Episode Details
Back to Episodes
OI25: What If Lower Volatility Is the Wrong Goal ft. Suhaimi Zainul-Abidin
Description
Moritz Seibert is joined by QuantEdge CEO Suhaimi Zainul-Abidin to explore how one of Singapore’s most successful systematic firms approaches risk, diversification and long-term compounding. Suhaimi explains why QuantEdge deliberately runs at a much higher volatility than most institutional portfolios, how the firm combines hundreds of independent risk premia across equities, bonds, commodities and insurance-linked securities, and why diversification should create room to take more risk rather than simply reduce it. They also discuss capacity, investor lockups, portfolio rebalancing and the lessons QuantEdge learned from surviving both the Global Financial Crisis and the COVID market shock.
-----
JOIN THE TREND FOLLOWING MANIFESTO BOOK LAUNCH LIST TO GET SPECIAL LOW PRICE ON OUR UPCOMING BOOK DURING THE FIRST WEEK!
-----
Follow Niels on Twitter, LinkedIn, YouTube or via the TTU website.
IT’s TRUE ? – most CIO’s read 50+ books each year – get your FREE copy of the Ultimate Guide to the Best Investment Books ever written here.
And you can get a free copy of my latest book “Ten Reasons to Add Trend Following to Your Portfolio” here.
Learn more about the Trend Barometer here.
Send your questions to info@toptradersunplugged.com
And please share this episode with a like-minded friend and leave an honest Rating & Review on iTunes or Spotify so more people can discover the podcast.
Follow Moritz on Twitter.
Follow Suhaimi on LinkedIn.
Episode TimeStamps:
03:07 - How QuantEdge grew from $3 million to nearly $8 billion
07:29 - Why QuantEdge doesn’t fit neatly into the CTA bucket
09:10 - How risk premia create returns across markets
11:20 - Systematically investing in insurance-linked securities
15:18 - Building a portfolio from hundreds of independent bets
20:32 - Why QuantEdge targets around 25% volatility
25:24 - Where the firm’s returns have actually come from
27:06 - How the strategy evolved from 50 markets to nearly 300
29:34 - How much capital can QuantEdge realistically