SI410: The Next Evolution of Trend Following ft. Nick Baltas

Niels Kaastrup-Larsen and Nick Baltas explore how artificial intelligence, thematic investing and narrative momentum are beginning to reshape systematic investing. Alongside a review of recent CTA performance, they discuss new research on expanding trend following universes, defensive portfolio construction and portable alpha before taking a deep dive into the growing role of AI and thematic risk models. The conversation examines whether future investment signals may come from more than price alone and how systematic investors can combine traditional trend following with new sources of information without losing the discipline that has defined the strategy for decades.

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50 YEARS OF TREND FOLLOWING BOOK AND BEHIND-THE-SCENES VIDEO FOR ACCREDITED INVESTORS - CLICK HERE

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Episode TimeStamps:

00:00 - AI, memories and the changing pace of innovation

06:32 - How investment firms are integrating artificial intelligence

13:01 - CTA performance and the trend following environment

20:34 - Expanding the market universe for trend followers

28:17 - Building the perfect hedge with trend following

34:25 - Portable alpha and leveraging trend strategies

37:44 - Introducing thematic investing and missing factors

44:59 - How narratives create momentum in financial markets

50:43 - Measuring thematic strength versus price momentum

58:41 - Can thematic investing be backtested?

01:04:14 - Are narratives really different from traditional sectors?

01:07:06 - Final thoughts on AI, research and the future of systematic investing

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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

Disclaimer

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