Seminar: Robert Carver: The Futures Trend Following Strategy

PLEASE NOTE THAT THIS IN-PERSON EVENT WILL START ON WEDNESDAY, 8 NOVEMBER, 2023, AT 6:30 PM GMT (LONDON TIME) (1.30 PM EST (NEW YORK TIME)) at G-Research offices.

This event is sponsored by G-Research (Silver Sponsor), First Derivatives plc (Bronze Sponsor) and KX, Inc. (Bronze Sponsor).

This event is hosted by G-Research, Europe's leading quantitative finance research firm: We hire the brightest minds in the world to tackle some of the biggest questions in finance. We pair this expertise with machine learning, big data, and some of the most advanced technology available to predict movements in financial markets.

Venue: G-Research, Whittington House, 19-30 Alfred Place, London, WC1E 7EA

Arrival time of 18:00 (London) and talk starts at 18:30 (London).

Seminar will last between 1 to 1.5 hours, followed by networking / food / drinks.

Please note that your Thalesians Meetup profile must include your full name (and the full names of all your guests) in order to be admitted by the venue, G-Research (health and safety regulations). If it doesn't include it, please email it to alex@thalesians.com along with your profile name.

FULL TITLE: The Curious Incident of the Futures Trend Following Strategy in the Portfolio

ABSTRACT

Trend following in futures is a well known strategy, but it has some less well known characteristics which I explore in this talk.

BIOGRAPHY

Robert Carver is an independent systematic futures trader, writer and research consultant; and is currently a visiting lecturer at Queen Mary, University of London, and a research advisor to Stylus Digital, a hedge fund trading digital assets. He is the author of four books: “Systematic Trading", "Smart Portfolios", "Leveraged Trading" and "Advanced Futures Trading Strategies".

Until 2013 Robert worked for AHL, a large systematic hedge fund, and part of the Man Group. He was responsible for the creation of AHL's fundamental global macro strategy, and then managed the funds multi billion dollar fixed income portfolio. Prior to that Robert worked as a research manager for CEPR, an economics think tank, and traded exotic derivatives for Barclays investment bank. He spent his early career in the Middle East.

Robert has a Bachelors degree in Economics from the University of Manchester, and a Masters degree, also in Economics, from Birkbeck College, University of London.