TTU Trend Barometer
— Full details
Trend Following: Is it for you?
— 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 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:

00:00 – Intro
02:26 – What happened this week?
11:32 – Industry performance update
15:41 – Q1, Daniel: Tight or loose pants for different lookback periods
22:52 – Q2, Henrik: Trade-offs between different position sizing schemes
34:51 – Trading opportunities that uncertainty brings
48:02 – Why is trend following so great in times of uncertainty?
01:17:49 – 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 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:

00:00 – Intro
02:58 – What happened this week?
11:36 – Industry performance update
13:27 – Status on Rob’s book
14:38 – Q1, Simon: What is the shortest term that Rob has looked at in trend following / momentum?
25:26 – Q2, Matthew: Relationship between UCITS fund's lower vol and Trend Following allocation? & Advice for small investors
32:20 – Comment, Mark: Confusing asset classes and trading strategies
39:22 – Q3, Toby: About building mean reversing systems
40:58 – Q4, Zach: How to approach holding periods and rolling costs?
43:22 – Q5, Anis: Cash equities vs. futures for trend following?
46.29 – Rob’s take on hedge fund replication
01:00:18 – Trend Following – How much is enough?
01:06:42 – Announcement

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:

00:00 – Intro
01:58 – Summary of the week
07:51 – Industry performance update
15:38 – The optimal allocation
24:42 – Trend Following the most consistent part of the portfolio 
37:22 – Are we moving into a new era?
47:37 – Reflecting on the conversation with William White
52:29 – Unforeseen consequences of QE
55:40 – 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:

00:00 – Intro
01:28 – What happened this week?
08:37 – Industry performance update
10:30 – Discussing an article from EQD
18:49 – Going into unknown territory
23:55 – Is liquidity becoming a problem?
35:26 – Volatility strategies vs. Trend Following
43:15 – The strength of the U.S. Dollar
51:26 – Alternative markets…could liquidity be drying out? 
56:35 – What happens when inflation is so high?
01:01:48 – 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 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:

00:00 – Intro
01:57 – This week in Trend Following?
06:38 – Industry performance update
08:34 – A bit of background to Andrew and his work
15:12 – The mechanics of their replication strategy
20:20 – Getting correlation right…is that enough?
34:25 – What about flat periods?
41:19 – What is the hardest pard of what you do?
44:29 – Q1, Brian: Is there any tax advantages to your strategy?
46:01 – Q2, Jerry: What does your investor base look like?
53:19 – Are cryptocurrencies part of your universe?
57:16 – Q3, Jerry: How is the price of the ETF made up?
59:24 – Q4, Mike: Will capacity become an issue at a certain level of AUM like it does for traditional CTA strategies?
01:04:17 – Q5: Thoughts on CTAs being an essential part of a portfolio?
01:20:39 – Crisis Alpha
01:30:00 – Bringing value to investors
01:32:09 – Can you replicate a single manager?
01:44:14 – Will the current inflows mean that the CTA industry will reach capacity?
01:48:22 – 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:

00:00 – Intro
02:15 – What happened this week?
07:22 – Strongest year for Trend Following?
14:37 – Industry performance update
18:12 – Q1, Josh: Tips for using ATR-based stop loss
29:18 – Methods for identifying trends
47:39 – Fishing for trends
53:37 – Short term vs. long term look-back periods
57:47 – Are all investors trend followers?
01:09:58 – 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:

00:00 – Intro
01:52 – Summary of the week
08:34 – Industry performance update
09:54 – Reflecting on the month of September
14:38 – Why do we see trends in markets?
24:12 – Soft, Hard or No landing?
31:45 – Are we still in a commodity super cycle?
40:39 – Key takeaways from Alan’s road trip
48:46 – Article from Wall Street Journal on the UK Pension Fund debacle
56:27 – 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:

00:00 – Intro
02:23 – Key Events from this week
11:15 – Industry performance update
16:25 – Q1, Matthew: The potential risks for trend funds in a global reset event?
25:18 – Research paper from UBS about CTAs and quant strategies
39:55 – Digging into the global fixed income markets
44:44 – Strong US Dollar and intervention in the Yen market
49:29 – Is the panic yet to come?
55:02 – Closure and dealing with uncertainty
01:03:15 – 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 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:

00:00 – Intro
03:52 – Key takeaways from the week?
15:35 – What does the future hold for interest rates and inflation?
22:52 – Industry performance update
25:52 – Q1, Joakim: Does dynamic optimisation in itself make more markets tradable?
32:21 – Q1, Follow-up: About adding “non-tradable” markets
35:39 – Q2, Kristen: Futures markets and Rob’s classification approach 
43:15 – Q3, Kristoffer: How to treat CTAs? And deciding between allocating to investment
grade corporate bonds or high yield bonds
49:46 – Q4, Elie: Book recommendations for relevant statistical concepts + why not build a trend following portfolio of single stocks which are optimized for low correlation?
57:15 – Q4, Follow-up: About determining distance in a continuous MA crossover system
01:02:11: – Q5, Douggie: What is the capacity of a strategy?
01:09:04 – Q6, Adam: About running multiple different systems together and splitting risk
01:13:17 – Q7, Michael: What’s behind Rob’s low trailing vol?
01:14:16 – Q8, “Toby” (Rob): Can you (Rob) explain your new book?
01:21:39 – 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 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:

00:00 – Intro
02:26 – The stark warning from Niall Ferguson
07:01 – What happened this week?
10:35 – Industry performance update
12:47 – Q1, Irwin: Turtle trading and the use of ATR for position sizing
23:19 – The relationship between trailing stop and volatility
32:45 – Simplicity and sticking to your model
39:32 – Is the 60/40 portfolio dying?
53:31 – The principle of return stacking
01:04:52 – 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:

00:00 – Intro
02:01 – Summary of the week
09:44 – Industry performance update
11:46 – Reflecting on the month of August
16:13 – Alan’s perspective on the Cliff Asness article
28:01 – The undisputed benefits of Trend Following
38:00 – Key takeaways from Jackson Hole
46:00 – Comment from BIS
49:45 – Are we leaving the 2% inflation target?
53:54 – Lessons from the Volcker tightening cycle
01:00:20 – Latest piece from Jeremy Grantham
01:04:23 – 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 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:

00:00 – Intro
02:51 – Summary of the week
08:35 – Industry performance update
12:21 – Discussion about CTA/Managed futures replication strategies
26:19 – Aligning incentives as a manager
33:28 – Aspect article in Hedge Fund Journal
46:47 – Article by Cliff Asness on Pure Trend Following
51:33 – Crisis Alpha vs the Perfect Portfolio
01:03:40 – Article by Morgan Housel on following Core Principles
01:11:15 – Confidence vs. Ability
01:14:33 – Coming up next week