This week, Rob Carver joins us to uncover his process of choosing which instruments to trade and how to manage the volatility of these. We also discuss how time frames affect position sizing and the ability to get reasonable exposure to a market as well as how you manage your expenses as a full time systematic trader. We round off our conversation with a deep dive into the latest paper from Man Institute to find out if different regimes exist in reality or just in hindsight. The paper uncovers if investors can reliably profit from correctly identifying them and if so, how? And how various types of investing have performed through different regimes, including Trend Following.
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Episode TimeStamps:
02:26 - What has been on our radar recently?
06:31 - Industry performance update
13:41 - Q1.0, Matthijs: Assuming that the trading costs are not a problem for some low-vol instrument, then how can we decide whether/how to still safely include the instrument in our portfolio?
23:50 - Q1.1 Matthijs: How do we distinguish between benign naturally low-vol instruments and disasters waiting to happen due to artificially dampened volatility?
26:18 - Q2, Ben: If I can trade markets like sugar or OJ on 20-day breakouts, is it reasonable to do so or is that quote-unquote too fast?
32:08 - Q3, Emil: As a full time systematic trader, how do you manage your expenses, with up and down months/years?
43:09 - Discussing latest Man Institute paper on regime based investing
50:37 - A win for trend following
59:32 - Does it matter if the Fed is tightening?
01:01:53 - The Impact of Contango vs. Backwardation
01:09:57 - Thanks for listening
Resources discussed in this Episode:
Copyright © 2023 – CMC AG – All Rights Reserved
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PLUS: Whenever you're ready... here are 3 ways I can help you in your investment Journey:
1. eBooks that cover key topics that you need to know about
In my eBooks, I put together some key discoveries and things I have learnt during the more than 3 decades I have worked in the Trend Following industry, which I hope you will find useful. Click Here
2. Daily Trend Barometer and Market Score
One of the things I’m really proud of, is the fact that I have managed to published the Trend Barometer and Market Score each day for more than a decade...as these tools are really good at describing the environment for trend following managers as well as giving insights into the general positioning of a trend following strategy! Click Here
3. Other Resources that can help you
And if you are hungry for more useful resources from the trend following world...check out some precious resources that I have found over the years to be really valuable. Click Here
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SI184: To Trend Follow or Not To Trend Follow ft. Alan Dunne
VOL11: The Anatomy of a Trade ft. Alex Gurevich
SI183: Nickel Short Squeeze & Trend Following in an Unstable World ft. Jerry Parker
ALO05: Better than Alpha ft. Chris Schelling
SI182: Trend Following in Times of Crises ft. Rob Carver
ALO04: Insights from the Queens Bank CIO ft. Alan Higgins
SI181: The Power of Trend Following ft. Richard Brennan
ALO03: Lessons from a $25 billion CIO ft. Elizabeth Burton
SI180: Data Versus Stories & The "Moscow Rules" ft. Mark Rzepczynski
ALO02: Properly Diversifying a $1.6Trillion Portfolio ft. Sebastien Page
SI179: A New Golden Era for Trend Followers ft. Alan Dunne
ALO01: Adapting to Market Cycles ft. Phil Huber
SI178: Value Investing vs Trend Following ft. Jerry Parker
VOL10: Why We All Need Volatility ft. Cem Karsan
SI177: The Value of Price ft. Mark Rzepczynski
VOL09: The Magical Properties of Money ft. David Orrell
SI176: The Origin of Outliers ft. Richard Brennan
VOL08: Adaptation To Change ft. Jean-Philippe Bouchaud
SI175: A Winning Approach to Risk ft. Rob Carver
VOL07: Participate & Protect ft. Dave Dredge
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