Ep. 286: Alex Greyserman Interview with Michael Covel on Trend Following Radio

Published: Oct. 24, 2014, 2 a.m.

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My guest today is Alex Greyserman, Chief Scientist at managed futures firm ISAM. He is also a professor at Columbia University. He is a member of the ISAM Systematic Investment Committee. He has 25 years of experience in the Managed Futures industry, having starting initially as Research Director at Mint Investment Management Co.

The topic is Trend Following.

In this episode of Trend Following Radio we discuss:

  • Idea of young college graduates writing articles about the death of trend following while firms like Greyserman\\u2019s continue to have tremendous success
  • Alternatives to thinking only \\u2018long stocks\\u2019
  • Greyserman\\u2019s first meeting with Larry Hite and how they have come to have such a career together
  • Why trend following is about more than getting on the right side of the S&P trade
  • The difference between cross-sectional momentum and time series momentum
  • The phrase \\u201ccrisis alpha\\u201d and why trend following does well in times of crisis
  • The cost of not having trend following in your portfolio
  • Benchmarking and diversification
  • Why the worst thing you can do is \\u201ctrend follow a trend follower\\u201d
  • The science of trend following
  • Speculation
  • Trend following your life\\u2013not just the markets
  • Dispersion among trend following traders
  • Effect of a higher rate environment

Jump in!

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I\\u2019m MICHAEL COVEL, the host of TREND FOLLOWING RADIO, and I\\u2019m proud to have delivered 10+ million podcast listens since 2012. Investments, economics, psychology, politics, decision-making, human behavior, entrepreneurship and trend following are all passionately explored and debated on my show.

To start? I\\u2019d like to give you a great piece of advice you can use in your life and trading journey\\u2026 cut your losses! You will find much more about that philosophy here: https://www.trendfollowing.com/trend/

You can watch a free video here: https://www.trendfollowing.com/video/

Can\\u2019t get enough of this episode? You can choose from my thousand plus episodes here: https://www.trendfollowing.com/podcast

My social media platforms:
Twitter: @covel
Facebook: @trendfollowing
LinkedIn: @covel
Instagram: @mikecovel

Hope you enjoy my never-ending podcast conversation!

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