The Derivative
The Derivative
RCM Alternatives
Finding Alpha in Unexpected Places: Doug Greenig on Trend Following Beyond Developed Markets
1 hour 6 minutes Posted Mar 28, 2024 at 6:24 pm.
-01:48=Intro
-04:21= Diverse economies
-22:25= Economist turned PH.D, fixed income derivatives & trend potential in emerging markets
-37:00= Alternative markets/Alternative trend: Exposure to CTAs, global orientation & unique opportunities
-51:20= Refining models, when narratives change, signal strength & volatility targeting
-01:01:34= What drives trend, removing the narrative & moving into a complex world
-01:06:59= Florin Court...the apartment building?
0:00
1:06:59
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Show notes
In this in-depth conversation, Jeff Malec picks the brain of veteran quant Doug Greenig about pursuing trends on a truly global scale. Greenig takes listeners on his fascinating career journey, from cutting-edge fixed income modeling at Goldman Sachs to managing risk at MAN AHL's pioneering CTA firm. He explains how this
experience led him to establish Florin Court Capital and develop novel ways of accessing over 500 international markets. Greenig and Malec engage in a lively debate about capturing narrative shifts, the effects of high-speed trading, and how allocators can balance exposure to alternative trends. Listen in on unique insights into operational challenges like structuring swaps to trade illiquid assets. Greenig also discusses how Florin Court scales risk across a massive portfolio while still delivering the crisis protection allocators seek. This revealing episode pulls back the curtain on one firm's quest to follow profits wherever macro winds may blow. SEND IT!
Chapters:
From the episode:
History of Managed Futures whitepaper
Guide to Trend Following
Follow along with Doug on LinkedIn and for more information on Florin Court and their team visit florincourt.com
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