Market Matters | Data Assets & Alpha Group: Trend-following in alternative markets, with Florin Court’s Deputy CIO

In this episode we hear from David Denison, Deputy CIO of Hedge Fund Florin Court Capital, a diversified systematic asset manager.  David discusses the philosophy behind trading multiple diversified asset classes across the power / electricity, commodity, interest rate swap and FX markets, the dynamics of a market with fewer speculating players and more producer players, the periods in which trend-following has been particularly successful historically, the benefits of trend-following in mitigating behavioral biases such as anchoring, and the growth in alternative CTAs as a HF asset class.  David Denison is in discussion with Eloise Goulder, Head of the Data Assets & Alpha Group. Shownotes: To learn more about Florin Court Capital, see https://florincourt.com/ To learn more about David’s book, see: “Bayesian Methods for Nonlinear Classification and Regression”, Wiley, 2002. This episode was recorded on October 16th, 2023. The views expressed in this podcast may not necessarily reflect the views of J.P. Morgan Chase & Co and its affiliates (together “J.P. Morgan”), they are not the product of J.P. Morgan’s Research Department and do not constitute a recommendation, advice, or an offer or a solicitation to buy or sell any security or financial instrument.  This podcast is intended for institutional and professional investors only and is not intended for retail investor use, it is provided for information purposes only. Referenced products and services in this podcast may not be suitable for you and may not be available in all jurisdictions.  J.P. Morgan may make markets and trade as principal in securities and other asset classes and financial products that may have been discussed.  For additional disclaimers and regulatory disclosures, please visit: www.jpmorgan.com/disclosures/salesandtradingdisclaimer. For the avoidance of doubt, opinions expressed by any external speakers are the personal views of those speakers and do not represent the views of J.P. Morgan.