TTU20: How to Identify Trades No One Else is Looking For ft. Roman Lutz of Future Value Capital – 2of2
发布时间 2014-08-07 05:30:00 来源
摘要
How would it feel to identify trades no one else you know is looking for?Our guest is back and this interview is all about carry trades, mean reverting environments, merger arbitrage, volatility arbitrage, tail hedges and how to become the best trader possible. It’s quite likely there is something in this interview which will help propel you forward as a hedge fund manager or in your research of managers.Welcome back to the second part of our interview with Chief Excutive Officer of Future Value Capital, Roman Lutz.-----EXCEPTIONAL RESOURCE: Find Out How to Build a Safer & Better Performing Portfolio using this FREE NEW Portfolio Builder ToolIn This Episode, You’ll Learn:Simple Models used by Future Value Capital to implement trend followingHow they utilize carry tradesThe third area of models: Tail HedgesLearn about how to carry potentially large value variance swaps while keeping the premium for holding them downWhere the variance exchange swaps derive from whether from OTC with counterparts or constructed using exchange listed productsLearn about Credit Support Annex (CSA)Risk management procedures at Future Value CapitalThe purpose for tactical asset allocation meetings and the decisions that are madeThe common performance drivers and if there is a dominant part of the portfolio that is responsible for the performanceHow Roman translates the complex trading strategy of Future Value Capital to investorsHow Future Value Capital implements trades and why they consider it a key strength of their programHow much AUM would be optimal running the program or if the potential is unlimitedHow to create certainty around the risk Future Value Capital holds and how they define that riskWhat Roman Lutz considers to be one of the riskiest thing that could happen in the financial systemWhat to expect in terms of returns and drawdown when investing in Future Value CapitalHow to realize when a model is no longer workingPersonal habits that contribute to Roman’s success in managing a hedge fund-----ATTENTION TTU TRIBE : SIGN-UP for Rick Rule's Symposium: Once in a life-time natural resource insights from the BEST investors in the world via a first-class livestream or Live event!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 <a...
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