TTU15: Model Decay & How Best to Handle It ft. Karsten Schroeder of Amplitude Capital – 1of2

On this episode I continue my conversation Ryan Abrams, Portfolio Manager at Wisconsin Alumni Research Association, Ela Karahasanoglu, VP at Workplace Safety and Insurance Board, and Carrie Lo, Director of Hedge Strategies at CalSTRS.-----50 YEARS OF TREND FOLLOWING BOOK AND BEHIND-THE-SCENES VIDEO FOR ACCREDITED INVESTORS - CLICK HEREIn This Episode, You’ll Learn:When do you stop adding more managers?Ela’s magic range of managersCarrie’s approach to choosing managersHow management fees should be structuredWhat advice Carrie would give to other pensions planning to start allocating to risk mitigation strategiesWhy Ela recommends a thorough preparation and vision for risk mitigation strategiesRyan’s thoughts on trends during dislocation periodsWhat challenges the guests had to overcome as part of their implementation processWhy CalPERS are leaving hedge funds when CalSTRS are adding them, even when some of the board members are the same-----Follow Niels on Twitter, LinkedIn, YouTube or via the TTU website.IT’s TRUE ? – most CIO’s read 50+ books each year – get your FREE copy of the Ultimate Guide to the Best Investment Books ever written here.And you can get a free copy of my latest book “Ten Reasons to Add Trend Following to Your Portfolio” here.Learn more about the Trend Barometer here.Send your questions to info@toptradersunplugged.comAnd please share this episode with a like-minded friend and leave an honest Rating & Review on iTunes or Spotify so more people can discover the podcast.Learn more about Ryan Abrams and Wisconsin Alumni Research AssociationLearn more about Ela Karahasanoglu and Workplace Safety and Insurance BoardLearn more about Carrie Lo and CalSTRSCopyright © 2025 – CMC AG – All Rights Reserved----PLUS: Whenever you're ready... here are 3 ways I can help you in your investment Journey:1. eBooks that cover key...

14 Heinä 201735min

On this episode my very special guests are Ryan Abrams, Portfolio Manager at Wisconsin Alumni Research Association, Ela Karahasanoglu, VP at Workplace Safety and Insurance Board, and Carrie Lo, Director of Hedge Strategies at CalSTRS, for a fun and insightful conversation about how to mitigate the Risk in a Portfolio using Managed Futures.-----50 YEARS OF TREND FOLLOWING BOOK AND BEHIND-THE-SCENES VIDEO FOR ACCREDITED INVESTORS - CLICK HEREIn This Episode, You’ll Learn:How Carrie diligently prepared her new Risk Mitigation Strategies (RMS)How much CalSTRS will initially allocate to the RMS part for their $200bn+ portolioHow Ryan uses risk mitigation strategies in his organizationHow Ela is slowly restructuring her alternative portfolioThe risks of risk parity strategiesIs trend-following really an opportunity cost question?How Carrie has worked with the CalSTRS board on implementing this strategyWhy Ela has focused more on tail-risk strategiesCarrie’s manager selection process-----Follow Niels on Twitter, LinkedIn, YouTube or via the TTU website.IT’s TRUE ? – most CIO’s read 50+ books each year – get your FREE copy of the Ultimate Guide to the Best Investment Books ever written here.And you can get a free copy of my latest book “Ten Reasons to Add Trend Following to Your Portfolio” here.Learn more about the Trend Barometer here.Send your questions to info@toptradersunplugged.comAnd please share this episode with a like-minded friend and leave an honest Rating & Review on iTunes or Spotify so more people can discover the podcast.Learn more about Ryan Abrams and Wisconsin Alumni Research AssociationLearn more about Ela Karahasanoglu and Workplace Safety and Insurance BoardLearn more about Carrie Lo and CalSTRSCopyright © 2025 – CMC AG – All Rights Reserved----PLUS: Whenever you're ready... here are 3 ways I can help you in your investment Journey:1....

25 Kesä 201740min

On this episode my guests are Richard Dennis, creator of the Turtle program, Brian Proctor, managing director of EMC Capital Advices, and Jerry Parker, founder and president of Chesapeake Capital, for a rare conversation about the inner workings of the Turtle program, told for the first time by Richard himself.-----50 YEARS OF TREND FOLLOWING BOOK AND BEHIND-THE-SCENES VIDEO FOR ACCREDITED INVESTORS - CLICK HEREIn This Episode, You’ll Learn:The good and bad of targeting volatilityHow Jerry and Brian used the rules they learned through the Turtle experienceWhy the Turtle program was just “another piece of risk” Rich took on his bookJerry’s experience during and after the programBrian’s two biggest takeaways from the Turtle programIf proper trading can be a real business?What Rich would do differently in 2017The state of trend following todayIf being a good trader is enough to run a successful business?About other passions of the Turtles outside of trend following and tradingRich’s secret “career” in baseballIf Rich has found any counter-trend strategies that workJerry’s views on changing and adapting too muchWhat academia thought of trend following 40 years ago-----Follow Niels on Twitter, LinkedIn, YouTube or via the TTU website.IT’s TRUE ? – most CIO’s read 50+ books each year – get your FREE copy of the Ultimate Guide to the Best Investment Books ever written here.And you can get a free copy of my latest book “Ten Reasons to Add Trend Following to Your Portfolio” here.Learn more about the Trend Barometer here.Send your questions to info@toptradersunplugged.comAnd please share this episode with a like-minded friend and leave an honest Rating & Review on iTunes or Spotify so more people can discover the podcast.Learn more about Richard Dennis and the Turtle programLearn more about Brian Proctor and EMC Capital AdvisorsFollow Jerry on <a href="https://x.com/rjpjr12" rel="noopener noreferrer"...

