Jeff Malec
@AttainCap2
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The mktg+math, low carb/Lucky Charms eating futures, funds, commodities guy. Rather be Skiing. Host of The Derivative Podcast. Partner @rcmalts
Chicago, IL
Joined March 2011
Are these all the same? - Managed Futures - CTAs - Trend Following Yes.... Sort of... Well, let me explain👇
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Joined forces with @jasoncbuck to break down the highlights from last month’s Return Stacking Symposium... If you haven’t tuned in yet, give it a listen: https://t.co/GFb1f0hwbC | @returnstacked
rcmalternatives.com
Join Jeff Malec and Jason Buck as they dive deep into the inaugural Return Stacked Symposium held at the CBOE in Chicago. They break down key presentations from institutional leaders like Jonathan...
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The ’96 Bulls weren’t just champions, they were a blueprint for portfolio design. Great teams, and great portfolios, win through balance, complementary roles, and smart strategy. 🔗 https://t.co/8Vzq13eJ2j
#financeevents #networking #lunchandlearn #portfoliodesign
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Yes please 🙏
BOO....It's true!👻 We wrote about this strategy back in 2022 in our series of "Totally (Not) Crushing It" profiles. Ever since been a face ripper up.... We're 2/2 on writing about our most terrible performing strategy only to see it turn around and perform great....think next
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How are leading managers blending alpha + beta to make hedge fund-style strategies more accessible and effective for RIAs? Join @CMEGroup, @InvestReSolve, Welton, and @EquityArmor for a live panel unpacking innovative approaches to portfolio design, client alignment, and
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Chicago peeps… My Dad hung up his business boots long ago and took up painting. He’s showing his artwork in Chicago over the next week with a reception tomorrow night…. https://t.co/YvyGux9EaF Pop in and check it out.
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Fun talk with @JCaplis on all things hedge funds…
🚨 New episode of The Derivative 🎙️ Jeff Malec @AttainCap2 sits down with Jon Caplis @JCaplis of PivotalPath to decode modern hedge funds: Equity quant's revival Alpha in multi-strats Managed futures pain What $3T in data tells us 🎧 Listen now → https://t.co/wOka6Xhald
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Does the magazine cover effect work when you deliberately create the headline so things revert the other way??? I figured it’s worth a try asking “is Trend Following Dead ?”
🎙️ NEW: Is Trend Following Dead? (Again...) @GJaffarian of Crabel Capital Management on: • Strategy evolution • Performance challenges • Why he's still optimistic Deep dive into where trend following is headed… 🎧: https://t.co/Lsqaqs8niT
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This move down/up in Aussie Dollar lobbying for the image in dictionary next to Untradable
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On our latest episode of The Derivative, @AttainCap2 was joined by @CIO_Baylor Dave Morehead to discuss endowment management, private vs public markets, and why they're avoiding cyclical assets. Full episode: https://t.co/LBezPKAXNh
#financepodcast #endowment
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Shhh
Nice thing about Chicago is that it’s a big city w/a 2nd city vibe. NYC culture is consumption. They’re constantly chasing the next big restaurant, club, show. Chicagoans are creative & interesting but they’re charming because they’re content. I don’t want hamster wheel culture
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Said it out loud…. And the beetlejuice appeared, sorry
They're now setting up short equities, long bonds, and various commodity positions that align with extended crisis scenarios... The risk? Markets rally sharply in a V-shaped recovery just as trend followers position for extended downside, causing more losses.
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Go listen to this podcast with Harold De Boer, running $4 B at Transtrend - does how he approaches trend sound “too simple” https://t.co/Pm64KDtr1x
rcmalternatives.com
Dive into the fascinating world of trend following with Jeff Malec and one of the GOATs: Harold de Boer, a pioneering systematic trader who transformed his life path from a Dutch dairy farm into the...
@choffstein @AttainCap2 I’m a fan of everyone in this thread, but this is a lot of cope for a system that just may be too simple to work going forward.
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@AttainCap2 Nice thread. Enjoy the pod too! It's all about speed. It's not the speed that kills you, it's suddenly stopping. 2024 into 2025 saw speed stay the same but without clear direction. Long winding road suddenly turned into a hairpin and CTAs went into the wall
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The reward? 1994, 1998, 2000, 2008, 2022 type crisis period performance [past performance is not necessarily indicative of future results]
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They're now setting up short equities, long bonds, and various commodity positions that align with extended crisis scenarios... The risk? Markets rally sharply in a V-shaped recovery just as trend followers position for extended downside, causing more losses.
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This creates a unique scenario for investors worried about a "2nd leg down." Trend following strategies have essentially "reset" during this initial decline, shedding prior positioning and beginning to establish exposures that would benefit from continued market stress.
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So what now? "You don't buy flood insurance after the flood." But that’s usually b/c the price of that insurance is up drastically, Trend is at a 5-15% discount depending on which program/index you look at—crisis protection becoming more affordable just as waters begin to rise.
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Research from Schroders (ht @choffstein et al) shows trend following delivered strong returns during major crises (2000-02 dot-com bust, 2008 GFC, 2022 inflation decline)—but crucially, not really during initial market drops.
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