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Thomas Rollinger of Red Rock Capital Explains the Trouble with Trend Following and Why He Likes Sortino Ratios Interview,Managed Futures,Tech / HFT,Video

Tom Rollinger

Thomas Rollinger has a unique perspective on the markets. As the managing partner and chief investment officer of Red Rock Capital, Rollinger joined the managed futures firm in March after being a long-time customer of the firm. But Rollinger also has an interesting background, as a student and colleague of Edward O. Thorp, who is also known as the “godfather of quants.” Rollinger co-developed and co-managed the systematic futures strategy which Thorp called “System X,” which was featured in Scott Patterson’s “The Quants” and well as in Jack Schwager’s book “Hedge Fund Market Wizards.” Rollinger now works alongside Red Rock’s…