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TTU61: CTAs as Portfolio Diversifiers ft Peter Kambolin of Systematic Alpha Management
20th January 2015 • Top Traders Unplugged • Niels Kaastrup-Larsen
00:00:00 00:37:24

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Peter Kambolin comes from the short term CTA space, and thus has a different perspective than some of our previous guests for our Year in Review theme this month. He discusses how the events in Crimea and Russia shaped markets, how divergence played a role, and how his firm made small changes to models and even added a new product line in 2014.

Thanks for listening and please welcome our guest, Peter Kambolin.

In This Episode, You’ll Learn:

  • How the year went for Peter and his two different strategies that his firm trades.
  • Why it was a challenging year for mean-reversion type strategies.
  • What markets did well in his portfolio.
  • What he learned from 2014 and what he would do differently.
  • The minor adjustment they made to the model in October.
  • How they adjusted or reacted to world events in 2014.
  • Why they don’t trade certain markets because most trades are not made by humans.
  • What would divergence do for his trading models.
  • How they improved their backtesting in 2014.
  • How to avoid an inflow of capital that will only leave a year or two later.

Resources & Links Mentioned in this Episode:

Listen to 2 hour-long episodes with Peter on this podcast here and here.

Follow Niels on Twitter, LinkedIn, YouTube or via the TTU website.

Follow Peter Kambolin on LinkedIn.

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