In this episode, Martin Kallström, CEO of Sweden-based systematic hedge fund Lynx Asset Management, is in conversation with Eloise Goulder, head of the Data Assets & Alpha Group at J.P. Morgan. Together, they explore the evolution of trend-following strategies, the drivers of long-term alpha in trend and the value of trend within a wider portfolio context. They also discuss what sets Lynx apart from other systematic hedge funds, as well as the opportunities AI tools, including LLMs, present for quant managers.

This episode was recorded on September 15, 2025.

Shownotes:

Systematic investing with Martin Lueck, co-founder, Aspect Capital

Trend-following in Alternative Markets with David Denison, Deputy CIO, Florin Court

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Trading Insights: Exploring trend-following strategies with Lynx’s CEO

Making Sense

Trading Insights: Exploring trend-following strategies with Lynx’s CEO