Cover art for podcast The Derivative

The Derivative

111 EpisodesProduced by RCM AlternativesWebsite

Welcome to The Derivative by RCM Alternatives, where we dive into what makes alternative investments go, analyze the strategies of unique hedge fund managers, and chat with interesting guests from across the investment world. Hosted by RCM Managing Partner, Jeff Malec, join us to take a ride through… read more

1:24:35

Engineering, Exponentials, Enigmas, and Equations with Breaking the Market’s Matt Hollerbach

What is it about engineers and seeing the world through a quant lens?  We’ve talked to plenty of quants who have an engineering mindset; but this episode’s guest is an actual engineer – doing his mechanical engineering work by day and dishing on portfolio construction at night via his excellent Breaking the Market blog and @breakingthemark twitter handle. Whether it is diving deep, real deep on arithmetic versus geometric returns, comparing performance measurements to Tiger Woods major’s performances, or calling Trend hot air, Matt Hollerbach puts his thought processes for all to see on the web. He does it to not only document his journey to quantlightenment, but also to get called out by pros who are increasingly finding a familiar voice in his writings, and teach those coming into the space. Jeff and Matt talk golf, the DC area, being anonymous versus having a name, LMGTFY, mechanical engineering, rebalancing, Gold, rebalancing, expecting a miss in your portfolio construction, Bryson DeChambeau, why its never as easy as it seems to write a great blog post, a library of quant research, Renaissance, Claude Shannon, rebalancing, and more. Enjoy!


Chapters:

00:00-02:05=Intro

02:06-11:26=Tweeting while Engineering

11:27-22:48=Meeting End Goals & Golf Specs

22:49-34:45=Breaking the Market

34:46-50:23=Arithmetic vs Geometric  / Trend is Hot Air

50:24-58:43=Rebalancing, it’s All About Rebalancing

58:44-01:15:52=The Strategy

01:15:53-01:24:35=Favorites


Follow along with Matt on Twitter @breakingthemark and visit the blog at breakingthemarket.com. Check out his Pronghorn strategy at https://pronghornanalytics.com/

Don't forget to subscribe to The Derivative, and follow us on Twitter @rcmAlts, and our host Jeff at @attainCap2, or LinkedIn, and Facebook, and sign-up for our blog digest.

And visit our sponsor, the CME Group at www.cmegroup.com to learn more about futures and options.

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 the 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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