TTU15: Model Decay & How Best to Handle It ft. Karsten Schroeder of Amplitude Capital – 1of2

Kathryn Kaminski and I had the opportunity to sit down with Nigol Koulajian, the founder of Quest Partners, in which he shared his wealth of experience including life lessons and even his take on the modern scientific trading systems that are used today. One of topics which I particularly liked, and would like to share with you here, was his view on the VIX and Volatility trading within the managed futures industry and also outside of the industry. Listen to the full episode here.-----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.comAnd 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.Copyright © 2025 – CMC AG – All Rights Reserved----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 Here2. 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...

18 Sep 20189min

Welcome to The Systematic Investor series. It’s a great privilege for me to invite you to a behind the scenes conversation between some of my favorite systematic investors namely Jerry Parker and Moritz Seibert. We get on a “call” each week to discuss the events that took place through the lens of a Systematic Investor and how the trading strategies we work with are reacting. It’s a raw and honest exploration and we hope you will join and be part of…not least by sending us questions that we can discuss. -----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.comAnd 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 – Intro01:00 – Who we are04:10 – Why we are doing the podcast09:00 – Topics people should expect and podcast structure19:10 – Weekly review of performance33:00 – Top tweets39:45 – Benchmark performance update40:30 – Question: Bruno; Why do some funds get to the billion mark and others don’t?Copyright © 2025 – CMC AG – All Rights Reserved----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 Here2. Daily Trend Barometer and Market Score One of the things I’m really proud of, is the fact that I have managed to...

17 Sep 201856min

Today Niels continues his conversation with Jennifer Sunu, who is the director of compliance at the NFA, Arthur Bell, CPA and managing member of Bell Tower LLC, and JP Bruynes, who is a partner at the law firm Akin Gump.Listen in to today’s episode as we focus on how regulators are helping and sometimes hurting managers and clients, the importance of cyber security as a CTA, the way that cryptocurrencies have changed the way we trade, some of the best things that have happened to managed futures over the last twenty years, and how the market has been affected.-----50 YEARS OF TREND FOLLOWING BOOK AND BEHIND-THE-SCENES VIDEO FOR ACCREDITED INVESTORS - CLICK HEREIn This Episode, You’ll Learn:The dangers of over-regulationWhat we can learn from blow-ups at the manager level and how to avoid them in the futureWhy investors need to do their due diligence to avoid fraudWhat the NFA considers in reviewing educational and promotional materialsHow to ensure your promotional material is meeting NFA guidelinesWhy pundits on news shows are allowed to make predictions on markets that may be just an educated guessThe importance of cyber security and how to you can protect yourselfWhat impact cryptocurrencies may have on futures marketsHow regulators are working to help clients avoid unrealistic expectations in cryptocurrenciesThe best things that have happened to managed futures in the last twenty yearsWhat has changed regarding the Volcker rule in the past few yearsHow flat fee products are changing the industryWhy we need to worry about the “race to zero”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.comAnd 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.Learn more about Jennifer Sunu and the <a href="https://www.nfa.futures.org/index.html" rel="noopener noreferrer"...

23 Aug 201846min

On today’s episode Niels Kaastrup-Larsen is joined by Jennifer Sunu, who is the director of compliance at the NFA, Arthur Bell, CPA and managing member of Bell Tower LLC, and JP Bruynes, who is a partner at the law firm Akin Gump.Listen in to today’s episode as we focus on how the managed futures industry is organized, how it has changed since the industry started, who the key players are and what role do they play, and how regulators keep an eye on all these players to ensure they play fairly.-----50 YEARS OF TREND FOLLOWING BOOK AND BEHIND-THE-SCENES VIDEO FOR ACCREDITED INVESTORS - CLICK HEREIn This Episode, You’ll Learn:What got our guests into managed futuresThe basic structure of the managed futures industryWhat role each of the key players have in managed futuresHow the different regulatory bodies work together in the USThe different ways that hedge fund management has changed over the last twenty yearsHow the industry has evolved over the last forty yearsWhy our guests believe that investing in managed futures is a good ideaWhat it takes to set up a CTA todayThe importance of understanding your edge as a CTAWhat first steps a new CTA is going to take in working with regulatorsWhat Jennifer recommends for younger CTA’The questions new investors should be asking to find the best CTA for them-----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.comAnd 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.Learn more about Jennifer Sunu and the National Futures AssociationLearn more about Arthur Bell and Bell Tower LLCLearn more about JP...

