Had a chance to catch up with Jeff Eizenberg after he took a client to visit 2100 Xenon’s Chicago office. They’ve got a great space set-up on West Erie, and the program’s set-up is pretty impressive as well. Jay Feuerstein heads up the program, and as of this year, has been trading 31 years. They’ve been working actively on the development of a new model that relies on momentum dispersion. It’s been active for about seven months now, and we’re excited to see what it can do.

If you’re asking Jay what the secret to success in developing managed futures model development, he’s more than willing to comment.

“If you’re going to trade, trade for a reason,” he said. “You can build a great quant model, but if you don’t understand why it works or does not, how do you know when to bench a model?”

In his mind, if you want to stay in business in this industry, you have to innovate, advance, or become a dinosaur. This perspective has shaped the development of their program. They’ve added a new momentum dispersion model that works off of spreads, and have had it active for seven months. They’re careful about risk, and assume moving forward that worst that can happen will. They also know the value of keeping your office in competitive shape. They, in our opinion, have a world class infrastructure in place, which helps them keep their edge.

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