Top Traders Unplugged with Niels Kaastrup-Larsen
Business:Investing
Best of TTU – How to Test a Model Over Decades of Data
I often see the press write that too much money is chasing the same trends, and this being the reason that Trend Following strategies have been performing a little under par in the last few years. So who better to ask if this really is true, than my friend Kathryn Kaminski, who of course co-wrote the bible on Trend Following wit hAlex Greyserman… as well as a book with me, that you can find on my website.
We also discussed how they conducted they research for their book, where they went back a very long time to test if Trend Following models really do work over centuries of data… so I think you will find this part of particular interest.
I hope you enjoy these unique takeaways from my conversation with Kathryn and if you would like to listen to the full conversation, just go to Top Traders Unplugged Episode 41 & Episode 42.
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