This week, Rob Carver joins us to uncover his process of choosing which instruments to trade and how to manage the volatility of these. We also discuss how time frames affect position sizing and the ability to get reasonable exposure to a market as well as how you manage your expenses as a full time systematic trader. We round off our conversation with a deep dive into the latest paper from Man Institute to find out if different regimes exist in reality or just in hindsight. The paper uncovers if investors can reliably profit from correctly identifying them and if so, how? And how various types of investing have performed through different regimes, including Trend Following.
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Episode TimeStamps:
02:26 - What has been on our radar recently?
06:31 - Industry performance update
13:41 - Q1.0, Matthijs: Assuming that the trading costs are not a problem for some low-vol instrument, then how can we decide whether/how to still safely include the instrument in our portfolio?
23:50 - Q1.1 Matthijs: How do we distinguish between benign naturally low-vol instruments and disasters waiting to happen due to artificially dampened volatility?
26:18 - Q2, Ben: If I can trade markets like sugar or OJ on 20-day breakouts, is it reasonable to do so or is that quote-unquote too fast?
32:08 - Q3, Emil: As a full time systematic trader, how do you manage your expenses, with up and down months/years?
43:09 - Discussing latest Man Institute paper on regime based investing
50:37 - A win for trend following
59:32 - Does it matter if the Fed is tightening?
01:01:53 - The Impact of Contango vs. Backwardation
01:09:57 - Thanks for listening
Resources discussed in this Episode:
Copyright © 2023 – CMC AG – All Rights Reserved
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PLUS: Whenever you're ready... here are 3 ways I can help you in your investment Journey:
1. eBooks that cover key topics that you need to know about
In my eBooks, I put together some key discoveries and things I have learnt during the more than 3 decades I have worked in the Trend Following industry, which I hope you will find useful. Click Here
2. Daily Trend Barometer and Market Score
One of the things I’m really proud of, is the fact that I have managed to published the Trend Barometer and Market Score each day for more than a decade...as these tools are really good at describing the environment for trend following managers as well as giving insights into the general positioning of a trend following strategy! Click Here
3. Other Resources that can help you
And if you are hungry for more useful resources from the trend following world...check out some precious resources that I have found over the years to be really valuable. Click Here
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Disclaimer
SI222: Trend Following vs Tail Hedging to Protect Your Portfolio ft. Rob Carver
GM30: The Era of Weather Volatility ft. Shawn Hackett
SI221: Will 2023 be another Trend Following Year? ft. Alan Dunne
ALO12: How to Invest like a Private Bank ft. Shannon Saccocia
SI220: Is It Too Late for Trend Following? ft. Mark Rzepczynski
GM29: What if the World isn't Ending? ft. Marko Papic
SI219: The Impact of Secular Inflation ft. Cem Karsan
GM28: Draught, Deflation, Default & Global Depression ft. Simon Hunt
SI218: Trend Following to the Rescue ft. Richard Brennan
TTU121: Trend Following... from Optional to Essential ft. Nick Baltas
SI217: Finding the Optimal Trend Following Allocation ft. Rob Carver
GM27: Central Banks were Warned about their Failed Policies ft. William White
SI216: A New Era for Trend Following? ft. Alan Dunne
GM26: Out with the FED Put & In with the OIL Put ft. Adam Rozencwajg
SI215: Trend Following vs Volatility to Protect Your Portfolio ft. Cem Karsan
IL09: The Money Revolution...Rethinking Economic Growth ft. Richard Duncan
SI214: Trend Following & CTA Replication ft. Andrew Beer
IL08: Why The Best Quitters Win ft. Annie Duke
SI213: Trend Following Records are being set in 2022? ft. Richard Brennan
GM25: A realtime account of going through "hell" in the markets ft. Michael Gayed
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