TTU125: Trend Following vs Short Term ft. Michael Pomada, President & CEO at Crabel Capital Management
发布时间 2023-01-23 05:00:00 来源
摘要
Today, we are joined by President and CEO of Crabel Capital Management, Michael Pomada, for a talk on their approach to trend following as well as short-term strategies. We discuss the trading philosophy behind Crabel Capital Management and why they choose to primarily be long vol, what role the Sharpe Ratio plays in their trading strategy and how they use data in their research process to understand markets, how being de-siloed helped them to make 2022 their best year in terms of research and how they create the most optimal work environment and culture for their team. How they utilize machine learning in their work and why they spend tens of millions of dollars on execution infra-structure, why they believe replication is like drugs and medication and why ESGs are important for them as a firm, how they manage drawdown control and mitigate risk. Lastly, we discuss why Pomada has found peace with fees going down and why being innovative is key in maintaining a solid income, why they are not concern about competition in the industry and much more.----------EXCEPTIONAL RESOURCE: Find Out How to Build a Safer & Better Performing Portfolio using this FREE NEW Portfolio Builder Tool----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 “The Many Flavors of Trend Following” here.Learn more about the Trend Barometer here.Send your questions to [email protected] please share this episode with a like-minded friend and leave an honest Rating & Review on iTunes or Spotify so more people can discover the podcast.Follow Alan on Twitter.Learn more about Crabel Capital ManagementEpisode Timestamps:02:20 - Introduction to Crabel Capital Management03:41 - The philosophy behind their work08:46 - Their trading objectives11:21 - Too concerned about the sharpe?14:28 - Better alternatives to sharpe?16:43 - Unearthing the anomalies22:49 - Creating the perfect environment26:34 - Machine...
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