“Making Sense,” the podcast channel from J.P. Morgan’s Commercial & Investment Bank, brings you views and analysis from the Investment Banking, Markets and Research businesses. In each episode, experts discuss the latest market outlooks, trends and developments impacting our complex global economy. Subscribe now for insights that will help you navigate the world we live in.
Episodes
Wednesday Nov 01, 2023
Wednesday Nov 01, 2023
In this episode we hear from David Denison, Deputy CIO of Hedge Fund Florin Court Capital, a diversified systematic asset manager. David discusses the philosophy behind trading multiple diversified asset classes across the power / electricity, commodity, interest rate swap and FX markets, the dynamics of a market with fewer speculating players and more producer players, the periods in which trend-following has been particularly successful historically, the benefits of trend-following in mitigating behavioral biases such as anchoring, and the growth in alternative CTAs as a HF asset class. David Denison is in discussion with Eloise Goulder, Head of the Data Assets & Alpha Group.
Shownotes:
To learn more about Florin Court Capital, see https://florincourt.com/
To learn more about David’s book, see: “Bayesian Methods for Nonlinear Classification and Regression”, Wiley, 2002.
This episode was recorded on October 16th, 2023.
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