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And my dad had always said, as many young kids get this advice, doctor, lawyer, accountant, engineer. We just get to focus on assets and asset riskmanagement. So earlier we were talking about assets, and then you referenced riskmanagement. I graduated college, realized I needed to get a job. RITHOLTZ: Sure.
There are about 13 different portfoliomanagers each focused on a different sub-sector. And to the credit of the portfoliomanager that I was working with Josh Fisher, we were actually up that year. You have 13 portfoliomanagers plus including you and Carl. What do you do in terms of riskmanagement?
The latest version uses the Esper engine which operates at a high speed by processing 5 lakh events per second. In addition to this, it offers other services such as portfoliomanagement, consultancy, etc. It is a Swiss company that has developed beginner-friendly algorithmic trading software.
And all these questions that I was trying to answer had direct applications to hedge fund strategies and portfoliomanagement. Another the great lesson, and I was still a global macro portfoliomanager with my own silo at SAC Capital. And at the SAC Capital, it was all about riskmanagement. VASSALOU: Yes.
BERRUGA: We think it’s a great solution for clients that are looking for two things, either income or like a riskmanagement tool to play the volatile environment that we have seen in the markets. But when you factor in, you know, legal costs, compliance, portfoliomanagement, trading, there is a lot that goes into launching an ETF.
It’s got private markets, it’s through the credit curve it has core business engines which are driven by styles. We have a million models, we have our own technology, we have our own philosophical investment ideas within each of our engines and we use tech to make us better at that. We have two quant engines. GOG, third engine.
DAVIS: It’s a long story, but originally I went to school for engineering. Got to school, realized that I wasn’t very good at mechanical drawing, which is a big part of aerospace engineering curriculum. Atika Valbrun is my project manager. Justin Milner is my audio engineer. Paris Wald is my producer.
According to the All India Survey on Higher Education (AISHE) 2017-18, management courses both in graduate level as well as post-graduate level attract a large percentage of students every year. Around 76% MBA aspirants have a graduate degree in engineering while there is also about 10-12% students from commerce background.
So at our firm, putting portfoliomanagers in front of prospects and clients, we constantly have to train them, give them presentation training. 00:22:24 [Speaker Changed] Being client portfoliomanagers. We just have to think about managing the money in the best way that we can. Sarah Livesey is my audio engineer.
And the third, the one that nobody talks about is riskmanagement. Riskmanagement. And so that’s not just, we talk about riskmanagement in terms of buying at a big discount to intrinsic value and then that gives you that capital sort of buffer. He is portfoliomanager at Orbis Holdings.
And Wall Street didn’t work out for a variety of reasons, but I ended up working sort of an adjacent industry in the portfoliomanagement software business, and really wasn’t where my passion was. They have a riskmanagement technology. How do you guys think about riskmanagement? RAMPULLA: Yeah.
00:21:11 And so the banks were originating debt to place into this C L O formation engine. Because if you’re a riskmanager at a bank and all of a sudden the reserve flow is not coming your direction anymore, you’re the expectation that is, it will go the opposite direction. And that’s what happened.
She was a partner and a portfoliomanager at Canyon Capital, a firm that runs currently about $25 billion. Even the guy you think of so highly, you know, after three hedge funds open and close, you got to wonder if there’s some riskmanagement issue there. Justin Milner is my audio engineer. RITHOLTZ: Yeah.
If you’re all interested in macro investing, trend following, commodities, currencies, fixed income, various types of quantitative strategies, and most important of all, riskmanagement, you’re going to find this conversation to be absolutely fascinating. With no further ado, my interview of GCM’s Ken Tropin.
So, first, I found the book to be quite fascinating, very in depth and you managed to take some of the more technical arcana and make it very understandable. You began as a central bank portfoliomanager in Finland. So, that relationship actually already started when I was a portfoliomanager, right? ILMANEN: Yes.
And quite frankly, myself as the CIO, I lack the confidence to go to other portfoliomanagers and say, look, my view is so strong and so right that you should get out of that country or what have you. And you know, he had this checklist mentality, which looks a lot like riskmanagement, right? Paris Wald is my producer.
So I I, I started off in that, but I mainly learned that I didn’t really wanna do investment banking because it didn’t hit on my core skillset, which was like engineering back down quantitative techniques and tools. You were a portfoliomanager, researcher head of trading, and apparently tech geek putting machines together.
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