Podcast Appearances
Peter Kambolin on Top Traders Unplugged
Three in-depth conversations with Niels Kaastrup-Larsen about building a systematic CTA platform from scratch — the strategy, the drawdowns, the asset growth, and the lessons that only come from running the business through every market environment.
Episode 17 — Start Your Own Firm at 21?
Part 1 of 2. The founding story: from immigrant origins in Moscow to building a regulated investment firm in New York — and how a market-neutral, short-term CTA strategy took shape in response to the environment of the early 2000s.
Episode 18 — Estimating and Predicting Black Swan Events
Part 2 of 2. Inside the strategy: mean reversion, intraday seasonality, hedging dynamics, risk management through crises — and why the best time to invest with a manager is often during a drawdown, not at the high-water mark.
Episode 61 — CTAs as Portfolio Diversifiers in 2015
A short-term CTA's year in review. How events in Crimea and Russia shaped markets through 2014, the role divergence played, and the adjustments made to the models in response.
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