgency to trade & choosing your vessel for choppy seas
-01:00:18= A unique model to Trend Following, shifting risks, monetizing trends & driven by retail
-01:14:30= Directional Strategies, going short with digital & finding liquidity in the tokens
-01:26:26= Trend allocators in long token exposure, mixed connotations about “Crypto” & having a slice of digital in your portfolio
-01:34:38= A coin for everyone: Central banks & digital currencies – Does privacy go away or is it a social good?
-01:44:58= Women in the hedge fund space: Curing periods, credibility & good counsel
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1:44:57
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Show notes
How do you get a job at a top quant shop?  With a little love from grandma?! How do you navigate a systematic strategy in the fast-moving world of digital assets? On this episode of The Derivative, Sarah Schroeder of Coinbase Asset Management (formerly One River Digital) covers a range of topics related
to crypt/digital assets, including the formation and vision of One River Digital, its purchase by Coinbase, the importance of counterparty risk management,
trend-following and directional strategies, allocation to digital assets, central bank digital currencies, and the role of women in the hedge fund space. 
Schroeder shares insights into her experience working at AQR as a portfolio valuer and discusses the unique alpha models for different tokens, investment strategies, and fundamentals in the digital space. The conversation also touches on the potential for significant directional shifts in digital assets, the barrier to
entry into the space, the personal and professional use of crypto, and the role of central banks launching their own coins. Shroeder closes the episode with
advice for young women getting into the hedge fund space and the importance of having good mentors in one's career — SEND IT!
Chapters:
Visit oneriveram.com, coinbase.com and the coinbase blog for more information
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