Revisiting the Ripple Effects of Commodity Disruption

Barry Goodman revisits his 2022 commodity disruption thesis: AI-driven copper demand, de-dollarization, and persistent volatility across asset classes.

China: Investing in Uncertainty (Part Two)

Barry Goodman weighs China's debt, demographic and geopolitical risks against the case for keeping the country in institutional allocation sets.

China: Investing in Uncertainty

Barry Goodman on why VUCA-era China remains a compelling opportunity for systematic strategies despite the temptation of selective abstention.

Expanding Opportunity Sets in Quant

Barry Goodman on Millburn's evolution from trend-following to machine learning since 2013, the China build-out, and data as the firm's source of edge.

VUCA and The Disruption Vortex

Barry Goodman frames the post-GFC unwind as a VUCA regime—volatility, uncertainty, complexity, ambiguity—and the case for adaptive, non-linear strategies.

The Ripple Effects of Commodity Disruption

Barry Goodman on the structural commodity super cycle—energy transition, geopolitics, supply-chain fragility—and its ripple across asset classes.

Adaptability through the Pandemic: Poetry and Machine Learning

Barry Goodman and Grant Smith on how Millburn's machine learning models performed in March 2020, the manual risk overlay, and what the systems learned.

Markets evolve. Shouldn't investment strategies do the same?

Millburn on alpha decay, the OPEC-fracking inflection in crude, and why learning strategies that adapt autonomously may outlast hypothesis-based models.