TTU151: What Comes After 60/40? Systematic Thinking, BlackRock Style ft. Jeff Rosenberg

In this episode of Top Traders Unplugged, Niels Kaastrup-Larsen and Alan Dunn interview Jeff Rosenberg, Managing Director at BlackRock Systematic, about systematic investing, global macro views, and alternative strategies. Rosenberg discusses the shift from a pre-COVID environment of too little inflation to a post-COVID environment of too much inflation, the implications for fixed income and diversification, and the rise of systematic trend-following strategies. The conversation explores the role of ETFs in providing access to alternative diversification, the challenges and opportunities in the liquid alternatives space, and the importance of understanding the profile of uncorrelated assets. Rosenberg also touches on the concept of defensive alpha and the increasing concentration risk in public portfolios, highlighting the potential growth in liquid alternatives.