TTU Trend Barometer
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Trend Following: Is it for you?
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Systematic Investor

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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.

Learn more about the Trend Barometer here.

Send your questions to info@toptradersunplugged.com

Follow Niels on Twitter, LinkedIn and YouTube.

Follow Richard on Twitter.

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.

Episode TimeStamps:

00:40 – Our thoughts go to Florida
03:39 – A rough time for trend following
08:39 – Industry performance update
12:14 – Q1, Shahar: Regarding using long only trend following as an overlay to broad market ETFs
23:38 – Applying Warren Buffett's philosophy to trend following
32:33 – Setting limits in your trade following strategy
40:47 – What complex adaptive system can teach us about trend following01:06:22 – What is up for next week?

by

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.

Learn more about the Trend Barometer here.

Send your questions to info@toptradersunplugged.com

Follow Niels on Twitter, LinkedIn and YouTube.

Follow Nick on LinkedIn.

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.

Episode TimeStamps:

01:28 – What has caught our attention recently?
07:37 – Industry performance update
09:02 – Reflecting on August and September
12:25 – The reversal of the short fixed income trade
17:31 – The death of short-term trend following?
21:32 – Finding the right trading speed
24:15 – Out-performing is a long game
27:47 – Its time to move direction
29:53 – Can CTA's forecast risk and returns?
33:45 – Evaluating models over a long time
39:24 – Baltas' thoughts on correlation forecasting
42:26 – Pairing risk parity and trend following
48:25 – A dangerous game
51:35 – How much should you allocate to trend following?
01:01:06 – Is the benchmark changing?

by

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.

Learn more about the Trend Barometer here.

Send your questions to info@toptradersunplugged.com

Follow Niels on Twitter, LinkedIn and YouTube.

Follow Cem on Twitter.

Follow Alan on Twitter.

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.

Episode TimeStamps:

01:17 – Industry performance update
05:36 – Seasonality in markets
17:49 – Are China losing the ability to protect their assets?
21:44 – A dangerous path for Chinese assets
25:36 – A structural downtrend in inflation?
35:30 – Is the market looking through the rate cuts?
39:37 – Trump vs. Harris – how will it impact markets?
46:19 – A global conflict perspective
50:40 – How the election might impact commodities
52:06 – Migration policy and its effect on inflation
53:57 – How markets might trade right after the election is over
57:13 – Dangerous periods ahead?

by

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.

Learn more about the Trend Barometer here.

Send your questions to info@toptradersunplugged.com

Follow Niels on Twitter, LinkedIn and YouTube.

Follow Mark on Twitter.

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.

Episode TimeStamps:

01:03 – What has caught our attention recently?
04:18 – Industry performance update
09:58 – Who is responsible for the rise of carry?
16:30 – The markets are the real voting machine
18:34 – Reviewing Powell's speech
23:39 – The KuU framework
29:13 – The difference between AI generated and human-made forecasts
38:15 – The flaws of systematic managers
47:05 – Working with the 3 C's
57:13 – “What was it like to be in a bear market?”
01:01:42 – The pros and cons of buying an index

by

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.

Learn more about the Trend Barometer here.

Send your questions to info@toptradersunplugged.com

Follow Niels on Twitter, LinkedIn and YouTube.

Follow Alan on Twitter.

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.

Episode TimeStamps:

00:42 – What has caught our attention recently?
05:04 – Draghi's vision for Europe
08:09 – Keneth Rogoff's outlook for inflation
14:02 – Clients withdrawing money from multi-strat funds
19:58 – The big macro picture
27:33 – Is monetary policy still loose?
29:11 – Industry performance update (Finally!)
34:11 – The carry unwind
41:20 – Are people underestimating trend following?
44:51 – Are markets becoming less efficient?
48:30 – Why higher volatility funds may be good for your portfolio
56:52 – A historical perspective on volatility

by

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.

Learn more about the Trend Barometer here.

Send your questions to info@toptradersunplugged.com

Follow Niels on Twitter, LinkedIn and YouTube.

Follow Rob on Twitter.

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.

Episode TimeStamps:

01:18 – What has caught our attention recently?
02:59 – How it feels to let your system run without you during holidays?
10:45 – Industry performance update
14:30 – Q1, Luis: What are your thoughts on Macro Momentum for retail traders?
21:00 – Q2, Roman: How to best target portfolio volatility
24:24 – Q3, Joshua: Which risk manament approach is best ATRs vs actual % of capital
31:22 – Would a Bitcoin strategic reserve be a good idea?
39:05 – A deep dive into ETFs
48:52 – An example of a worst case scenario ETF
53:13 – Can't we just buy a CTA index?
59:29 – The best way to think about indices
01:07:41 – Turning a backtest into an index

by

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.

Learn more about the Trend Barometer here.

