The Derivative

Trend following. The dynamic systems & strategies that make up a modern CTA, w/ EMCs John Krautsack


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From his days as a clerk in the S&P pits to becoming Chairman and CEO of EMC Capital, John Krautsack is here to tell us about his journey in the futures industry — and nothing is off limits! From his wild west pit days to working for one of the original turtle traders, the late Liz Cheval, to what it's like implementing a new vision and everything in between.

With their Classic program having been around for 40 years, John gives us a glimpse into EMC’s recipe for long-term success. We're talking about building robust systems for trend following (EMC is featured in our latest Trend Following Guide here), various strategies, automated research, AI and machine learning, plus more. Hold on to your seats; this episode will take you on an adventurous ride!

Chapters:

00:00-01:28 = Intro

01:29-07:40 =Crazy Pit Days

07:41-17:29 =An original Turtle & Secrets to a 40 year run

17:30-46:16 =EMC Classic: Building a Robust set of Systems

46:17-56:14 =EMC Alpha, Alpha+ & Machine Learning

56:15-01:08:37 =Trend Following Future, Bond Trends & Trending Lumber

01:08:38- 01:12:12 =Two Truths & a Lie

Before you go, check out these items mentioned in this episode:

Blog post: Liz Cheval: From Turtle to Titan

Podcast: Trend Following Turtle Tails (and Tales) with Jerry Parker

Whitepaper: Newly Released Trend Following Guide

About John Krautsack:  John directs all investment activity at EMC and started his career in the futures industry in 1985 as an assistant to a prominent S&P 500 trader at the Chicago Mercantile Exchange. From 1989 to 1995, he managed trading operations for De Angelis Trading/Crown Capital Management, JPD Enterprises, and ALH Capital. He joined EMC in 1995, overseeing trading and managing the portfolio until he assumed the role of Chairman in 2013.

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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The DerivativeBy RCM Alternatives

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