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Live Q&A - Managed Futures Trend & Carry Flash Update
Manage episode 472609040 series 2516748
This in‐depth live Q&A features guests Corey Hoffstein, Chief Investment Officer of Newfound Research, and Adam Butler, CIO of ReSolve Global, alongside host Rodrigo Gordillo, President and Portfolio Manager of ReSolve Global. In this episode, the panel unpacks the current macro market shifts and their impact on managed futures strategies, discussing topics such as policy shocks, systematic trend and carry models, volatility, and historical market precedents.
Topics Discussed
• Global Macro Market Dynamics and Policy Shifts affecting asset classes across Europe, the U.S., and beyond
• The Cumulative Impact on Managed Futures and Systematic Strategies that span multiple asset classes
• Multi-Asset Carry Strategy Fundamentals, including yield extraction and financing differentials
• Trend Following Strategies under Volatile and Reversal Conditions in rapidly shifting markets
• Risk Adjustments and Portfolio Rebalancing Mechanisms as systematic models react to sudden market changes
• Historical Precedents: Lessons from events like the 1994 bond massacre and subsequent policy shocks
• The Interplay between Policy Announcements and Systematic Strategy Performance amid geopolitical surprises
• Advisory Perspectives and Long-Term Risk Management for communicating drawdowns and premiums to clients
Mentioned in this episode:
The Return Stacking Symposium
October 8, 2025 | Chicago A full day of curated portable alpha / return stacking education. Register Here: https://www.returnstacked.com/return-stacking-symposium-2025/
241 episodes
Manage episode 472609040 series 2516748
This in‐depth live Q&A features guests Corey Hoffstein, Chief Investment Officer of Newfound Research, and Adam Butler, CIO of ReSolve Global, alongside host Rodrigo Gordillo, President and Portfolio Manager of ReSolve Global. In this episode, the panel unpacks the current macro market shifts and their impact on managed futures strategies, discussing topics such as policy shocks, systematic trend and carry models, volatility, and historical market precedents.
Topics Discussed
• Global Macro Market Dynamics and Policy Shifts affecting asset classes across Europe, the U.S., and beyond
• The Cumulative Impact on Managed Futures and Systematic Strategies that span multiple asset classes
• Multi-Asset Carry Strategy Fundamentals, including yield extraction and financing differentials
• Trend Following Strategies under Volatile and Reversal Conditions in rapidly shifting markets
• Risk Adjustments and Portfolio Rebalancing Mechanisms as systematic models react to sudden market changes
• Historical Precedents: Lessons from events like the 1994 bond massacre and subsequent policy shocks
• The Interplay between Policy Announcements and Systematic Strategy Performance amid geopolitical surprises
• Advisory Perspectives and Long-Term Risk Management for communicating drawdowns and premiums to clients
Mentioned in this episode:
The Return Stacking Symposium
October 8, 2025 | Chicago A full day of curated portable alpha / return stacking education. Register Here: https://www.returnstacked.com/return-stacking-symposium-2025/
241 episodes
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