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 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:

00:13 – Introduction to Systematic Investing
10:52 – Global Macro Picture: All Roads Lead to Higher Yields
17:26 – The Evolution of Economic Policy and Debt Dynamics
29:55 – The Influence of Economic Policies on Inflation and Growth
40:13 – Market Trends and Investor Sentiment Survey
45:08 – Navigating Market Expectations and Historical Trends
59:34 – The Importance of Diversification in Investment Strategies

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:

00:13 – What Caught our Attention
04:16 – The Impact of Supply Chains on Global Trade
08:51 – The Complexities of Trust in Economics
17:45 – Understanding Trend Following in Financial Markets
27:18 – The Age of Uncertainty
32:51 – Understanding Market Uncertainty
36:52 – More than One Type of Uncertainty
49:53 – The Fallout of Trend Following
01:01:22 – The Dynamics of Safe Assets
01:02:41 – Transitioning from Concepts to Practical Insights in Trend Following

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:

03:20 – Reflecting on Apple and China's Tech Revolution
17:28 – Shifts in the Market Landscape: The Influence of Trump and AI
20:03 – The Dynamics of Negotiation in Real Estate
30:15 – Market Dynamics and the Role of Central Banks
39:26 – The Changing Dynamics of Market Trends
48:00 – Evaluating Investment Strategies and Performance
53:19 – Navigating Market Challenges and Expectations
01:08:34 – The Future of Investment Strategies
01:11:10 – Navigating Market Changes

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:

01:17 – What has caught our attention recently?
06:54 – Industry performance update
08:44 – Inflation is coming – what now?
16:43 – The Fed is stuck and the Trump administration is changing
26:07 – If US debt defaults, what is left?
29:32 – Are we experiencing the decline of the dollar?
40:19 – The OPEC game
43:21 – Reflecting on the conversation with Demetri Kofinas
48:33 – What is courage as a society?
50:49 – The West is being disunified…on purpose
53:22 – Do we actually know who or what the real enemy is?
58:58 – Cem's latest market forecast

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:

01:40 – What has caught our attention recently?
06:59 – Society is going crazy
09:47 – Industry performance update
16:22 – How to capture the bounce in trailing stops
23:20 – Industry performance numbers
25:18 – Q1, Niall: What books would you recommend for a young quant entering the CTA space today?
29:05 – Reviewing Rob's annual trend following performance
36:26 – Should we start to rethink our approach to drawdowns?
40:45 – How do we stop investors from projecting market expectations to trend following performance
44:16 – How Rob defines slippage
50:12 – What if we base our trend system on one indicator?
54:18 – Does this trend following thing still work?
58:56 – Getting to know the founders of trend following
01:01:09 – Rob's approach to leveraged ETFs
01:07:27 – 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:

01:59 – What has caught our attention recently?
09:44 – We are entering an era of new market drivers
15:31 – Why gold might be overrated
17:34 – The challenges that investors are facing at the moment
21:26 – Pension funds – reasons for concern?
25:05 – Industry performance update
27:08 – How Baltas' models react to the current markets
30:46 – Industry performance numbers
32:57 – Q1, Tim: Should an allocator into trend following strategies keep holding on to the winners or switch between trend following strategies?
43:35 – Q1.1, Tim: Based on his models, where does Nick currently see crowded trades, and what is his assessment on crowdedness / positioning in equities where things have been particularly choppy?
47:15 – Q2, Dimitri: I’m curious whether Nick sees banks allocating more resources to systematic strategies in credit over the next few years?
51:12 – Deep dive into economic trend
58:29 – Discussing Katy Kaminski's & MAN Groups latest papers on crisis and corrections
01:06:31 – 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 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:

01:07 – What has caught our attention recently?
06:58 – Industry performance update
08:33 – What are the most interesting markets according to Kaminski?
14:06 – Industry performance numbers
15:31 – Crisis or correction?
22:04 – A historical perspective – we have been here before..
28:50 – Crisis alpha or Chaos alpha?
33:01 – Why are managers' performance so different this time?
39:20 – It's all about the long game
41:42 – The trend following trading speed is shifting
50:18 – Should markets be treated differently in terms of speed?
52:18 – Advice for building strong trend following portfolios
57:37 – The role of correlation and volatility in trend following
01:07:45 – The search for crisis alpha continues

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 Yoav 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:

01:21 – What has caught our attention recently?
04:39 – Are there more to the Trump Tariffs than meets the eyes?
09:53 – What is actually a safe haven asset today?
11:50 – Industry performance update
15:15 – Git's trend following perspective on fixed income
17:25 – Trend following performance numbers
21:39 – What you can expect from trend following during a crisis period
30:31 – What we can learn from the current economic events
34:27 – Key insights to achieving diversification
40:40 – Achieving better performance through trend predictors
45:01 – How CTAs interpret diversification in a unique way
50:03 – Are we experiencing more dispersion today than previously?
57:57 – The symbiotic relation between time and price in a trend following strategy
01:09:43 – 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 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:

02:24 – What has caught our attention recently?
12:58 – The damage of leveraged ETF products
15:38 – Reflecting on the trend following performance of Q1
25:18 – Industry performance numbers
26:42 – Super determinism – how it impacts our trading
41:59 – The relationship between science, trend following and the universe
55:36 – Understanding complex adaptive systems as a trend follower
01:13:36 – 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 Alan on Twitter.

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:

01:04 – What has caught our attention recently?
04:09 – Industry performance update
06:22 – How markets and managers respond to tariffs
09:39 – Are we talking ourselves into a recession?
12:55 – Why the distinction between risk and uncertainty is important
16:26 – What is price telling us about market noise?
24:06 – How quant traders should approach uncertainty
28:59 – How the current economic landscape shapes systematic trading
31:52 – Feedback loops, reaction functions and monetary policy
36:05 – Advice for dealing with uncertainty as an investor
41:36 – Curiosity as a characteristic in fund managers
50:30 – Are quants more curious than discretionary traders?
53:55 – Mark's perspective on portable alpha
58:33 – All you need is equity exposure?

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:

00:41 – What has caught our attention recently?
04:14 – A new era for Germany?
10:02 – The ETF space is on fire
11:21 – The Nordic countries are on a roll
12:18 – Dunne's global macro perspective
21:39 – Industry performance update
27:07 – An analysis of the Global Investment Returns Yearbook
34:29 – Why are expected returns so far off real returns in the Pension Fund space?
41:07 – The cycle of returns
46:07 – When trend following hits capacity
53:56 – Why Niels is concerned about new replication products
58:52 – Can trading few markets actually provide more diversification than trading many markets?
01:03:40 – 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 Andrew on Twitter and LinkedIn.

Follow Tom 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 caught our attention recently?
06:11 – Industry performance update
14:30 – Wild moves in markets
16:55 – Trump dumps on Trump trade
26:23 – A wealth of products – is it just a phase?
35:16 – The developments in the CTA space
36:21 – Are we trying to engineer the impossible?
41:45 – The pros and cons of inflection points vs short term models
50:28 – Why do CTAs replicate the way they do?
57:36 – Are the new ETFs threatening the CTA franchise?
01:01:56 – Discussing performance in the CTA space
01:09:22 – The use of QIS strategies in trend following
01:13:52 – Final thoughts