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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ALO10: How to Manage $50bn ft. Jason Morrow
SI207: Trend Following: The Perfect Portfolio? ft. Jerry Parker
GM22: Investing through a Fourth Turning ft. Niels Kaastrup-Larsen & Cem Karsan
SI206: Trend Following is a Lazy Man's Strategy ft. Mark Rzepczynski
GM21: The Inflation Regime and the Big Macro Picture ft. Darius Dale
SI205: Trend Following...What Really Matters ft. Richard Brennan
IL06: The History of Interest & the Next Devastating Crisis ft. Edward Chancellor
SI204: Trend Following & A Cocktail of Macro Factors ft. Alan Dunne
AL09: FED Funds may hit 8% ft. Bilal Hafeez
SI203: A new way of doing Trend Following ft. Jerry Parker
IL05: The Road to Economic Stability ft. Andrew Smithers
SI202: Trend Following in a Binary World ft. Mark Rzepczynski
IL04: Inflation & The Great Demographic Reversal ft. Manoj Pradhan
SI201: Trend Followers Positioned for Recession ft. Richard Brennan
IL03: Finding Optimism in Times of Crises ft. Larry Siegel
SI200: Stacking Returns into a Tightning Cycle ft. Alan Dunne
IL02: Cold War & US Relations with China ft. James A. Fok
SI199: Achieving Highest CAGR through Optimal Leverage ft. Rob Carver
IL01: Turning Water Into Wine with Diversification ft. Antti Ilmanen
SI198: Trend Following wearing Loose Pants ft. Jerry Parker
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