Send your questions to info@toptradersunplugged.com

Follow Niels on Twitter, LinkedIn and YouTube.

Follow Andrew on Twitter and LinkedIn.

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.

Episode TimeStamps:

00:49 – What has been on our radar recently?
04:17 – Industry performance update
08:07 – Just another August?
12:35 – Q1, Martin: How to reduce drawdowns in the managed futures ETF space?
14:54 – Has replication become obsolete?
25:14 – Andrew's guidelines for correlation
31:56 – Staying in sync
35:47 – How to deal with the simplicity of replication strategies
43:42 – A world premiere!
51:05 – An index madness
53:05 – Beware of the shiny new things
56:02 – How the new index works

by

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.

Learn more about the Trend Barometer here.

Send your questions to info@toptradersunplugged.com

Follow Niels on Twitter, LinkedIn and YouTube.

Follow Richard on Twitter.

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.

Episode TimeStamps:

01:01 – What has been on our radar recently?
04:43 – What can trend followers learn from airplane turbulence?
11:48 – Industry performance update
18:24 – The limitations and pitfalls of relying solely on backtesting
33:42 – Advice for using in- and out-of-sample data
36:31 – How collective trader behaviour influences price movement
48:03 – How cocoa is the perfect example of investor behaviour and price movement
52:47 – Why highly correlated assets may still be beneficial to your portfolio

by

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.

Learn more about the Trend Barometer here.

Send your questions to info@toptradersunplugged.com

Follow Niels on Twitter, LinkedIn and YouTube.

Follow Katy on LinkedIn.

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.

Episode TimeStamps:

00:47 – What has been on our radar recently?
02:15 – Have investors internalized the new Divergent economies & policies?
05:37 – Are investors mistaking convergence for divergence and vice versa?
08:57 – Industry performance update
17:19 – Connecting the dots
23:35 – Bonds – Why are they Behaving Badly?
27:59 – Conditional return distribution – what and why?
30:04 – Alternative markets and the 60/40 struggle
35:29 – The role of crisis alpha and a discussion on speed
42:42 – Thoughts on carry in the CTA industry
47:29 – Did the VIX really hit 65?
55:34 – Sticking to the process

by

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.

Learn more about the Trend Barometer here.

Send your questions to info@toptradersunplugged.com

Follow Niels on Twitter, LinkedIn and YouTube.

Follow Nick on LinkedIn.

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.

Episode TimeStamps:

01:45 – What has been on our radar recently?
03:49 – Industry performance update
05:37 – An eventful week
11:22 – Putting the market rotations into context
18:58 – How have trend following strategies started to change recently?
26:40 – How trend following performs according to data
29:03 – How Baltas view the difference between dynamic and static position sizing?
34:07 – Has the perception of speed shifted after this week?
45:07 – How does this period compare to previous periods with market shocks?
50:17 – Zero day options – part of the problem?
54:58 – The evolution of risk management
01:02:10 – A recap of this week's headlines

by

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.

Learn more about the Trend Barometer here.

Send your questions to info@toptradersunplugged.com

Follow Niels on Twitter, LinkedIn and YouTube.

Follow Cem on Twitter.

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.

Episode TimeStamps:

01:44 – What has been on our radar recently?
03:38 – A surprise question for Cem
06:26 – Industry performance update
08:59 – How are volatility strategies doing in general in 2024?
14:59 – Suggestions for which volatility indices to use
16:35 – Q1, Zach: How would someone use a systematic trading system to purchase and sell put options?
20:12 – Q2, Rick: With all the talk about USD and rates, does anyone have a view on how a possible unwind of the USD/Yen carry trade could impact markets? DO we know the size of this?
24:19 – Trump 2.0 – better, faster, stronger?
34:30 – An unfathomable situation
38:38 – The mechanisms behind market moves
47:14 – More conflict incoming?
50:37 – What causes stress in the financial systems?
01:01:50 – The wobble is happening
01:05:51 – What is up for next week?

by

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.

Learn more about the Trend Barometer here.

Send your questions to info@toptradersunplugged.com

Follow Niels on Twitter, LinkedIn and YouTube.

Follow Mark on Twitter.

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.

Episode TimeStamps:

00:54 – If trend following was an Olympic sport, which one would it be?
03:17 – What has been on our radar recently?
06:20 – Bills = money?
09:59 – A declining concern for rising rates and inflation?
13:38 – Industry performance update
16:01 – Q1, Philippe: When to remove an asset as a trend follower??
26:10 – “I've never seen a bad backtest”
31:56 – Simplicity vs. complexity
35:26 – Stocks or bonds – what should you prefer?
40:18 – Why you should have trend following in your portfolio
48:50 – How to assess true macro economic risk
53:33 – Machine learning and AI in systematic trading
01:00:22 – The hot hand fallacy

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