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Ep. 302: Zbigniew Hermaszewski and Natasha Reeve-Gray Interview with Michael Covel on Trend Following Radio

Zbigniew Hermaszewski and Natasha Reeve-Gray
Zbigniew Hermaszewski and Natasha Reeve-Gray

My guests today are Zbigniew Hermaszewski and Natasha Reeve-Gray, two of the four founding partners of Altis Partners–a very successful systematic and primarily trend following money management firm.

The topic is Trend Following.

In this episode of Trend Following Radio we discuss:

  • Covel’s recent experiences traveling in Asia
  • The advantages of location independence
  • Early triggers that led Hermaszewski and Reeve-Gray into the systematic trading world and away from the efficient market hypothesis
  • Why Hermaszewskii was motivated to go down the particular path he went down
  • The advantages of a physics background when applied to trading
  • Looking for predicability in the markets
  • How Altis uses predictability in the context of their world
  • The four broad types of market behavior in Altis’ program
  • Trend following and persistence
  • Inter-market relationships
  • Why there are no “manual” inputs in Altis’ systematic program
  • Portfolio construction and why Altis is different from its peers
  • Applying the same models to all markets
  • The collegial atmosphere amongst London CTAs

Listen to this episode:

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