Top Traders Unplugged19 Mars 2025

TTU148: CTAs - The Good, The Bad, and The Misunderstood ft. Rob Carver, Graham Robertson and Yoav Git

Today, we’re diving deep into the world of CTAs and their role in investment portfolios. We discuss the balance between focusing on a single asset class versus a multi-asset approach, emphasizing that different asset classes offer unique utilities to investors. Our guests share insights from their experiences, highlighting the importance of tailored execution strategies and how technology can enhance trading performance. We also explore the growing interest from major players like Fidelity and BlackRock in trend-following strategies, raising questions about the future of CTAs in institutional portfolios. Join us as we unpack these themes and share our thoughts on the evolving landscape of systematic trading.

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

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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.

Follow Rob on Twitter.

Follow Graham on LinkedIn.

Follow Yoav on LinkedIn.

Find out more about DUNN Capital

Episode Timestamps:

04:02 - Introduction to Yoav Git

06:16 - The background behind Graham, Rob and Yoav's relationship

12:15 - What is common about people working at Man AHL?

15:47 - Should you focus on single or multi asset classes?

24:58 - The state and outlook for fixed income and

29:47 - Liquidity and how it plays a role in alternative markets

36:09 - Are investors misunderstanding liquidity?

37:28 - How do you actually measure and think about liquidity?

39:50 - Why are CTAs not widely represented in portfolio?

49:14 - How to understand and master execution

58:01 - Research and technology in systematic trading

01:02:36 - "My love for you is like a magnitude 6 earthquake, your sharpe ratio makes me tremble in size"

01:05:00 - Are we at a turning point for trend following?

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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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