Top Traders Unplugged21 Loka 2023

SI266: Constructing and Assessing Trading Strategies ft. Rob Carver

Rob Carver is back this week speaking with Alan Dunne about constructing and assessing trend following and non-trend following trading strategies. We delve into mean reversion strategies and over what time frames they might be effective and what are the pitfalls in trying to combine trend following with mean reversion. We also discuss the theory and reality of the benefits of faster trend following, Rob’s experience of this and his approach avoiding over-fitting when constructing trading strategies. We wrap up with some thoughts on AHL’s Trend ETF and how a strategy trading 20 markets might perform versus a more diversified program.

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

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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.com

And 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.

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Episode TimeStamps:

02:00 - Update on recent events?

09:13 - Industry performance update

09:38 - Why is it going so well for Rob?

12:15 - The ongoing debate on term premia

17:40 - Returns in bonds versus equities

21:13 - Q1, Andrej: What's your take on systematic strategies complimenting trend?

35:22 - Q2, Harry: Can you speak about the lure of high frequency strategies for traders with modest capital?

40:46 - The challenges of fast trend following

42:15 - Trading with different account sizes

45:07 - Q3, Ravi: Techniques to prevent overfitting of a strategy

51:45 - Using boot strapping

52:42 - Q4.1, Tommy: What's your take on the AHL trend ETF?

59:20 - Q4.2, Tommy: Which scenarios do you expect equities and trend to be highly correlated?

01:01:12 - Thanks for listening

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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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Jaksot(929)

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