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 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
03:22 – Highlights from this week?
13:36 – Industry performance update
16:07 – AQR's latest article on managed futures
27:56 – The dual mandate and volatility “targeting”
37:55 – The private equity issue and innovation in Trend Following
43:48 – FT Article from Goldman Sachs about inflation and divergence
49:25 – How turning points impact your overall TF returns
53:17 – The 70 percent rule…and why it works for Trend Followers
56:03 – Hedgehogs vs. Foxes and drought in market liquidity
01:02:30 – Trend following vs. Momentum…can you tell the difference?
01:03:55 – “Entrepreneurs of errors”
01:06:01 – Supply, Command and End-user of commodities
01:09:02 – 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
02:36 – Review of the market action post CPI data
07:27 – Industry performance update
11:35 – Q1, Gareth: Emphasising recent performance vs. over optimisation
21:13 – Q2, Antonio: Why not use a smaller sample size?
41:45 – What does warehousing risk mean?
50:52 – Tails, you win – Analysis of Morgan Housel article
56:50 – Top 3 things that matter the most in Trend Following
01:05:58 – 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
02:02 – What happened this week?
14:20 – Trend Following update of the week
16:55 – Replicating vs. hiring managers
22:30 – Reflecting on the past months market reversals
40:36 – Why is Trend Following performing well at the moment?
48:06 – Discussing Edward Chancellor’s interview
53:06 – Zoltan Pozsar’s article on war and interest rates
58:56 – Bridgewater article on inflation and conversation with Bilal Hafeez
01:06:45 – 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
02:02 – Market overview
03:52 – Major events of the month
16:00 – The importance of narratives
19:16 – How Jerry handles equities
22:39 – Q1, Michael: How does Jerry enter a new trade after he exited his first?
25:55 – Q2, Caleb: Backtesting using continuous futures contracts
30:02 – Q3, Adam: How to use stop losses and equities inclusion
36:09 – Jerry's big reveal: “CTAs focus too much on diversification and correlation…”
45:42 – Tweet 1: Improving equity risk concentration
50:53 – Tweet 2: Diversification – a free lunch
53:01 – Tweet 3: Predictable vs. unpredictable inflation
56:55 – Tweet 4: Tractors picking out sports cars from ditches
58:57 – Tweet 5: Doing what you want is what people actually want
01:02:09 – Tweet 6: Non normal world is uncapped
01:05:01 – Replicating CTA performance at little cost…Andrew Beer style
01:21:05 – Industry performance update

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
02:43 – Recap of the major events from this week?
09:43 – Industry performance update
12:40 – Q1, Alp: How to managing Systemic Risks
32:40 – Q2, Algernond: Portfolio construction using Trend Following funds
41:05 – A global macro binary world and its impact on Trend Following
53:13 – Revival of accepting price action when it comes to investment process
01:01:18 – Moving beyond the Greenspan Put
01:04:39 – 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
02:03 – Update on recent market and economic news
08:36 – Industry Performance update
10:28 – Q1, Bruno: Why does Trend Following work?
22:57 – Q2, Elie: Doing Trend Following on Trend Following 
29:50 – Q3, Adam: How to calculate leverage for a CTA
35:43 – Q4, Mark: Complicating your system with stops & views on volatility targeting.
54:51 – Trading an ensemble of systems vs. a single system
58:44 – Using the same systems for a diversified portolio
01:06:12 – Dealing with the psychological challenges of drawdowns
01:13:22 – Comments on whether Vol or TF strategies may be best for a comming Recession
01:22:01 – 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. Read Return of the Phillips Curve & Bridgewater Paper.

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
07:49 – Industry performance update
10:50 – Q1, Matthijs: Using return stacking in portfolio construction
26:38 – Q2, Adding CPPI on top of Trend Following & using options
38:12 – Increasing uncertainty in the economy
56:13 – Building portfolios for different regimes
01:05:46 – 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
05:53 – Performance update from Rob and Niels
15:23 – Q1, Andrew: How best to use Moving Average Crossover Systems
20:40 – Q2, Greg: The downside of entering all existing positions for new accounts
24:13 – Q3, Algernond: Getting into UCITS funds at a reasonable price
28:04 – Q4, Michael: Has Rob considered refocussing on short-term trading?
44:20 – Q5, Anders: How much profit comes from long-sided trades & why? 
55:08 – Understanding the relationship between CAGR & Leverage
01:17:58 – 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 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
01:57 – Review of this weeks events
09:42 – Q1, Andre: What to expect after a good run in Trend Following returns
13:51 – Q2, Ryan: How to use Average True Range (ATR)
27:05 – Q3, David: Performance in public mutual funds vs. offshore funds
32:07 – Q4, Paul: When to switch from Initial to Trailing stop and sizing your position
39:56 – Q5, Victor: How did Jerry manage to give back 200 ATRs in TESLA?
47:17 – Q6, Victor: How to Allocate your Risk Budget to avoid running out of cash?
53:41 – The different meatnings of “Alts” when it comes to investing
01:02:04 – Commodity Super Cycles – a false narrative?
01:09:51 – How Trend Following adapts to ever chaning market regimes
01:13:02 – What to expect from Trend Following in the long run
01:18:37 – Industry performance update

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
02:33 – Weekly overview
13:24 – Q1, Kyle: How to adjust position size, when adding capital
25:12 – The Great Repricing of Risk…and what this mean for you as an investor
35:25 – The different effects of large market shocks vs. many mini shocks
44:33 – What the future holds and if it will resemble the 1940s or the 1970s
51:44 – Losing confidence in Central Banks…the Micro and Macro impact
01:02:32 – Long term vs short term strategies…which will perform best in a volatile world?
01:11:50 – Industry performance update

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
03:14 – Market recap
05:51 – What has caught Rob’s attention recently?
13:35 – Q1, Ben: Going Full-Time a a Trend Follow – How much capital do I need?
22:16 – Q2, Gambit: Should I add a Mean Reversion & Spread Trading model?
31:47 – Q3, Younggotti: Alternative assets and markets – do they help?
36:44 – Q4, FluffyDunny: How to best avoid False Breakouts
39:36 – Q5, Mendel: How to select your universe of stocks to trade
44:37 – AHL Paper: Gaining Momentum – Where Next for Trend Following?
01:07:22 – Bloomberg article
01:10:00 – Industry performance update

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
02:24 – Weekly highlights
09:24 – Q1, John: Risk Management & Calculating stops
13:31 – Q2, Abe: Outliers, esoteric markets…do we need them?
20:53 – Q3, Zach: How to keep following your rules in difficult times?
31:41 – Q4, Troy: How big is the Funds Management industry?
35:54 – Q5, Adam: Allocating to external TF Funds, using Filters & much more
01:05:47 – The Unique side of the TTU Trend Following Index
01:19:03 – Industry Performance update