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 email@example.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.
02:18 - What happened since we last spoke?
09:58 - Industry performance update
12:49 - A1, Andrew: Use stop or wait for crossover?
18:41 - Q2, Joseph: Is running your own trend following portfolio reasonable in 2023?
22:58 - Q3, Bart: The importance of Kurtosis
26:53 - Q4, Ross: How to pick parameters?
41:22 - Defending optimization
43:32 - The U.S Debt ceiling
48:05 - The need for speed in trend following
56:16 - Optimal trend following with transaction cost
59:05 - How much Math is needed to be a Trend Follower
01:04:12 - Thanks for listening