TTU Trend Barometer
— Full details
How to Master Managed Futures
— Get the eBook

Systematic Investor

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:

00:57 – What has been on Alan's radar recently?
04:55 – Industry performance update
08:16 – Living with high public debt
20:27 – Other investors' view on the high level of debt
24:10 – How the trading of FX markets have evolved
32:58 – Do you need specialists to trade markets?
37:45 – China imposing trading restrictions?
40:36 – Where returns may go from here?
48:49 – High interest rates not beneficial for high leverage strategies?
51:05 – Inside knowledge from Paris Investor event
59:11 – Alan to host upcoming Systematic Investor episodes
01:00:29 – Thanks for listening

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:

01:07 – What has caught Nick's attention recently?
03:02 – Industry performance update
04:30 – Q1, Corey: If an investor is heavily weighed equities, are they better off with trend
following providers that don't include equities as one of the utilized asset classes
10:31 – How model portfolios can benefit from trend following
19:02 – A Changing Stock-Bond Correlation (AQR Paper)
23:50 – How structural inflation can impact the stock-bond correlation
27:46 – Illiquid alternatives and commodities as diversifiers
35:27 – Significant shifts in the asset allocation space
38:14 – Is cash better than bonds?
41:40 – Paper from Transtrend
47:15 – What really drives the absolute return in a trend following portfolio
52:23 – Network Momentum across Asset Classes (Oxford-Man Institute paper)
57:08 – Coming up 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 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:

01:20 – What has happened recently?
05:51 – Industry performance update?
07:13 – Are managed futures funds are right for replication?
13:55 – How did they test it?
17:23 – Are economies becoming less synchronised?
25:02 – How many markets are enough for replication?
29:01 – Why are people going into alternative markets?
32:58 – Have managers become more different or similar?
41:02 – Industry disruptions – how is Andrew different?
47:22 – Why CTA assets will be much higher in 10 years
54:44 – How Andrew resist making changes to his replication model
56:54 – Train wreck in hedge fund land
01:04:02 – How do multi-strat funds manage their expenses?
01:08:25 – The challenges of the industry
01:14:21 – Thanks for listening

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:

01:16 – What has caught our attention recently?
03:43 – Industry performance update
06:06 – The challenge of bias in trend following systems
13:54 – Taking the bonds out?
16:22 – Advice on trading universal parameters
19:35 – Going back to normal – a fantasy?
23:35 – Trend following – a long divergence strategy
26:31 – Are we actually in a crisis?
32:05 – Are crises becoming shorter and shorter?
36:38 – How does Katy define a crisis?
37:40 – A different understanding of trend following?
40:32 – Are there different types of crises?
45:55 – A global macro perspective
51:38 – Are bonds mispriced?
55:37 – From predictable to unpredictable inflation
59:11 – Thanks for listening

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:

02:31 – What has happened since last conversation?
08:04 – Industry perfomance update
14:08 – Q1, Correy: If an investor is heavily weighed equities, as most are, are they better off with trend following providers that don't include equities as one of the utilized asset classes?
20:06 – A deep dive into absolute momentum
30:30 – Different implementations, same results
45:47 – The role of correlation
50:56 – Calculating risk in complicated systems
01:14:10 – The weakness of the Sharpe Ratio
01:21:04 – Know your manager well
01:24:19 – Thanks for listening

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 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:

00:56 – What has caught Cem's attention recently?
03:14 – Volatility and seasonal patterns
08:27 – Industry performance update
09:34 – Is vol trading predictable?
17:15 – Why are vol spikes becoming shorter?
20:19 – Cem's take on the fourth turning
33:12 – Why is demographics so critical today?
39:04 – A tug of war between flows and macro
50:28 – A new all time high for stocks?
52:07 – Major moves in markets
01:00:58 – Too bullish too soon?
01:03:03 – Be flexible, be water
01:06:07 – Thanks for listening

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:

00:38 – Is there a best time to trade?
05:07 – What has caught Mark's attention recently?
08:36 – Industry performance update
10:01 – Will we see a change in investor behaviour?
17:04 – The benefit of cash
21:11 – Are guaranteed products making a comeback?
26:18 – The dispersion within markets
32:05 – The Ex ante and Ex post problem for quant research
39:23 – Stay open minded
43:46 – Dealing with transaction costs
56:53 – The road to robust models
01:00:37 – Thanks for listening

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:

01:30 – What has been on Alan's radar the last few weeks
03:54 – The big macro picture
12:26 – A treasury tsunami is coming
17:29 – Why has the economy stayed strong?
21:13 – A fear of Japanification
26:28 – Industry performance update
28:39 – A period of dispersion
33:36 – Calculating the return expectations
41:26 – Don't sleep on trend following
47:47 – Slow burning Minsky moments
55:22 – A conversation with Christopher Zook
01:01:18 – Charlie Munger article about diversification
01:08:34 – Thanks for listening

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:

01:36 – What has caught Nick's attention recently?
06:28 – Industry performance update
07:28 – Dynamic vs. Static positioning
17:54 – Is one better than the other?
22:35 – Summarizing on dynamic positioning
29:35 – Cross-Sectional and Time-Series Momentum: What Is the Difference?
43:57 – AQR paper on single stock factor trend
50:17 – CTA strategies inside and ETF wrapper…a good idea?
01:00:35 – Coming up 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 Andrew on Twitter and LinkedIn.

Follow Jerry 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's been on Andrew's and Jerry's radar lately?
04:38 – Industry performance update
05:43 – Lessons learned from launching Trend Following Plus Nothing
10:21 – What should the role of Trend Following be?
13:45 – New ETFs – where will the growth come from?
16:35 – The best approach to trading markets
23:37 – Staying balanced with single stocks
27:54 – Biases in Jerry's trading
30:11 – Will Jerry's correlation to equities begin to increase?
33:59 – Q1, Oliver: Why pay Jerry higher fees for being long equities?
40:02 – Will large hedge funds bring ETFs to markets?
44:08 – Are we in a hedge fund CTA fee bubble?
46:59 – Jerry's take on performance fees
52:24 – Andrew's take on performance fees
54:26 – Trend Following vs Managed Futures – 2 different things?
01:08:52 – Tax efficiency in ETFs
01:12:24 – Final thoughts

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:

02:15 – Update of the week
07:50 – Industry performance update
10:49 – Q1, Scott: Should i be concerned about adjusting portfolio weights according to the backtested sharpe ratio of my system?
18:52 – Q2.1, Andrew: Is trend following the trend following ETFs a good idea?
28:16 – Q2.2, Andrew: What is the advantage of factors of 4?
34:13 – Q2.3, Andrew: About using free backtesting systems
40:46 – Rob becoming a crypto adviser…what??
45:12 – Trading safely
52:22 – Dodgy behaviour in the crypto space
57:37 – Paper: A different point of skew
01:05:04 – Thanks for listening

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:

01:03 – An update on the Australian economy
02:50 – A global macro perspective
05:38 – Industry performance update
08:39 – A bias towards long term models?
20:28 – Emergent structures and the butterfly effect
25:08 – Something is happening at the South Pole
26:01 – Getting diversification out of highly correlated markets
39:23 – Understanding complex adaptive systems
54:05 – The stability of markets
57:17 – Applying different rules to different markets
01:00:32 – Thanks for listening

In partnership with: