Top Traders Unplugged23 Des 2019

SI67: The psychology of predictions

This week, we touch on the difference a year makes, how good position sizing can reduce anxiety, the recent article from AQR by Cliff Asness, why a meaningful allocation to Trend Following might be considered a must for any portfolio, the psychology of prediction, and some of the drawbacks of Trading from chart patterns. Questions we cover this week include: Would CTAs want to publish their returns to investors less frequently? Does history always ‘rhyme’? Is the Fibonacci sequence a reliable indicator? How do you differentiate Trend Following from a typical Long Volatility strategy?

-----

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.

Episode TimeStamps:

00:00 – Intro

01:37 – Macro recap from Niels

03:10 – Weekly review of performance

11:55 – Top tweets (starting with tweet about recent Cliff Asness article from AQR)

50:48 – Announcement of future podcast guest, Andreas Clenow, in January 2020

53:47 – Question 1: Mike; How would you differentiate Trend Following from a typical Long-Volatility strategy?

57:50 – Question 2 Drew; Does the strategy of buying into a Trend Following fund during its drawdowns count as a form of Value Investing, and therefore, hypocritical to Trend Following philosophy?

01:03:37 – Benchmark performance update

----

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

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