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Gerald Rushton - Commodity Strategies (Trend; Carry; Congestion; and Volatility Carry) (S6E15)
Manage episode 376042926 series 2359799
In this episode I speak with Gerald Rushton, senior member of the QIS Structuring team at Macquarie Bank.
Our conversation largely revolves around commodity strategies, including thoughts on trend following, commodity carry, commodity congestion, and commodity volatility carry. Gerald argues that the latter three are particularly well suited to be paired with equity hedging strategies, and we spend quite a bit of time discussing the major design levers behind each strategy.
Gerald also provides some insight as to how QIS desks have evolved over the past decade, why he believes QIS desks can provide unique edge, and the many ways in which they can customize mandates for clients.
Please enjoy this conversation with Gerald Rushton.
117 قسمت
Manage episode 376042926 series 2359799
In this episode I speak with Gerald Rushton, senior member of the QIS Structuring team at Macquarie Bank.
Our conversation largely revolves around commodity strategies, including thoughts on trend following, commodity carry, commodity congestion, and commodity volatility carry. Gerald argues that the latter three are particularly well suited to be paired with equity hedging strategies, and we spend quite a bit of time discussing the major design levers behind each strategy.
Gerald also provides some insight as to how QIS desks have evolved over the past decade, why he believes QIS desks can provide unique edge, and the many ways in which they can customize mandates for clients.
Please enjoy this conversation with Gerald Rushton.
117 قسمت
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