9 Touko 201736min

Today I'm joined by Richard Dennis, creator of the Turtle program, Brian Proctor, managing director of EMC Capital Advices, and Jerry Parker, founder and president of Chesapeake Capital, for a rare conversation about the inner workings of the Turtle program, told for the first time by Richard himself.-----50 YEARS OF TREND FOLLOWING BOOK AND BEHIND-THE-SCENES VIDEO FOR ACCREDITED INVESTORS - CLICK HEREIn This Episode, You’ll Learn:Rich’s first introduction to trend followingJerry’s early days in the Turtle programHow Brian ended up as a TurtleThe TRUTH about where the Turtle name came fromThe surprising way Rich came up with the idea for the Turtle group…NOT what you expect!Why Jerry did not answer the first call from Rich when applying for the programThe preferred qualities of the Turtle recruitsWhy it was hard to predict which of the Turtles would succeedWhy persistence is important in trend followingThe relevance of the Turtle group in the past and todayIf diversification among markets is always the best practice?The right balance of financial futures markets and commodity futures marketsWhy more investors haven’t embraced trend following…yet?-----Follow Niels on Twitter, LinkedIn, YouTube or via the TTU website.IT’s TRUE ? – most CIO’s read 50+ books each year – get your FREE copy of the Ultimate Guide to the Best Investment Books ever written here.And you can get a free copy of my latest book “Ten Reasons to Add Trend Following to Your Portfolio” here.Learn more about the Trend Barometer here.Send your questions to info@toptradersunplugged.comAnd please share this episode with a like-minded friend and leave an honest Rating & Review on iTunes or Spotify so more people can discover the podcast.Learn more about Richard Dennis and the Turtle programLearn more about Brian Proctor and EMC Capital AdvisorsFollow Jerry on Twitter.Copyright © 2025

17 Huhti 201737min

We are back with another great conversation where my guests are Chris Solarz, Managing Director, Global Macro Hedge Fund Strategies at Cliffwater, Adam Duncan, Managing Director at Cambridge Associates as well as Freeman Wood, who is a Partner and Head of North America, at Mercer, for a deep dive into the world of Consultants in Alternative Investments.-----50 YEARS OF TREND FOLLOWING BOOK AND BEHIND-THE-SCENES VIDEO FOR ACCREDITED INVESTORS - CLICK HEREIn This Episode, You’ll Learn:If there are there enough assets to go aroundWhat made 2015 such a weak year for hedge fundsWhy 2016 was such a strong year for hedge fundsThe future of hedge fund investingWhat Chris thinks hedge fund managers have done poorlyHow Adam looks at fees as a coin tossWhy Freeman thinks that fees must add value to both partiesThe guest’s biggest takeaways from 2016How the rise of the voter is providing opportunities to hedge fund managersThe coming possibility of an equity correction, and it’s effectsThe question everyone should be asking right nowWhy a client needs a goal and a timeline for their assets-----Follow Niels on Twitter, LinkedIn, YouTube or via the TTU website.IT’s TRUE ? – most CIO’s read 50+ books each year – get your FREE copy of the Ultimate Guide to the Best Investment Books ever written here.And you can get a free copy of my latest book “Ten Reasons to Add Trend Following to Your Portfolio” here.Learn more about the Trend Barometer here.Send your questions to info@toptradersunplugged.comAnd please share this episode with a like-minded friend and leave an honest Rating & Review on iTunes or Spotify so more people can discover the podcast.Learn more about Chris Solarz and CliffwaterLearn more about Adam Duncan and Cambridge AssociatesLearn more about Freeman Wood and MercerCopyright © 2025 – CMC AG – All Rights Reserved----PLUS: Whenever you're ready... here are 3 ways I can help you in your investment...

