The Derivative

Commodity Volatility, Global Macro, and Trend Following with Alan Dunne from Archive Capital


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Happy St. Patrick’s Day! The luck of the Irish is on our side as we celebrate today's episode with Dubliner Alan Dunne, CEO and Founder of Archive Capital, a boutique multi-asset and investment research firm focused on global macro and managed futures strategies. Alan has worked in the financial markets and investment management industry for over 25 years at hedge funds and large investment banks as a CIO, hedge fund allocator, macro strategist, and technical analyst.

During our exciting chat with Alan, we focus on the crazy volatility in commodity markets, how macro traders have evolved over the years, and why crisis periods can be good for a trend managers' track record. Plus, Alan plays "Where Would You Invest 10K, 100K, and 100 MM?" So, grab a green beer, keep calm, and shamrock on because we're jumping right into the pot of gold this week!

Chapters:

00:00-01:16= Intro

01:17-17:29= Crazy Volatility spikes & Approaching Trend Following

17:30-26:01= Systematic Macro & Embracing Quant Strategies

26:02-40:37= Abbey Capital: Dispersion in the Trend Space & David Harding

40:38-54:47= CTA Due Diligence

54:48-01:05:53= Archive Capital: The Liquid Space / Podcasting

01:05:54-01:13:15= What would you invest in?


Follow along with Alan on Twitter @alanjdunne and for more on Alan and Archive Capital, visit Archive Capital | Dublin | Asset Allocation 

Check out our new Trend Following Guide here!

Don't forget to subscribe to The Derivative, and follow us on Twitter at @rcmAlts and our host Jeff at @AttainCap2, or LinkedIn , and Facebook, and sign-up for our blog digest.

Disclaimer: This podcast is provided for informational purposes only and should not be relied upon as legal, business, or tax advice. All opinions expressed by podcast participants are solely their own opinions and do not necessarily reflect the opinions of RCM Alternatives, their affiliates, or companies featured. Due to industry regulations, participants on this podcast are instructed not to make specific trade recommendations, nor reference past or potential profits. And listeners are reminded that managed futures, commodity trading, and other alternative investments are complex and carry a risk of substantial losses. As such, they are not suitable for all investors. For more information, visit www.rcmalternatives.com/disclaimer

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