FX Arbitrage, Regime Change, and the Return of Classic Trend
Episode 011 is live. Rich Brennan, Jerry Parker, and Adam Havryliv are joined by Sanjeev Lakhanpal of Horizon3 Investment Management for a conversation covering January’s rare unanimity across all seven trend benchmarks, the vol-weighting vs loose pants debate, Horizon3’s market-neutral FX swap arbitrage program, and why three decades of regime change point to a return of the classic CTA environment.
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Want the theoretical foundation for why trend following works?
The Fractals of Finance: Determinism, Adaptation and the Geometry of Markets bridges complexity science with practical trading implementation. With a foreword by Jerry Parker, original Turtle Trader.
Available now on Amazon in paperback, hardcover, and Kindle.
Want a practical field manual for trading trends and capturing outliers?
The Aussie Turtles Trend Following Guide: A Field Manual for Hunting Outliers adapts the timeless principles of the original Turtle traders into a systematic, rules-based approach for modern markets. Co-authored with Adam Havryliv.
Available now on Amazon in paperback, hardcover, and Kindle.