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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SI116: How to manage emotions regardless of your performance ft. Moritz Seibert
SI115: Open trade Equity vs Realized Profits and Value vs Growth ft. Rob and Moritz
SI114: The importance of Short Sellers and Pfizer CEO selling stocks ft. Moritz Seibert
TTU113: Why Farmland Investments is getting traction ft. Artem Milinchuk of FarmTogether
SI113: The Unknown Market Wizards ft. Jack Schwager
SI112: How and When to improve your trading system ft. Moritz Seibert
SI111: Trend Following pros and cons ft. Michael Covel
TTU112: The Art of Investing ft. Scott Lynn of Masterworks
SI110: US Election and how to trade Cryptos with rules ft. Moritz Seibert
SI109: Investing like a legend ft. Perry Kaufman
SI108: The case for and against the Kelly Criterion ft. Robert Carver
SI107: Best and Worst markets to trade and benefits of adding the S&P500 ft. Moritz Seibert
SI106: Ray Dalio's underwhelming 2020 performance and the FED ft. Moritz Seibert
SI105: TESLA & How paper trading can dramatically differ to live trading ft. Moritz Seibert
GM10: MMT, Global Warming and the Uniqueness of the 2020 Crisis ft. Steve Keen
SI104: Inconvenient truths about Trend Following ft. Roberto Osorio
SI103: FED's Powell, Dave Portnoy and the potential Bond market bubble ft. Robert Carver
GM09: Mistakes from the past to guide us forward ft. Lyn Alden
SI102: TESLA and the famous Tech Bubble ft. Moritz Seibert
GM08: Watch out for The Bond Market Vigilantes ft. Jim Bianco
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