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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.…

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.

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Market 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.

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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…

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Market Trends for February 2020

Last Sunday as I was sitting on a train headed for Geneva to attend a few meetings, many global equity markets had just finished the week at or close to new highs. After a day in Geneva, and a quick return to see the family, my plan was to jump on another train to Milan for another two days of meetings. BUT Sunday night I spoke to a friend of mine who said, “Have you seen what is going on in Northern Italy, with the coronavirus?”

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77 The Systematic Investor Series – March 1st, 2020

After the quickest 10% correction straight from an all-time-high in stock market history last week, we discuss how human emotions & behaviours played their part, the threat of the coronavirus and its effect on world economies, why a week is too short a time to judge if CTAs are providing ‘crisis alpha’, and why short-term…

76 The Systematic Investor Series – February 24th, 2020

In today’s episode, we discuss whether attempting to trade every market at the same time may hinder any conviction necessary for above-average returns, as well as debate the difference between a portfolio with plenty of trades across lots of different markets versus one with less positions among fewer markets.  We also cover the Hedge Fund…

Market Trends for January 2020

I could hardly believe my eyes when I sat down to write this update, only to find that despite geopolitical tensions following the killing of a top Iranian General and the outbreak of the Coronavirus, the Trend Barometer had not changed from December 31 to January 31.

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