BO24: The Importance of Asset Allocation & Patience

Top Traders Unplugged

Niels Kaastrup-Larsen

Business, Business News, Investing, News

4.8 • 670 Ratings

🗓️ 17 July 2019

⏱️ 25 minutes

🔗️ Recording | iTunes | RSS

🧾️ Download transcript

Summary

In 1987, 3 scientists, 1 from Cambridge and 2 from Oxford, were brought together by their shared passion for the markets and for computers. Little did they know, that over the next 3 decades, this passion would lead them to build 3 world-leading multi-billion dollar Systematic Investment businesses. Today, I would like to share another Golden Nugget with you, from my conversation with Michael Adam, David Harding and Marty Lueck, also known as the founders of AHL. In this post, we focus on how markets and the importance of Asset Allocation have evolved since the beginning; a crucial insight into what has made them so successful. So enjoy these truly unique takeaways from my conversation with Michael, David and Marty.

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Transcript

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0:00.0	In 1987, three scientists, one from Cambridge and two from Oxford was brought together by their
0:07.1	shared passion for markets and computers, and little did they know that this passion would
0:12.5	over the next three decades lead them to build three world-leading multi-billion dollar
0:17.7	systematic investment firms.
0:19.8	Today, I continue to share another goldenget from my conversation with Michael Adam,
0:24.6	David Harding and Marti Luech, also known as the founders of AHAL.
0:28.6	In this clip, we focus on how markets and the importance of asset allocation have evolved since they got started.
0:36.6	A crucial insight to what have made them so
0:40.3	successful. So sit back and relax and enjoy these truly unique takeaways from my conversation
0:46.0	with Michael, David and Marty. And if you would like to listen to the full conversation,
0:50.8	and I hope you do, just go to top traders on plug.com forward slash RT11.
0:56.5	That is where the conversation starts.
1:04.1	Maybe on a related question, I mean, historically at least, the raw price of a market has been the only
1:13.6	input in systematic models, certainly in the trend following space, and the universe of markets
1:18.4	have also been very well defined, being highly liquid, exchange traded, like futures on
1:23.3	CME. But tell me, how have you evolved when it comes to the data you use and the markets
1:29.4	you trade? We try a lot of equities and we use a lot of other data sources, basically.
1:39.3	What could they be? Oh, you got me there.
2:00.2	I mean, most of the risk is on fairly, is still on endogenous variables like, you know, price, interrelationships between markets and various, you know, convolutions of price, you know, sectors and this sort of thing, you know.
2:04.9	We have sort of, obviously, we have all the balance sheet data, all the fundamental data,
2:10.9	we have all the weather data, we have all the, you know, there's all sorts of different types of data.
2:17.1	But not, it doesn't have, at the moment, we have a lot of experimental systems with small amounts of money on them.
	...

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