← CFM
What podcasts say about CFM
Every statement, with the speaker, the exact quote and the moment it was said.
What experts have said about CFM
4 statements · 4 positive
CFM has 11 people meeting biweekly to discuss unknown risks.
“we now have a point of convergence where we today have a group of, I think it's 11 people that meet every two weeks to discuss potential unknown unknowns.”
Open the episode · TTU154: Why Trend Following Isn't Crash Insurance ft. Philippe JordanListen at 12:49
CFM continuously stress-tests portfolios against five-sigma events.
“we test against Five Sigma events across the portfolio all the time.”
Open the episode · TTU154: Why Trend Following Isn't Crash Insurance ft. Philippe JordanListen at 52:37
CFM’s current trend program incorporates statistical-arbitrage and PCA insights.
“We're doing, you know, the... The advanced version 35 years later that's informed by the fact that we also run, you know, very large statistical arbitrage books that have very sophisticated PCA techniques that are deployed and other strategies.”
Open the episode · TTU154: Why Trend Following Isn't Crash Insurance ft. Philippe JordanListen at 54:28
CFM currently has substantial unused capacity in trend following.
“we also have plenty to do with the capacity that we have in trend.”
Open the episode · TTU154: Why Trend Following Isn't Crash Insurance ft. Philippe JordanListen at 56:43
Statements are attributed to the speaker as said on the episode and reflect their view at the time, not PodLume's. They are not advice.