SI238: Why Not to Trend Follow ft. Rob Carver

SI238: Why Not to Trend Follow ft. Rob Carver

Join us for an engaging conversation with Rob Carver, where we delve into the world of systematic trend following. We explore topics like how to forecast future market volatility and the pros and cons of using a Value at Risk methodology. We also discuss the benefits and drawbacks of tail risk hedging, and whether percentage or price differences are better for estimating standard deviation. As a surprise twist, we also explore the reasons why you should NOT be a trend follower. Tune in for a fun and thought-provoking discussion with Rob.

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

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Learn more about the Trend Barometer here.

Send your questions to info@toptradersunplugged.com

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Episode TimeStamps:

02:40 - What happened since last time?

09:42 - Industry performance update

10:38 - Q1, Ricardo: When are you writing a book on backtesting with Python?

13:28 - Q2, Bruno: How to best forecast volatility?

20:49 - Q3, Skip: How is overall portfolio affected by not being pure trend?

25:41 - Libor Futures being replaced

30:41 - Blogpost about estimating standard deviation

38:01 - Article by Man-AHL on trend following performance following a sharp correction

43:37 - Bloomberg article about tail risk hedging

56:22 - Reasons Not to trend follow

01:09:50 - Thanks for listening

Copyright © 2025 – CMC AG – All Rights Reserved

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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

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Episoder(914)

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