Trend Following, 5th Edition

15 Ewan Kirk

Ewan Kirk is the CEO and co-founder of Cantab Capital Partners, a systematic hedge fund based in Cambridge, England. Kirk was previously partner-in-charge of Goldman Sachs’s quantitative strategies group in Europe. His group was responsible for all of Goldman Sachs’s quantitative technology across commodities, currencies, interest rates, credit, and equities.¹

Michael:

A guy with a PhD in mathematical physics going to Goldman Sachs . . . you weren’t the guy that was living and breathing trading when you got there, were you?

Ewan:

Not at all, no. When I turned up for my first interview with Goldman Sachs in 1992, I didn’t actually know who Goldman Sachs were. I thought they were a bank but apart from that I wasn’t entirely sure. So no, I didn’t live or breathe trading, I didn’t even live or breathe quantitative finance.

The Federal Reserve is not currently forecasting a recession.

Ben Bernanke 
January 10, 2008

Michael:

They were looking for a certain type of thinker, a certain type of thinking?

Ewan:

Yes, they were looking for somebody who had some sort of mathematical background, and computer programming was also important. I say this to just about everybody that we interview, that it’s sort of useless being a mathematician, being a statistician without being able to computer-program . . . it’s like being a ­novelist who can’t write. The way that you express your views or express your ideas is through programming computers. And so I was a reasonably good ...