Finding Alpha in Unexpected Places: Doug Greenig on Trend Following Beyond Developed Markets
Description
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:
00:00-01:48=Intro
01:49-04:21= Diverse economies
04:22-22:25= Economist turned PH.D, fixed income derivatives & trend potential in emerging markets
22:26-37:00= Alternative markets/Alternative trend: Exposure to CTAs, global orientation & unique opportunities
37:01-51:20= Refining models, when narratives change, signal strength & volatility targeting
51:21-01:01:34= What drives trend, removing the narrative & moving into a complex world
01:01:35-01:06:59= Florin Court...the apartment building?
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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Disclaimer: This podcast is provided for informational purposes only and should not be relied upon as legal, business, or tax advice. All opinions expressed by podcast participants are solely their own opinions and do not necessarily reflect the opinions of RCM Alternatives, their affiliates, or companies featured. Due to industry regulations, participants on this podcast are instructed not to make specific trade recommendations, nor reference past or potential profits. And listeners are reminded that managed 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
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