Top Traders Unplugged13 Jan 2024

SI278: Trend Following Risk Premium...is it there & could it go away? ft. Rob Carver

Rob Carver returns to the show to discuss whether there is a risk that the Trend Following risk premium could one day disappear and how he manages exogenous and endogenous risks in a trend following system, how he thinks of trading single stocks instead of stock indices in a diversified multi-asset trend program and what the minimum lookback period would be, in order to be considered “long term”. We also discuss the irony of the newly approved crypto ETF, how the nature of bitcoin has changed 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:

00:23 - What has caught our attention recently?

10:14 - Industry performance update

11:26 - Q1, Norbert: What is the long-term expectation for the trend-following risk premium as measured by the SG Trend Index after costs and its stability or sustainability?

19:46 - Q2, Bruno: What is Rob's method for balancing endogenous and exogenous risk management and controls in a system

29:36 - Q3, Oliver: What is Rob's take on trading single stocks instead of stock indecies in a diversified multi-asset trend program

37:57 - Q4, Critter: What would the minimum lookback period be to be considered "long term"?

41:59 - Q5, Chris: Can you share a couple names of software companies that do robust backtesting of trade strategies

45:57 - Cypto ETFs have been approved!

52:42 - Allocating to bitcoin

01:04:31 - Looking into 2024

01:08:38 - 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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