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.

-----

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

-----

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.

Follow Rob on Twitter.

Follow Alan on LinkedIn.

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

----

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

Tämä jakso on lisätty Podme-palveluun avoimen RSS-syötteen kautta eikä se ole Podmen omaa tuotantoa. Siksi jakso saattaa sisältää mainontaa.

Jaksot(930)

OI19 BONUS: Living With Ed Seykota ft. David Druz

Dave Druz spent six months living with Ed Seykota - not shadowing a trading system, but watching a way of being. In this bonus episode, he shares what that experience revealed: a style built on instin...

3 Marras 202541min

SI372: QIS Unboxed: Rules, Wrappers, and Reality ft. Nick Baltas

As equity markets grind higher and trend strategies navigate sharp reversals, Moritz Siebert welcomes Nick Baltas of Goldman Sachs for a conversation that moves beyond performance to examine structure...

1 Marras 202558min

OI19: The Trader Who Never Spoke...Until Now ft. David Druz

Dave Druz has never told his story... not like this, not anywhere. For over 40 years, he traded quietly, systematically, and on his own terms. No marketing, no headlines, no need to explain. Until now...

29 Loka 20251h 36min

SI371: Trends Don’t Form Randomly. They Form Reflexively ft. Richard Brennan

Richard Brennan returns this week to explore how markets truly move - not through randomness or rationality, but through impact, feedback, and memory. What begins with a single trade builds into struc...

25 Loka 20251h 17min

UGO07: The Illusion of Safety: How Markets Became the Economy ft. Keith DeCarlucci, Patrick Kazley & Hari Krishnan

Recorded amid the noise and pulse of the RMC conference in Munich, this episode of U Got Options follows a market learning to see itself anew. Cem Karsan speaks with Keith DeCarlucci on the return of ...

22 Loka 20251h 7min

SI370: Sharpe Ratios, Tail Risks, and the Cost of Comfort ft. Nigol Koulajian & Alan Dunne

Nigol Koulajian, founder of AlphaQuest rejoins Niels and Alan for a conversation about markets shaped less by fundamentals than by perception. As political influence deepens and volatility is managed ...

18 Loka 20251h 1min

GM89: When Credibility Becomes the Risk Premium ft. Maurice Obstfeld

Maurice Obstfeld joins Alan Dunne for a clear-eyed look at how the foundations of the global monetary system are shifting - and why much of the world is quietly preparing for a future without a stable...

15 Loka 20251h 1min

SI369: Liquidity, Leverage, and the End of Safety ft. Mark Rzepczynski

Gold is ripping, but it’s not about inflation. It’s about trust - or the slow erosion of it. Mark Rzepczynski returns to map out the shifting terrain as central banks quietly step away from sovereign ...

11 Loka 20251h 16min