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OI11: Avoiding the Herd: A Different Path to Alpha ft. Jerome Callut
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2024/11/20
Top Traders Unplugged
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Chapters
Introduction to Jerome Callut
Why They Use Non-Trend Following Models
What Would Happen If They Added a Trend Following Component?
The 3 Categories of Their Trading System
Category 1: Anticipating the Flows and Trades of Other Traders
An Example of How They Handle Flow
Did Callut Anticipate the Unwind of the Japanese Yen Carry Trade?
Exploiting the Skid Marks in the Markets
Category 2: Relative Value and Spread Trading
Collecting the Roll Down Yield
Is Callut Also Engaging in a Short VIX Positioning?
Proactive and Reactive Management
How They Implement Reactive Management
Category 3: Macro Trades
The Role of Automation at DCM Systematic
How They Implement AI and Machine Learning
A Work in Progress
Working with a Moving Target
Shownotes
Transcript
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