Today, we welcome Katy Kaminski to the Systematic Investor Series, as we dive deep into trend following systems and how to overcome the unintended biases that can creep into CTA systems, why Katy believes everybody has to “go back to the drawing board”, why it is unrealistic to expect things to go back to “normal”, and why Katy believes we are not in a crisis but rather a correction. We also discuss how a crisis is in the eye of the beholder and shed light on the current global macro narrative. We round things off uncovering why Katy believes bonds are mispriced, why "simple" trend following strategies persist to thrive and much more.
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Episode TimeStamps:
01:16 - What has caught our attention recently?
03:43 - Industry performance update
06:06 - The challenge of bias in trend following systems
13:54 - Taking the bonds out?
16:22 - Advice on trading universal parameters
19:35 - Going back to normal - a fantasy?
23:35 - Trend following - a long divergence strategy
26:31 - Are we actually in a crisis?
32:05 - Are crises becoming shorter and shorter?
36:38 - How does Katy define a crisis?
37:40 - A different understanding of trend following?
40:32 - Are there different types of crises?
45:55 - A global macro perspective
51:38 - Are bonds mispriced?
55:37 - From predictable to unpredictable inflation
59:11 - Thanks for listening
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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SI306: If Trend Following was an Olympic Sport... ft. Mark Rzepczynski
GM66: Trump Trade and the 3 Legged Stool ft. MacroAlf & Cem Karsan
SI305: Building A Hedge Fund Allocation ft. Alan Dunne
GM65: Why Fed Will Raise Rates Next Year ft. Adam Posen
SI304: Taking the Trend Following Temperature with Man AHL ft. Graham Robertson
OI09: The Key to Trend Following Success ft. Cole Wilcox
SI303: The Unstoppable Volpocalypse ft. Cem Karsan & Alan Dunne
GM64: Why the Economy is Vulnerable to Recession ft. Claudia Sahm
SI302: The Negative Crisis Beta and CTA's Hidden Market Timing Skills ft. Nick Baltas
GM63: War Without Rules ft. General Robert Spalding
SI301: The AI Hype within Investing...a Step Too Far? ft. Rob Carver
OI08: Trend Following...Austrian Style ft. Michael Neubauer & Joseph Waldstein from SMN
SI300: Finding the Optimal Trend Following Rules ft. Richard Brennan
IL27: Unlocking the Secrets of Great Communication ft. Charles Duhigg
SI299: Sharing the Trend Following Pie ft. Andrew Beer
GM62: How to Build a Future-Proof Portfolio ft. Bob Elliott
SI298: The Trend Following ETF Revolution ft. Katy Kaminski
GM61: The New Politics: Neoliberal Decline and Authoritarian Rise ft. Gary Gerstle
Si297: Trend Following as a Return Enhancement Overlay ft. Alan Dunne
IL26: How New Technologies Will Shape the Economy ft. Koen De Leus & Philippe Gijsels
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