This week we spoke with Glen Burella, PhD, Vice President, Business Development at Abbey Capital (US). Glen previously worked on the investment research side of Abbey Capital having a background in quantum computing and a theoretical physics PHD.

 

Our conversation with Glen covered the following themes:

 

  • The incredible combination of stocks and trend following
  • Glen’s attraction to science and math
  • A glimpse inside a PhD in quantum physics
  • First days at a new quant firm
  • Behind the scenes at Abbey Capital’s research division
  • Launching new products and taking business risk
  • Abbey Capital’s focus on multi-manager portfolios
  • Why multi-manager instead of single ensemble?
  • Dealing with performance fees in a multi-manager portfolio
  • Segregated accounts vs trade netting
  • Selecting managers and assembling portfolios
  • The role of CTAs in institutional mandates
  • How CTAs are an optimal solution for the coming inflation volatility regime

 

Thank you for watching and listening. See you next week.

 

This is “ReSolve’s Riffs” – live on YouTube every Friday afternoon to debate the most relevant investment topics of the day, hosted by Adam Butler, Mike Philbrick and Rodrigo Gordillo of ReSolve Global* and Richard Laterman of ReSolve Asset Management.

 

*ReSolve Global refers to ReSolve Asset Management SEZC (Cayman) which is registered with the Commodity Futures Trading Commission as a commodity trading advisor and commodity pool operator. This registration is administered through the National Futures Association (“NFA”). Further, ReSolve Global is a registered person with the Cayman Islands Monetary Authority.

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