SI37: Is "Buy and Hold" the perfect investment strategy? and should you "Equal Weight"?
Is ‘Buy & Hold’ the S&P500 index the perfect investment strategy? Should you apply Equal-Weighting across all of your Trading positions? Are long-term strategies the only way to avoid market noise? ...
25 Touko 20191h 6min
BO19: The Evolution and Future of Trend Following
Regardless of the investment strategy that you apply to the markets, your strategy or approach needs to evolve over time. The way we did Trend Following back in the 1970s, 1980s & 1990s is not exactl...
21 Touko 201922min
SI36: Can you measure the quality of your strategy on your stress-level?
In today’s episode, we discuss whether or not Trend Following is more effective with Volatility Targeting, how cautious you should be of outlier events, how to use stress-levels as an indicator of how...
19 Touko 20191h 8min
SI35: The journey from managing personal money to external clients
Today, we discuss how to go from managing personal money to third-party money, in this current regulatory environment. We clear up some confusion surrounding the VIX market, touch on stocks vs commodi...
12 Touko 20191h 25min
SI34: Can Central Banks and policies prevent trends in the future?
In today’s episode, we discuss how much central banks or political events, can prevent or create market trends in the future. We also discuss AQR Capital Management’s recent study on Trend Following ...
5 Touko 20191h 33min
RT25: Alpha decay in Short-Term strategies ft. John Fidler, Jonathan Miles & Christopher Vogt – 2of2
On today’s episode, guest host Ranjan Bhaduri continues his conversation with John Fidler, Senior VP and Director of Alternative Investments at Commonwealth Bank and Trust, Christopher Vogt, Director ...
2 Touko 201930min
BO18: 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...
30 Huhti 201934min
SI33: The positive effect of embracing volatility ft. Wayne Himelsein
This week, we invite special guest Wayne Himelsein onto the show from Logica Capital Advisers, in Los Angeles. Wayne explains his journey into starting a Hedge Fund, some of the lessons he has learne...
29 Huhti 20191h 51min
