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SI362: The Alpha Most Systems Miss ft. Yoav Git
- Author: Vários
- Narrator: Vários
- Publisher: Podcast
- Duration: 1:07:45
- More information
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Synopsis
Yoav Git and Alan Dunne sits down for a conversation that challenges familiar assumptions about curve trading, market structure, and the role of CTAs. They explore why dislocations across time horizons create pockets of alpha most models miss, and how breakout behavior in commodity spreads signals more than noise. Drawing on a recent Bank of England study, Yoav explains how different participants leave distinct footprints on the FX curve, and why CTAs, far from being passive allocators, can act as dynamic responders to changing regimes. This is systematic trading, without the shorthand.-----50 YEARS OF TREND FOLLOWING BOOK AND BEHIND-THE-SCENES VIDEO FOR ACCREDITED INVESTORS - CLICK HERE-----Follow Niels on Twitter, LinkedIn, YouTube or via the TTU website.IT’s TRUE ? – most CIO’s read 50+ books each year – get your FREE copy of the Ultimate Guide to the Best Investment Books ever written here.And you can get a free copy of my latest book “Ten Reasons to Add Trend Following to Your Portfolio” here.Learn