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122 Systematic Investor Series ft Robert Carver – January 10th, 2021

We’re joined today by Rob Carver to discuss how quant managers compared to discretionary managers in 2020, Winton Capital’s underperformance and resulting loss of AUM, the pressure for successful Trend Following firms to expand into different investment styles, why March & December 2020 were generally the best for Trend Followers despite being so different, how a portfolio combining a few historically successful Trend Following firms has proven to be a very potent investment strategy, navigating negative interest rate environments, how to look at Sharpe Ratios effectively, and how to calculate the ‘Serenity Ratio’ of various strategies.

If you would like to leave us a voicemail to play on the show, you can do so here.

Check out our Global Macro series here.

Learn more about the Trend Barometer here.

IT's TRUE 👀 - most CIO's read 50+ books each year - get your 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.

Send your questions to info@toptradersunplugged.com

Follow Niels & Rob on Twitter:

@TopTradersLive  & @InvestingIdiocy

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Top Traders Unplugged wins award for ‘Best Trading Podcast’ and features among the ‘Top 20 Best Investing Podcasts in 2020’ by The Investors Podcast 🏆

Episode Summary

0:00 - Intro
3:07 - Macro recap from Niels
3:59 - Weekly review of returns
47:20 - Q1; Michael: How many truly diversifying instruments are there, globally?
54:42 - Q2; Bruno: As a futures trader, how do you recommend I manage the cash part of my portfolio?
1:02:30 - Q3; Kyle: What are your thoughts on scaling in and out of positions?
1:08:46 - Q4; Craig: How can Trend Following take advantage of a ‘risk aversion’ environment?
1:14:37 - Performance recap
1:08:45 - Recommended listening or reading this week: Matt Levine's articles Bloomberg, The RInger Podcast: 'Gamblers' & Tim Harford's Cautionary Tales Podcast on the COVID Vaccine

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