TTU133: How to deliver Convexity ft. Nigol Koulajian & Mike Harris of Quest Partners

Today, we are joined by Nigol Koulajian and Mike Harris from Quest Partners, for a conversation on how they use a research driven, quantitative and systematic trading approach to generate alpha. We discuss how they generate convexity and why they have chosen to focus on short-term time frames, why they believe some investors have become too focused on Sharpe and how they use trend following and crowding in their process. We also discuss how they use an adaptive learning technique to understand markets whilst being aware of the dangers of machine learning, the power and importance of data and the potential risks of replicating managers, why liquidity is dynamic and very unpredictable and much more.

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Learn more about Quest Partners.

Episode Timestamps:

02:08 - Introduction to Quest Partners

03:34 - Their investment philosophy

07:35 - A structural change in markets

15:04 - Too focused on Sharpe?

20:55 - Creating momentum

24:18 - A move toward multi-strat?

37:35 - Managing the crowd

39:13 - The persistency of market environments

41:45 - A type of machine learning?

44:12 - The source of opportunities

48:34 - The "D" word

53:30 - Thoughts on CTA replication

01:00:12 - Being a short term manager

01:02:30 - Liquidity issues and changes in markets

01:09:15 - Trend following disagreements

01:12:46 - Expectations for 2023

01:14:15 - Thanks for listening

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