Posts by Niels Kaastrup-Larsen
107 The Systematic Investor Series – September 28th, 2020
In this episode, we discuss the best & worst markets for Trend Following strategies in recent years, the benefits of trading & investing across multiple timeframes, how a combined portfolio of Trend Following & the S&P500 has been historically lucrative, the perils of a market that is stuck in a large trading range, and how…
Campbell Harvey – Global Macro Series – 19th August 2020
In today’s episode we are joined by Campbell Harvey, Professor of Finance at Duke University and Research Associate at the National Bureau of Economic Research in Cambridge, Massachusetts. Cam served as Editor of The Journal of Finance from 2006 to 2012 and as the 2016 President of the American Finance Association. He holds a Ph.D.…
What Defines A Trend Following Trader?
What defines a Trend Following trader? 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. Follow me at @TopTradersLive And please share this episode with a like-minded friend and leave an honest rating & review on iTunes so more people…
Market Trends for May 2020
We are currently in a Fourth turning and fourth turnings is when we suddenly realize that that kind of world is not meant for survival and that we suddenly need order. We want direction, we need authority and we are usually shocked into that realization by a catalyst that suddenly plunges the world into a very negative mood. Suddenly big institutions particularly individualistic market institutions no longer seem to work anymore.
Read Full PostMarket Trends for April 2020
After a nail biting month of March, April was full of surprises…and of course a “never before in history” event, when we saw Oil prices go Negative. And that is actually the point I want to emphasize this month. How many times in the past 6 weeks have we heard the words “first time in history that this has happened”? Quite a few.
Read Full PostOverrated Knowledge & The Neglect of Behavioural Finance
Daniel Crosby describes how knowledge can sometimes do very little to change Human behaviour, and so may not be as important as people think. 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. Follow me at @TopTradersLive And please…
82 The Systematic Investor Series ft Harold de Boer – April 5th, 2020
Special guest, Harold de Boer of Transtrend, joins us on the show today to discuss why the recent returns disparity among CTAs might be good for the industry, the benefits of investing in more than one Trend Following fund, if the term ‘machine learning’ should be considered as a marketing ploy, what makes a strategy…
Market Trends for March 2020
In my February update, I wrote about the three things that is usually present for a Crisis to happen (Excessive Valuations, a Trigger & Change in Investor Sentiment/Human Behaviour), but little did I know that this would be evident just 31 days later.
Last night the S&P 500 wrapped up a 12.5% drop for the month of March and 20% first-quarter tumble for the broad index…
Should You Adjust Your Position Size During A Trade?
Is increasing or reducing an existing position during a trade, something you should do? 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. Follow me at @TopTradersLive And please share this episode with a like-minded friend and leave…
Historical Data, Backtests, & Track Records
What is the optimal time frame when analysing a track record & why can seemingly correlated strategies have very different returns? 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. Follow me at @TopTradersLive And please share this…