Rob Carver is back this week speaking with Alan Dunne about constructing and assessing trend following and non-trend following trading strategies. We delve into mean reversion strategies and over what time frames they might be effective and what are the pitfalls in trying to combine trend following with mean reversion. We also discuss the theory and reality of the benefits of faster trend following, Rob’s experience of this and his approach avoiding over-fitting when constructing trading strategies. We wrap up with some thoughts on AHL’s Trend ETF and how a strategy trading 20 markets might perform versus a more diversified program.
-----
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.
Follow Alan on LinkedIn.
Episode TimeStamps:
02:00 - Update on recent events?
09:13 - Industry performance update
09:38 - Why is it going so well for Rob?
12:15 - The ongoing debate on term premia
17:40 - Returns in bonds versus equities
21:13 - Q1, Andrej: What's your take on systematic strategies complimenting trend?
35:22 - Q2, Harry: Can you speak about the lure of high frequency strategies for traders with modest capital?
40:46 - The challenges of fast trend following
42:15 - Trading with different account sizes
45:07 - Q3, Ravi: Techniques to prevent overfitting of a strategy
51:45 - Using boot strapping
52:42 - Q4.1, Tommy: What's your take on the AHL trend ETF?
59:20 - Q4.2, Tommy: Which scenarios do you expect equities and trend to be highly correlated?
01:01:12 - Thanks for listening
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
SI261: The Biggest Story in Asset Allocation ft. Nick Baltas
GM49: Unveiling the Power of Confidence ft. Peter Atwater
SI260: The Voldemort of the Asset Management Business ft. Andrew Beer
GAL05: Pumping the BRICS Agenda & Hidden Risks ft. Nelson Rangel
SI259: Trend Following & the New Normal ft. Katy Kaminski
GM48: Resilient Growth BUT Economic Downturn Ahead ft. Chen Zhao
SI258: Absolute Momentum in a Chaotic Environment ft. Richard Brennan
IL20: How to Survive the Current Fourth Turning ft. Neil Howe
SI257: Preparing for a Volatile Future ft. Cem Karsan
GM47: Is the Economy Actually Doing Better Than Expected? ft. Peter Berezin
SI256: Investor Behaviour & the How to Deal with Transaction Costs ft. Mark Rzepczynski
IL19: Revolutionary Technology & the Coming Economic Boom ft. Mark P. Mills
SI255: A Treasury Tsunami & Slow Burning Minsky Moments ft. Alan Dunne
GAL04: Expanding Your Consciousness and Reality ft. Mark Gober
TTU145: All In on Trend Following ft. Jerry Parker, Founder of Chesapeake Capital
SI254: Does Trend Following Single Stocks Make Sense? ft. Nick Baltas
ALO15: Exploring Today's Investment Opportunities ft. Christopher Zook
SI253: A New Trend Following ETF is Born ft. Andrew Beer & Jerry Parker
GAL03: Global Conflicts and the Trajectory of Humanity ft. Dr. Paul Sullivan
SI252: From Crypto Sceptic to Crypto Adviser ft. Rob Carver
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