Top Traders Unplugged12 Jun 2014

TTU06: Why Trend Following Systems Make Money Over Time ft. Tushar Chande – 2of2

We’re back with the second part of our conversation with the Head of Research at Rho Asset Management. In this episode we discuss the details of Managing Equity Curves, Trade Length in CTA systems and how Rho achieves to get the optimal position size when entering new trades.

Thank you for visiting, now let’s continue the interview with Tushar Chande.

In This Episode, You’ll Learn:

How Rho creates for algorithms to decide the size of a new position
The difference between the models in terms of trade length
The trade frequency Rho Asset Management
About the design philosophy in creating the profile of its Altius Program
Discussing the research cycle and the research reviews
Major findings that led to the creation of the Altius Program
Why trend following systems make money over time
How the CTA strategies will overcome challenges in the future
The main thing investors should take away as a benefit of investing with CTAs

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 “The Many Flavors of Trend Following” 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 so more people can discover the podcast.

Denne episoden er hentet fra en åpen RSS-feed og er ikke publisert av Podme. Den kan derfor inneholde annonser.

Episoder(965)

SI417: What Happens When AI Starts Trading the Markets ft. Rob Carver

Niels Kaastrup-Larsen and Rob Carver discuss a market that feels unusually calm despite growing pressure beneath the surface. They look at rising concerns around government debt and bond yields, recen...

12 Sep 1h 8min

GM107: What If AI Actually Pushes Interest Rates Higher? ft. Matt Klein

Alan Dunne is joined by Matt Klein to discuss whether the excitement around AI is getting ahead of the economic reality. Matt explains why the parallels with the 1990s productivity boom may be mislead...

9 Sep 1h 2min

SI416: 137 Years of Trend: What the Evidence Really Shows ft. Yoav Git

Niels Kaastrup-Larsen and Yoav Git examine why trend following continues to endure despite decades of changing markets and persistent skepticism. They revisit AQR’s 137-year study of trend following, ...

5 Sep 1h 14min

GM106: What Happens When the Debt Finally Matters ft. Marvin Barth

Marvin Barth joins Niels Kaastrup-Larsen and Cem Karsan for a wide-ranging debate about the Fed, inflation and the growing pressures on the US economy. Barth argues that central bankers have become to...

2 Sep 1h 24min

SI415: Maybe This Is Just What Normal Markets Look Like ft. Alan Dunne

Niels Kaastrup-Larsen and Alan Dunne examine how a changing macro regime is reshaping markets and the role of trend following. They discuss unusual U.S. intervention in the yen, mounting sensitivity a...

29 Aug 1h 6min

IL52: Why Staying Calm Is the Ultimate Investing Edge ft. David Booth

In today’s episode we talk with a pioneer of modern asset management, Dimensional Fund Advisors founder David Booth. David founded Dimensional in 1981 and it has since grown to over $1 trillion in ass...

26 Aug 47min

SI414: The Hidden Risks Beneath the Treasury Market ft. Mark Rzepczynski

Niels Kaastrup-Larsen and Mark Rzepczynski examine the warning signs emerging beneath seemingly calm markets, from extreme single-stock moves and commodity shortages to growing strains in the U.S. Tre...

22 Aug 1h 14min

ALO38: Why the Old Rules of Diversification Are Changing ft. Mike Pyle

Alan Dunne is joined by Mike Pyle, Deputy Head of BlackRock’s Portfolio Management Group, to explore how a supply-driven world is reshaping markets and portfolio construction. They discuss the transit...

19 Aug 1h 4min