The Derivative
The Derivative
RCM Alternatives
Marrying Fundamental Factors into Commodity Quant with Patrik Safvenblad of VOLT CM
1 hour 6 minutes Posted Nov 16, 2023 at 4:37 pm.
-02:09 = Intro
-05:30= Dark days in Stockholm
-18:09=Professor to Quant: early skipping stones to “across the pond”, building a team & getting diversified
-26:44= Shaping Fundamentals, short-term models & configurations in machine learning
-41:49= Selecting signals, gathering data & adjusting portfolios
-53:14= Efforts of running 9000+signal, portfolio level constraints & Podshops vs in house
-01:01:50= Positive Skew, risk management & opportunities
-01:06:33= Off the beaten track
0:00
1:06:33
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Show notes
Thanksgiving is just a week away in the US, marking the end of an excellent year for The Derivative and we're inviting you to join us at the podcast table for a bountiful episode delving into the unique flavors of managed futures and fundamental expertise. As we carve into the Thanksgiving spirit, The Derivative is serving up a feast of insights with Patrik Safvenblad, the mastermind behind VOLT Capital Management.
In this compelling conversation, Patrik unveils his approach as a fundamental specialist in managed futures programs, offering a
unique perspective that distinguishes his strategies from the norm. We delve into the differences between pod shops and in-house multi-strats, explore the penchant for shorter-term models, and uncover the meticulous process of managing over 9000 signals.
Join us as we navigate the complexities of commodity quant and gain invaluable insights into quantitative strategies just in time for the Holiday season — SEND IT!
Chapters:  
From the episode:
Allocating to Alts with RPMs Alexander Mende on the Derivative
Follow along with Patrik on LinkedIn and visit voltcm.com for more information!
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futures, commodity trading, and other alternative investments are complex and carry a risk of substantial losses. As such, they are not suitable for all investors. For more information, visit ⁠⁠⁠⁠⁠⁠⁠⁠⁠⁠⁠⁠⁠⁠⁠⁠⁠⁠⁠⁠⁠www.rcmalternatives.com/disclaimer⁠