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Marrying Fundamental Factors into Commodity Quant with Patrik Safvenblad of VOLT CM
Thanksgiving is just a week away in the US, marking the end of an excellent year for The Derivative and we're inviting you to join us at the podcast table for a bountiful episode delving into the unique flavors of managed futures and fundamental expertise. As we carve into the Thanksgiving spirit, The Derivative is serving up a feast of insights with Patrik Safvenblad, the mastermind behind VOLT Capital Management.
In this compelling conversation, Patrik unveils his approach as a fundamental specialist in managed futures programs, offering a
unique perspective that distinguishes his strategies from the norm. We delve into the differences between pod shops and in-house multi-strats, explore the penchant for shorter-term models, and uncover the meticulous process of managing over 9000 signals.
Join us as we navigate the complexities of commodity quant and gain invaluable insights into quantitative strategies just in time for the Holiday season — SEND IT!
Chapters:
00:00-02:09 = Intro
02:10-05:30= Dark days in Stockholm
05:31-18:09=Professor to Quant: early skipping stones to “across the pond”, building a team & getting diversified
18:10-26:44= Shaping Fundamentals, short-term models & configurations in machine learning
26:45-41:49= Selecting signals, gathering data & adjusting portfolios
41:50-53:14= Efforts of running 9000+signal, portfolio level constraints & Podshops vs in house
53:15-01:01:50= Positive Skew, risk management & opportunities
01:01:51-01:06:33= Off the beaten track
From the episode:
Allocating to Alts with RPMs Alexander Mende on the Derivative
Follow along with Patrik on LinkedIn and visit voltcm.com for more information!
Don't forget to subscribe to The Derivative, 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
View all episodes
By RCM Alternatives
4.7
4949 ratings
Thanksgiving is just a week away in the US, marking the end of an excellent year for The Derivative and we're inviting you to join us at the podcast table for a bountiful episode delving into the unique flavors of managed futures and fundamental expertise. As we carve into the Thanksgiving spirit, The Derivative is serving up a feast of insights with Patrik Safvenblad, the mastermind behind VOLT Capital Management.
In this compelling conversation, Patrik unveils his approach as a fundamental specialist in managed futures programs, offering a
unique perspective that distinguishes his strategies from the norm. We delve into the differences between pod shops and in-house multi-strats, explore the penchant for shorter-term models, and uncover the meticulous process of managing over 9000 signals.
Join us as we navigate the complexities of commodity quant and gain invaluable insights into quantitative strategies just in time for the Holiday season — SEND IT!
Chapters:
00:00-02:09 = Intro
02:10-05:30= Dark days in Stockholm
05:31-18:09=Professor to Quant: early skipping stones to “across the pond”, building a team & getting diversified
18:10-26:44= Shaping Fundamentals, short-term models & configurations in machine learning
26:45-41:49= Selecting signals, gathering data & adjusting portfolios
41:50-53:14= Efforts of running 9000+signal, portfolio level constraints & Podshops vs in house
53:15-01:01:50= Positive Skew, risk management & opportunities
01:01:51-01:06:33= Off the beaten track
From the episode:
Allocating to Alts with RPMs Alexander Mende on the Derivative
Follow along with Patrik on LinkedIn and visit voltcm.com for more information!
Don't forget to subscribe to The Derivative, 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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