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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VOL02: Past, Present, & Future Volatility ft. Noel Smith
SI164: Compounding - The 8th Wonder of the World ft. Richard Brennan
VOL01: The New Nature of Stock Market Movements ft. Hari Krishnan
SI163: The Importance of Investment Narratives ft. Mark Rzepczynski
SI162: Discussing The New Bitcoin Futures ETF ft. Moritz Seibert
SI161: Retaking the Turtle Trader Entrance Exam ft. Jerry Parker
SI160: Long-Term Performance vs Short-Term Hot Streaks ft. Rob Carver
SI159: Embracing Uncertainty for Outsized Returns ft. Richard Brennan
SI158: The Secrets to Raising Capital ft. Mark Rzepczynski
SI157: How to Make Money & Survive in the Markets ft. Jerry Parker
SI156: The Case for Buying at All-Time Highs ft. Moritz Seibert
SI155: How to Create the Perfect Backtest ft. Richard Brennan
SI154: Defining 'Outliers' from a Trend Follower's Perspective ft. Richard Brennan
SI153: Being Aware of Known & Unknown Risks ft. Mark Rzepczynski
SI152: Love Your Rules, But Not Your Positions ft. Jerry Parker
SI151 Long-Term Profitability vs Short-Term Luck ft. Moritz Seibert
SI150: Extracting Edges from the Market ft. Richard Brennan
SI149: Model Anxiety & Algorithm Aversion ft. Mark Rzepczynski
SI148: The Importance of Capturing A Few Large Trends ft. Jerry Parker
SI147: The Perfect Exit Strategy ft. Moritz Seibert
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