Top Traders Unplugged19 Loka 2024

SI318: How Trend Following Changes with Interest Rates ft. Katy Kaminski

Join Katy and I as we delve into the intriguing dynamics of trend following in the context of changing interest rates. We cover how trend-following strategies can be a valuable addition to investment portfolios, especially in high-rate environments where traditional fixed income may offer diminished diversification benefits. Katy shares insights from her latest paper, which explores the performance of trend-following strategies during various economic crises, emphasizing the importance of adaptability in turbulent markets. The conversation also touches on the recent Nobel Prize buzz surrounding MIT and its implications for innovation in finance, as well as review the latest quarterly insights from Quantica. As we navigate through market trends, you are encouraged to consider how a well-allocated trend-following strategy can enhance portfolio resilience amidst ongoing economic uncertainties.

-----

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 Katy on LinkedIn.

Episode TimeStamps:

01:06 - What has caught our attention recently?

04:01 - What is going on with Danske Commodities?

06:29 - Energy traders are the new star athletes

07:47 - Industry performance update

09:55 - How has 2024 treated us so far?

13:58 - The implications of major regime transitions

18:33 - What made Katy write her paper, "Trend Following in a Defensive Rotation"?

24:22 - How has fixed income behaved over a long period of time?

29:02 - How does trend following portfolios react to the correlation between stocks and bonds?

33:27 - Katy's thoughts on the large dispersion between managers this year

36:44 - Can you use carry trading with the SG Trend Index?

39:48 - Timing trends is a fool's game

42:31 - Bill Eckhardt is coming on the podcast next week!

43:35 - The outlook for trend following

46:42 - How do trend following strategies perform in different interest rate environments

52:15 - Do investors agree with the findings of the Quantica paper?

55:31 - Are investors disappointed about the trend following performance?

01:00:40 - What is up for next week?

----

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)

SI392: The Hidden Cracks in Systematic Strategies No One Talks About ft. Nick Baltas

Markets have shifted quickly in 2026, forcing systematic investors to reassess what is signal and what is noise. In this episode, Niels and Nick explore recent drawdowns, volatility in commodities, an...

21 Maalis 1h 4min

ALO34: Building an Asset Owner Mindset in Modern Pension Investing ft. Dan Mikulskis

In this episode, Alan Dunne speaks with Dan Mikulskis, CIO of People’s Partnership, about the evolution of large pension funds and what it means to think like an asset owner. Managing over £40 billion...

18 Maalis 1h 8min

SI391: Why Trend Following Works... the Evidence ft. Richard Brennan

What if trends in financial markets are not anomalies, but the natural consequence of how markets function? In this episode, Niels and Richard explore the structural foundations of trend following. Dr...

14 Maalis 1h 6min

ALO33: The Psychology Behind Better Asset Allocation ft. Aoifinn Devitt

In this episode, Alan Dunne speaks with Aoifinn Devitt about what it really means to build resilient portfolios in a world of shifting regimes and competing narratives. Drawing on experience across pe...

11 Maalis 1h

SI390: When Narratives Change Faster Than Markets ft. Alan Dunne

Markets can shift direction faster than the narratives used to explain them. In this episode, Niels and Alan unpack the sharp reversal in bond markets, the geopolitical tensions shaping energy prices,...

7 Maalis 1h 10min

UGO10: The Fourth Turning Is Here: How to Trade the Regime Shift ft. Neil Howe

Cem Karsan sits down with Neil Howe to examine what a true regime shift means for markets and society. Howe argues that we are deep into a Fourth Turning, a generational winter that historically bring...

4 Maalis 1h 5min

SI389: The Market Is Pinned, But Risk Is Growing ft. Cem Karsan & Alan Dunne

In this episode, Alan Dunne and Cem Karsan explore a market that appears calm on the surface yet increasingly unstable underneath. As indices move sideways, they discuss how options flows and structur...

28 Helmi 1h 2min

IL46: The Business Model Trap: Why Short Ideas Start in the Real World ft. Mark Roberts

In today’s episode we talk to Mark Roberts, founder of Off Wall Street, a legendary provider of short selling research to hedge funds. Seven months before Enron became the biggest bankruptcy in US cor...

25 Helmi 1h 2min