Top Traders Unplugged16 Okt 2022

SI214: Trend Following & CTA Replication ft. Andrew Beer

Today, we are joined by Andrew Beer, Managing Member at Dynamic Beta Investments LLC, for a conversation on managed futures replication, ETFs and how they have found a way to get these essential strategies into more investor portfolios. We discuss how they do they have constructed the replication strategies and how Andrew have been able to gain enormous traction among advisers. We also touch on why Andrew does not include crypto and how the price of ETF is established. We take lots of questions and round our conversation off by discussing why managed futures have become an essential part of a portfolio and why Andrew believe that the demand for the strategy will continue to be strong for years to come and much more.

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

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Episode TimeStamps:

00:00 - Intro

01:57 - This week in Trend Following?

06:38 - Industry performance update

08:34 - A bit of background to Andrew and his work

15:12 - The mechanics of their replication strategy

20:20 - Getting correlation right...is that enough?

34:25 - What about flat periods?

41:19 - What is the hardest part of what you do?

44:29 - Q1, Brian: Is there any tax advantages to your product?

46:01 - Q2, Jerry: What does your investor base look like?

53:19 - Are cryptocurrencies part of your universe?

57:16 - Q3, Jerry: How is the price of the ETF made up?

59:24 - Q4, Mike: Will capacity become an issue at a certain level of AUM like it does for traditional CTA strategies?

01:04:17 - Q5: Thoughts on CTAs being an essential part of a portfolio?

01:20:39 - Crisis Alpha

01:30:00 - Bringing value to investors

01:32:09 - Can you replicate a single manager?

01:44:14 - Will the current inflows mean that the CTA industry will reach capacity?

01:48:22 - 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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