My guest today is Alex Greyserman, Chief Scientist at managed futures firm ISAM. He is also a professor at Columbia University. He is a member of the ISAM Systematic Investment Committee. He has 25 years of experience in the Managed Futures industry, having starting initially as Research Director at Mint Investment Management Co.
The topic is Trend Following.
In this episode of Trend Following Radio we discuss:
- Idea of young college graduates writing articles about the death of trend following while firms like Greyserman’s continue to have tremendous success
- Alternatives to thinking only ‘long stocks’
- Greyserman’s first meeting with Larry Hite and how they have come to have such a career together
- Why trend following is about more than getting on the right side of the S&P trade
- The difference between cross-sectional momentum and time series momentum
- The phrase “crisis alpha” and why trend following does well in times of crisis
- The cost of not having trend following in your portfolio
- Benchmarking and diversification
- Why the worst thing you can do is “trend follow a trend follower”
- The science of trend following
- Speculation
- Trend following your life–not just the markets
- Dispersion among trend following traders
- Effect of a higher rate environment
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