16 Aug 201843min

We’re changing things up on today’s episode of the podcast: we have with us Frank Conway from the Economic Rockstar Podcast interviewing Niels about trend following strategies, asset allocation, and more. Listen in to find out what changes need to be made in the trend following space, the importance and benefits of your asset allocation when it comes to your investments, and new publications that can take you farther in mastering trend following and managed futures.-----50 YEARS OF TREND FOLLOWING BOOK AND BEHIND-THE-SCENES VIDEO FOR ACCREDITED INVESTORS - CLICK HEREIn This Episode, You’ll Learn:Why Niels has worked hard to keep his explanation of trend following as simple as possibleWhy at the end of the day, all investors are trend followersWhat really sets one trend follower apart from anotherHow trend following techniques have evolved over timeWhat traits Niels sees in the company he works with as most important in their 40+ year successThe challenges and difficulties of trend followingWhy trying to do it yourself in trend following can hurt rather than helpWhy successfully executing a trend following strategy is not something that Niels believes everybody can or should doWhy despite their successes, many trend followers feel an embarrassment in showing their track recordsHow the right asset allocation can build safer and better performing portfoliosWhy it’s important to have “skin in the game” as an investment managerThe importance of COI versus ROIWhat Niels thinks of cryptocurrencies and how it relates to trend followingWhy DUNN Capital trades the VIX and its importance in their portfolioWhat inspired Niels to write his recent books on trend following and managed futuresThe purpose behind Niels outreach, whether it’s podcasts, books, newsletters, or anything elseWhat Niels hopes people will get out of his books-----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.comAnd please share this episode with a like-minded friend and leave an honest Rating & Review on <a href="https://www.toptradersunplugged.com/reviewttu"...

9 Juli 20181h 13min

Katy Kaminski and I continue our conversation with Harold de Boer, and discuss his philosophy behind pure trend and divergent trading, as well as why Harold believes Transtrend is unique in the managed future space. In this episode, we talk about the benefits of synthetic trading, Harold’s advice to a new rising star, and what he is looking forward to going forward.-----50 YEARS OF TREND FOLLOWING BOOK AND BEHIND-THE-SCENES VIDEO FOR ACCREDITED INVESTORS - CLICK HEREIn This Episode, You’ll Learn:How Harold views pure trend and divergent trading within TranstrendWhat pure trend means today in comparison to what it used to meanWhat it means to Harold to serve his clients best through his tradingHow trading synthetic markets helps to profit from trendsWhat Harold thinks is unique about Transtrend’s trading modelThe research projects that inspire Harold right nowWhy Harold believes it’s unrealistic to expect returns without volatilityThe differences between the passive and active investorWhat excites Harold about 2018The things that scare Harold and keep him up at nightWhy risk management should be done by anticipation, not by response-----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.comAnd 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.Follow Katy on TwitterFollow Harold de Boer on LinkedinCopyright © 2025 – CMC AG – All Rights Reserved----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...

21 Juni 201840min

Harold De Boer is a Managing Director, Member of Management Committee and Member of Board of Directors at Transtrend B.V. Growing up, Harold’s interest in statistics grew out of his work at his family’s dairy farm, and expanded into the world of trading and managed futures. Listen in to learn about Harold’s unique perspective on the industry, his marketing philosophy, and some of the most important lessons he’s learned during his successful career.-----50 YEARS OF TREND FOLLOWING BOOK AND BEHIND-THE-SCENES VIDEO FOR ACCREDITED INVESTORS - CLICK HEREIn This Episode, You’ll Learn:How Harold got started with statistics at a young ageWhy Harold’s first job as a mathematician was intended to be only temporaryHow that first job transformed into Harold’s work at TranstrendWhen the Turtles project was discovered by Transtrend in its early yearsHow being bought by a larger organization did not affect Transtrend’s operationSome of Harold’s biggest lessons he has learnedHow his time on a dairy farm informs Harold’s approach to trend followingWhat investors underestimate and don’t understand about managed futuresThe only thing that actually drives the marketsHow market dynamics changed as a result of the transition from floor trading to electronic tradingWhy Harold believes that Transtrends program should be called “medium-term”Why Harold believes positive alpha does not actually exist-----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.comAnd 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.Follow Katy on TwitterFollow Harold de Boer on LinkedinCopyright © 2025 –...

15 Juni 201839min

Katy Kaminski and I continue our conversation with Nigol Koulajian, and discuss if his strategies of working with, around, and doing the opposite of what many investors are doing, has given him any advantages? In this episode, we talk about the risk of research and data affecting the market, why he distrusts in many institutional teachings of finance, and what he is looking forward to this year.-----50 YEARS OF TREND FOLLOWING BOOK AND BEHIND-THE-SCENES VIDEO FOR ACCREDITED INVESTORS - CLICK HEREIn This Episode, You’ll Learn:How savvy investors stay ahead of the curveWhy you need to isolate yourself from the hivemind of mainstream investorsWhy those using smart beta have not succeeded recentlyNigol’s opinion on VIX’s impact in and outside the managed futures industryHow Nigol adapts to the changing industryWhy Nigol calls filtering the “holy grail” and how he uses itThe state of institutional and scientific learning of investingHow research into the markets affects their behaviorWhat opportunities 2018 brings for Nigol and other investorsWhy Nigol believes CTA’s are still very useful for managed futures-----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.comAnd 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.Follow Katy on TwitterFollow Nigol Koulajian on LinkedInCopyright © 2025 – CMC AG – All Rights Reserved----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...

24 Maj 201833min