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.
-----
EXCEPTIONAL RESOURCE: Find Out How to Build a Safer & Better Performing Portfolio using this FREE NEW Portfolio Builder Tool
-----
Follow Niels on Twitter, LinkedIn, YouTube or via the TTU website.
IT’s TRUE ? – most CIO’s read 50+ books each year – get your FREE copy of the Ultimate Guide to the Best Investment Books ever written here.
And you can get a free copy of my latest book “The Many Flavors of Trend Following” here.
Learn more about the Trend Barometer here.
Send your questions to info@toptradersunplugged.com
And please share this episode with a like-minded friend and leave an honest Rating & Review on iTunes or Spotify so more people can discover the podcast.
Follow Rob on Twitter.
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
----
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
Privacy Policy
Disclaimer
TTU146: The value of Unpredictable Alpha ft. Anthony Todd
SI290: Honey, I Shrunk the Trend Following ft. Andrew Beer
ALO22: Finding an Absolute Return Solution for a C$11BN Pension Plan ft. Christophe L'Ahelec
SI289: Kahneman, Trend Following & Cocoa ft. Mark Rzepczynski
OI07: The Evolution of Short-Term Trading ft. Tony Kaiser
SI288: Why Investors are Under-Allocating to Trend Following? ft. Alan Dunne
OI6: A Fundamental Approach to Commodities ft. Ricardo Leiman & Pedro Marion
SI287: No Pain, No Gain ft. Katy Kaminski
GM58: Electric Dreams and Commodity Market Realities ft. Tor Svelland
IL24: Our Chance to Build a Sustainable Future ft. Hannah Ritchie
SI285: Elections Ahead & What this Mean for Investors ft. Cem Karsan
ALO21: How to Run a Multi-Billion Dollar Sovereign Fund ft. Peter Madsen
SI284: Choosing Your Trend Following Battles ft. Nick Baltas
OI05: Is Trading Fewer Markets Actually Better? ft. Richard Liddle & Gareth Abbot
SI283: How to Beat the Benchmarks ft. Richard Brennan
GM57: Navigating the Next Decade ft. Kiril Sokoloff
SI282: Rethinking Bonds: the Changing Role of Fixed Income ft. Andrew Beer
GM56: Structural Shifts - A Threat to the Economy? ft. Frances Donald
SI281: More Markets = Better Performance? ft. Mark Rzepczynski
Create your
podcast in
minutes
It is Free
The emPOWERed Half Hour
U.S Property Podcast
Aligned Money Show
Dubai Property Podcast
The Ramsey Show
The Clark Howard Podcast