Aug 29, 2022
In this episode I speak with Kevin Cole, CEO and CIO of Campbell & Company.
In the first half of the conversation, we discuss Campbell’s flagship systematic multi-strategy program. We cover topics including trend-following versus multi-strategy, the taxonomy of alpha signals, the concept of edge when you’re running hundreds of models, the process for introducing and sunsetting signals, and risk management.
With such a strong focus on quantitative research, we spend the latter half of the conversation discussing how Campbell organizes its research team and process. Kevin explains how the team is organized and how the agenda is set. He also introduces the management process they’ve adopted called “Pulse,” providing the framework for which the team operates.
Please enjoy my conversation with Kevin Cole.