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Tag: vineer bhansali

Ep. 426: Vineer Bhansali Interview with Michael Covel on Trend Following Radio

Posted on by Michael Covel
Vineer Bhansali
Vineer Bhansali

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My guest today is Vineer Bhansali, founder and CIO of Long Tail Alpha. Vineer’s 29-year investment career started at Citibank, where he founded and managed the Exotic and Hybrid Options Trading Desk. He later joined Salomon Brothers in its Fixed Income Arbitrage Group, followed by the CSFB Proprietary Trading Group. Dr. Bhansali was at PIMCO for 16 years, serving the last eight years as MD and Head of the Quantitative Portfolios Team, which he founded in 2008.

The topic is his journal A Behavioral Perspective on Tail Risk Hedging.

In this episode of Trend Following Radio we discuss:

  • Is trend following mean reverting?
  • Tail risks
  • Tail hedges
  • Human behavior and biases
  • Importance of a dynamic portfolio

“[Trading] really very much depends on people’s behavior and your extraction of what is driving that behavior.” – Vineer Bhansali

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Vineer Bhansali Trend Following White Paper

Posted on by Michael Covel

Feedback in:

Mike, Can you send me the white paper that was referenced in the Vineer Bhansali podcast? I apologize if this is posted somewhere obvious and I missed it. Normally I’d probably have found it on my own, but having a 3 week old newborn is temporarily draining my productivity! It’d be much appreciated if you could point me in the direction of the research that was discussed. What a refreshing podcast to hear a more mainstream financial institution embrace real trend following.

Thanks,
[Name]

Thanks. Go here for his white paper. And good luck with your new little one!

Also in:

Michael, great show. Do you have additional information about the research/historical performance work done by Vineer Bhansali or is it just the information from the PIMCO pages?

Do you know if this fund actually follows the 100% systematic “simple” trend-follower approach back tested in the article or is this just a bait and switch for a discretionary fund? Do you know the actual rules for the “simple” trend-follower approach back-tested in this paper?

Many Thanks,
[Name]

Best bet is to reach out to them for all questions about their papers.

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PIMCO Spreading the Trend Following Gospel

Posted on by Michael Covel

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pimco

How can you move forward immediately to Trend Following profits? My books and my Flagship Course and Systems are trusted options by clients in 70+ countries.

Also jump in:

• Trend Following Podcast Guests
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• Performance
• Research
• Markets to Trade
• Crisis Times
• Trading Technology
• About Us

Trend Following is for beginners, students and pros in all countries. This is not day trading 5-minute bars, prediction or analyzing fundamentals–it’s Trend Following.

Ep. 281: Vineer Bhansali Interview with Michael Covel on Trend Following Radio

Posted on by Michael Covel
Vineer Bhansali
Vineer Bhansali

My guest today is Vineer Bhansali, the managing director and portfolio manager at PIMCO. His most recent book is “Tail Risk Hedging”. He has 24 years of investment experience and holds a Ph.D. in theoretical particle physics from Harvard University.

The topic is Trend Following.

In this episode of Trend Following Radio we discuss:

  • “Trend Following Through The Rates Cycle”
  • Trend following in the classical sense
  • How trend following started to become part of the discussion at PIMCO
  • Introducing new ideas to PIMCO, corporate culture, and to clients
  • The three hypotheses tested in “Trend Following Through The Rates Cycle”
  • Currency trading and trend following returns
  • Why larger trend following shops may have trouble getting into smaller markets
  • Trend following across a diversified portfolio and classical trend following approaches
  • Connecting Bhansali’s hobbies to the quantitative world
  • Structure and thinking in terms of code
  • Imagining and building simulations
  • Being distribution aware
  • Why being at all-time highs is not the time to feel satisfied

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Vineer Bhansali: 10 Things My Hobbies Have Taught Me About Investing

Posted on by Michael Covel

Vineer Bhansali’s interesting paper (PDF) mentioned in our podcast.

Note: Used with permission from Pacific Investment Management Company LLC.

How can you move forward immediately to Trend Following profits? My books and my Flagship Course and Systems are trusted options by clients in 70+ countries.

Also jump in:

• Trend Following Podcast Guests
• Frequently Asked Questions
• Performance
• Research
• Markets to Trade
• Crisis Times
• Trading Technology
• About Us

Trend Following is for beginners, students and pros in all countries. This is not day trading 5-minute bars, prediction or analyzing fundamentals–it’s Trend Following.