23 Maalis 201738min

My guests today are Chris Solarz, Managing Director, Global Macro Hedge Fund Strategies at Cliffwater, Adam Duncan, Managing Director at Cambridge Associates as well as Freeman Wood, who is a Partner and Head of North America, at Mercer, for a fun and insightful conversation into the world of Consultants and their role in Alternative Investments.-----50 YEARS OF TREND FOLLOWING BOOK AND BEHIND-THE-SCENES VIDEO FOR ACCREDITED INVESTORS - CLICK HEREIn This Episode, You’ll Learn:How our guests got to where they are todayWhat challenges Adam sees institutional investors facingThe extra information Chris gives his clientsHow the role of the consultant has changedTwo issues that frustrate consultants, and how our guests solve themFreeman’s view of the role of the financial decision makersHow to bridge the gap between the managers and the investorsWhat your theoretical models can’t account forWhy past hedge fund managers were able to pursue a more “pure” strategyThe practical implications of having a larger fundThe pros and cons of smaller and larger managersHow Chris developed his key business strategiesWhat red flags new startups can avoid-----Follow Niels on Twitter, LinkedIn, YouTube or via the TTU website.IT’s TRUE ? – most CIO’s read 50+ books each year – get your FREE copy of the Ultimate Guide to the Best Investment Books ever written here.And you can get a free copy of my latest book “Ten Reasons to Add Trend Following to Your Portfolio” here.Learn more about the Trend Barometer here.Send your questions to info@toptradersunplugged.comAnd please share this episode with a like-minded friend and leave an honest Rating & Review on iTunes or Spotify so more people can discover the podcast.Learn more about Chris Solarz and CliffwaterLearn more about Adam Duncan and Cambridge AssociatesLearn more about Freeman Wood and MercerCopyright © 2025 – CMC AG – All Rights Reserved----PLUS: Whenever you're ready......

7 Maalis 201741min

On this episode I continue my conversation with Marty Bergin, the owner and President of DUNN Capital Management, Grant Jaffarian, Portfolio Manager of the Advanced Trend program at Crabel Capital Management, and Mike Boss, who is a Director within the Capital Introductions Team at Societe General, where we cover all things trend following and some of the differences to short-term trading.-----50 YEARS OF TREND FOLLOWING BOOK AND BEHIND-THE-SCENES VIDEO FOR ACCREDITED INVESTORS - CLICK HEREIn This Episode, You’ll Learn:How to use your management and incentive fees to competeGrants’s competitive strategy for his flat-fee productWhy a robust risk management system is extremely importantWho is winning the battle between the low-cost products and the traditional trend following offeringsIf the increased number of investors using trend following is impacting returns?How rising interest rates will affect long- and short-term trend followersThe guest’s biggest takeaways from 2016If machine learning is already being used by trend following firms?-----Follow Niels on Twitter, LinkedIn, YouTube or via the TTU website.IT’s TRUE ? – most CIO’s read 50+ books each year – get your FREE copy of the Ultimate Guide to the Best Investment Books ever written here.And you can get a free copy of my latest book “Ten Reasons to Add Trend Following to Your Portfolio” here.Learn more about the Trend Barometer here.Send your questions to info@toptradersunplugged.comAnd please share this episode with a like-minded friend and leave an honest Rating & Review on iTunes or Spotify so more people can discover the podcast.Learn more about Marty Bergin and DUNN Capital ManagementLearn more about Grant Jaffarian and Crabel Capital ManagementLearn more about Mike Boss and Societe GeneralCopyright © 2025 – CMC AG – All Rights Reserved----PLUS:...

19 Helmi 201731min

Today I'm joined by Marty Bergin, the owner and President of DUNN Capital Management, Grant Jaffarian, Portfolio Manager of the Advanced Trend program at Crabel Capital Management, and Mike Boss, who is a Director within the Capital Introductions Team at Societe General, for a fun and insightful journey into the world of Trend Following.-----50 YEARS OF TREND FOLLOWING BOOK AND BEHIND-THE-SCENES VIDEO FOR ACCREDITED INVESTORS - CLICK HEREIn This Episode, You’ll Learn:Key Insights from arguably the best Trend Follower & the best Short-Term CTAHow the challenges they overcame to get to where they are todayHow trend followers can evolve their strategies to stay aheadThe reason why some trend followers haven’t changed in decadesKey insights to how Marty has allowed DUNN to stay aheadHow Mike & Societe Generale sees the industry changing and it’s new opportunitiesWhy the UCITS Directive started benefitting smaller specialized managersThe challenges with short-term tradingWhy Crabel is strict with its capacityThe research that increased Crabel’s bottom lineHow to ensure that CTA flagship offerings retain value over low-cost alternatives-----Follow Niels on Twitter, LinkedIn, YouTube or via the TTU website.IT’s TRUE ? – most CIO’s read 50+ books each year – get your FREE copy of the Ultimate Guide to the Best Investment Books ever written here.And you can get a free copy of my latest book “Ten Reasons to Add Trend Following to Your Portfolio” here.Learn more about the Trend Barometer here.Send your questions to info@toptradersunplugged.comAnd please share this episode with a like-minded friend and leave an honest Rating & Review on iTunes or Spotify so more people can discover the podcast.Learn more about Marty Bergin and DUNN Capital ManagementLearn more about Grant Jaffarian and Crabel Capital ManagementLearn more about Mike Boss and <a href="https://www.societegenerale.com/en/home" rel="noopener noreferrer"...

5 Helmi 201733min