OI04: Do Alternative Markets Trend Better? ft. Scott Kerson

In this episode, Moritz Seibert is by Scott Kerson, the Head of GreshamQuant. Gresham is a commodity-focused investment management firm and GreshamQuant is their systematic trading arm. In 2017, they launched the ACAR Fund, an alternative markets trend following fund with an exclusive focus on commodities. Scott and Moritz discuss why they believes alternative markets to have better trending properties and higher Sharpe ratios within a trend following context and why they refuse to trade a larger portfolio which would also include the traditional futures markets most other CTAs trade. At the end, Scott also shares his outlook on the alternative markets CTA space with us. If you’re interested in alternative markets trend following, this is a valuable episode to listen to. 

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EXCEPTIONAL RESOURCE: Find Out How to Build a Safer & Better Performing Portfolio using this FREE NEW Portfolio Builder Tool

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Follow Niels on Twitter, LinkedIn, YouTube or via the TTU website.

IT’s TRUE ? – most CIO’s read 50+ books each year – get your FREE copy of the Ultimate Guide to the Best Investment Books ever written here.

And you can get a free copy of my latest book “The Many Flavors of Trend Following” here.

Learn more about the Trend Barometer here.

Send your questions to [email protected]

And please share this episode with a like-minded friend and leave an honest Rating & Review on iTunes or Spotify so more people can discover the podcast.

Follow Moritz on Twitter.

Follow Scott on LinkedIn

Episode TimeStamps:

02:22 - Introduction to Scott Kerson

08:27 - When did AHL Evolution start and what is it?

13:54 - What is an alternative market to Kerson and what differentiates it from other markets?

20:25 - Why an exclusive focus on commodities?

22:45 - What markets are Kerson trading and why?

24:04 - Where are the hidden gems?

26:31 - Why Kerson restrict the markets he is trading

30:37 - Maintaining a neo-classical trend approach

31:26 - A need for long-term?

33:09 - What is

In this episode, Moritz Seibert is by Scott Kerson, the Head of GreshamQuant. Gresham is a commodity-focused investment management firm and GreshamQuant is their systematic trading arm. In 2017, they launched the ACAR Fund, an alternative markets trend following fund with an exclusive focus on commodities. Scott and Moritz discuss why they believes alternative markets to have better trending properties and higher Sharpe ratios within a trend following context and why they refuse to trade a larger portfolio which would also include the traditional futures markets most other CTAs trade. At the end, Scott also shares his outlook on the alternative markets CTA space with us. If you’re interested in alternative markets trend following, this is a valuable episode to listen to. 

-----

EXCEPTIONAL RESOURCE: Find Out How to Build a Safer & Better Performing Portfolio using this FREE NEW Portfolio Builder Tool

-----

Follow Niels on Twitter, LinkedIn, YouTube or via the TTU website.

IT’s TRUE ? – most CIO’s read 50+ books each year – get your FREE copy of the Ultimate Guide to the Best Investment Books ever written here.

And you can get a free copy of my latest book “The Many Flavors of Trend Following” here.

Learn more about the Trend Barometer here.

Send your questions to [email protected]

And please share this episode with a like-minded friend and leave an honest Rating & Review on iTunes or Spotify so more people can discover the podcast.

Follow Moritz on Twitter.

Follow Scott on LinkedIn

Episode TimeStamps:

02:22 - Introduction to Scott Kerson

08:27 - When did AHL Evolution start and what is it?

13:54 - What is an alternative market to Kerson and what differentiates it from other markets?

20:25 - Why an exclusive focus on commodities?

22:45 - What markets are Kerson trading and why?

24:04 - Where are the hidden gems?

26:31 - Why Kerson restrict the markets he is trading

30:37 - Maintaining a neo-classical trend approach

31:26 - A need for long-term?

33:09 - What is the capacity of the markets?

34:28 - What is the total AUM of alternative market CTAs today?

35:30 - Their core research philosophy

37:53 - The key barriers to entry

39:52 - How have they gone through 2023?

41:07 - Is there any market that stand out from the others?

43:16 - The outlook of the alternative markets CTA space

45:36 - Thanks for listening

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