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 Rob on Twitter.
02:40 - What happened since last time?
09:42 - Industry performance update
10:38 - Q1, Ricardo: When are you writing a book on backtesting with Python?
13:28 - Q2, Bruno: How to best forecast volatility?
20:49 - Q3, Skip: How is overall portfolio affected by not being pure trend?
25:41 - Libor Futures being replaced
30:41 - Blogpost about estimating standard deviation
38:01 - Article by Man-AHL on trend following performance following a sharp correction
43:37 - Bloomberg article about tail risk hedging
56:22 - Reasons Not to trend follow
01:09:50 - Thanks for listening