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Jan 21, 2021 51 min

The Important Lesson a Quant Manager Learned in 2020

from Odd Lots Hosted by Bloomberg

It goes without saying that 2020 was a year like no other when it comes to the markets. A historic crash, and then a raging recovery, all set against the backdrop of a pandemic and deeply depressed economy. One implication of this is that trading strategies based on historic rules and patterns didn't perform particularly well in this environment. On this episode, we speak with Corey Hoffstein, a fund manager at Newfound Research, which employs trend following and momentum signals in its trading. He talks about what worked and didn't last year and what that says about overall market structure.

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This episode is 51 minutes long.

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This episode was published on January 21, 2021.

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