SI353: You Don’t Buy It for Returns. You Buy It Because It Works! ft. Yoav Git

SI353: You Don’t Buy It for Returns. You Buy It Because It Works! ft. Yoav Git

Some of the most effective portfolio components may generate little or no return on their own. In this episode, Niels Kaastrup-Larsen and Yoav Git explore that discomfort - why allocators often overlook strategies that offer the most structural value. Through a series of new research papers, they examine how negative correlation, volatility, and capital efficiency can outweigh standalone performance, and why trend following continues to challenge conventional assumptions. It’s a conversation about construction over conviction, contribution over headline returns, and the gap between what improves a portfolio and what investors are willing to own.

-----

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 Portfoliohere.

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 Yoav on LinkedIn.

Episode TimeStamps:

00:13 - Introduction and latest update

07:57 - Trend Following score card

12:38 - Latest paper from R.G. Niederhoffer

26:45 - Latest insights from Quantica Capital

36:55 - Review of Soc Gen's latest report on the state of the CTA Industry

44:52 - The Science and Practice of Trend-following Systems paper by Artur Sepp

Resources discussed in this Episode:


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 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

Privacy Policy

Disclaimer

Avsnitt(908)

TTU108: Big Opportunities in Exotic Markets? ft. Doug Greenig of Florin Court Capital – 1of2

TTU108: Big Opportunities in Exotic Markets? ft. Doug Greenig of Florin Court Capital – 1of2

Today I’m joined by my co-host Moritz Seibert to speak with Doug Greenig, the Founder, CEO, and CIO at Florin Court Capital. Doug’s early experiences in economics at Princeton and UC Berkeley helped k...

15 Nov 201839min

SI09: What really makes a Trend Follower a Trend Follower?

SI09: What really makes a Trend Follower a Trend Follower?

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 Mori...

12 Nov 201852min

BO08: How to really Define Risk

BO08: How to really Define Risk

During a conversation I had with expert Bill Dreiss, we discussed many topics, all with great value. One part in particular I found really interesting, and which I would like to share with you, was wh...

7 Nov 20188min

SI08: How to tell if you system has stopped working?

SI08: How to tell if you system has stopped working?

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 Mori...

5 Nov 20181h 7min

BO07: Cold Turtle Takeaways

BO07: Cold Turtle Takeaways

It’s not often you get to sit down with a Turtle, let alone the father of the Turtle Experiment, and when I do I find it fascinating learning about the different experiences and outcomes that emerged ...

31 Okt 20189min

SI07: What is; alpha, smart beta, implied vol, crisis alpha and convexity?

SI07: What is; alpha, smart beta, implied vol, crisis alpha and convexity?

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 Mori...

29 Okt 20181h 4min

TTU107: The Bright Future of Trend Following ft. Jean Jacques Duhot of Arctic Blue Capital – 2of2

TTU107: The Bright Future of Trend Following ft. Jean Jacques Duhot of Arctic Blue Capital – 2of2

Moritz Seibert and I continue our conversation with Jean Jacques Duhot and further discuss his contrarian and multi-part model, how his management company has stayed lean, and how the due diligence of...

25 Okt 201830min

BO06: Identifying the best trading rules

BO06: Identifying the best trading rules

In any systematic trading strategy choosing the right combination of parameters for your model or approach is critical. So today, I wanted to share a valuable takeaway from a conversation with Bill Dr...

24 Okt 20188min

Populärt inom Business & ekonomi

badfluence
framgangspodden
varvet
rss-jossan-nina
rss-svart-marknad
rss-borsens-finest
uppgang-och-fall
avanzapodden
lastbilspodden
fill-or-kill
rss-inga-dumma-fragor-om-pengar
borsmorgon
svd-tech-brief
24fragor
rss-dagen-med-di
bathina-en-podcast
tabberaset
rss-kort-lang-analyspodden-fran-di
dynastin
rss-borslunch