Getting Long Skew in Short (term) trading models, with Quest Partner's President, Michael Harris episode artwork

EPISODE · Nov 3, 2022 · 1H 21M

Getting Long Skew in Short (term) trading models, with Quest Partner's President, Michael Harris

from The Derivative · host RCM Alternatives

Jeff loves it when he sits across from someone who, like him, has been in the niche-managed futures part of the investment world for their entire career. There’s not all that many of them, and today's guest, Michael Harris(@mikeharris410) fits the bill. Michael's unique backstory began within the Sales and Product Development group at Morgan Stanley Managed Futures in 1997, continued as European trader and eventual President of managed futures behemoth Campbell & Co., overlapped with time on the board of the Managed Funds Association, and continues today where he currently resides as Quest Partner's President. Michael and Jeff talk about quantitatively positioning for long skew via short-term trading strategies and what set Quest apart to make him choose them to build on his impressive career. They also discuss a variety of topics like; the transition from the trading floor to the executive floor, what it was like in the good old days of managed futures, advice for funds that want to join the billion-dollar club, the macro risks in the world today, and so much more. Plus, we put Michael in the hot seat where he gives us his take on Crypto and digital assets — SEND IT! Chapters: 02:50-07:57 = Work/Life balance 07:58-28:31 = Exploring the CTA macro space, Dean Witter's MF dept, John Henry's Model & Algorithmic progression 28:32-34:33 = Campbell & Co, Growing your Billion dollar fund 34:34-47:38 = Portfolio protection, trend following, adding positive skew & short-term strategies 47:39-01:02:12 = Reacting faster & embracing trend with short-term models 01:02:13-01:10:21 = the MFA: Providing education & understanding 01:10:22-01:21:29 = Hottest take: Crypto & digital assets From the episode: Sign up for the Quest indicator book Quest's whitepapers & research Previous Derivative episode with Quest Partner's Nigol Koulajian RCM’s Trend Following Guide Follow Michael on Twitter @mikeharris410 and for more information on Quest Partners visit questpartnersllc.com  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 of 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.

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Getting Long Skew in Short (term) trading models, with Quest Partner's President, Michael Harris

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