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Why Trend Following Systems Make Money Over Time | Tushar Chande, Rho Asset Management | #6

“The reason that we in the business is because we strongly believe that there is a need for investors to have this offset capability.”

We’re back with the second part of our conversation with the Head of Research at Rho Asset Management. In this episode we discuss the details of Managing Equity Curves, Trade Length in CTA systems and how Rho achieves to get the optimal position size when entering new trades.

Thank you for visiting, now let’s continue the interview with Tushar Chande.

In This Episode, You’ll Learn:

  • HowRho creates for algorithms to decide the size of a new position
  • The difference between the models in terms of trade length
  • The trade frequency Rho Asset Management
  • About the design philosophy in creating the profile of the Altius Program

“We live in the world of randomness.”

  • Discussing the research cycle and the research reviews
  • Major findings that led to the creation of the Altius Program
  • Why trend following systems make money over time
  • How the CTA strategies will overcome challenges in the future
  • The main thing investors should take away as a benefit of investing with CTAs

“Leverage is a two edged sword so it’s very easy to get knicked.”

Sponsored by Swiss Financial Services and Saxo Bank:

Saxo Bank Sponsor of Top Traders Unplugged

“We have a breakout style system. It gives us a much better ability to manage open trade risk.”

Connect with Rho Asset Management:

Visit the Website: Rho Asset Management

E-Mail Rho Asset Management: investor@rhoam.ch

 

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