SI79: A historical volatile week put into perspective ft. Robert Carver
We’re joined on the show today by special guest Robert Carver, to discuss another historically volatile week in the markets, the differences between today’s bear market and 2008, how Robert defines po...
15 Mars 20201h 41min
BO35: A Month in the Life of a CTA
Today we discuss a question from the audience about what goes on in the life of a CTA.-----50 YEARS OF TREND FOLLOWING BOOK AND BEHIND-THE-SCENES VIDEO FOR ACCREDITED INVESTORS - CLICK HERE-----Follow...
12 Mars 20204min
BO34: More Fiction in Excel than in Word
The likeliness to curve fit data from backtests, and get excited about numbers which may not materialise.-----50 YEARS OF TREND FOLLOWING BOOK AND BEHIND-THE-SCENES VIDEO FOR ACCREDITED INVESTORS - CL...
12 Mars 20203min
BO33: Howard Marks & Limiting Downside Potential
When Howard Marks speaks, we should all pay attention. And today’s topic about focusing on the Risk rather than the Upside in your portfolio…is just up our street!-----50 YEARS OF TREND FOLLOWING BOOK...
11 Mars 20207min
BO32: Trend Following: The Perfect Hedge, or the Perfect Portfolio?
We discuss why we believe that Trend Following could rightly be viewed as the Perfect Portfolio, and sometimes the Perfect Hedge.-----50 YEARS OF TREND FOLLOWING BOOK AND BEHIND-THE-SCENES VIDEO FOR A...
10 Mars 202010min
BO31: Equity Indices – Who Wants To Be Average?
Why do equity investors aim to be average? And how to aim for more.-----50 YEARS OF TREND FOLLOWING BOOK AND BEHIND-THE-SCENES VIDEO FOR ACCREDITED INVESTORS - CLICK HERE-----Follow Niels on Twitter, ...
8 Mars 20204min
SI78: Tom Basso’s research on higher Trend Following returns as volatility increases
This week, we discuss the potential benefits of investing in more than one systematic fund, Tom Basso’s research finding that Trend Following returns increase as market volatility increases, the proce...
8 Mars 20201h 15min
BO30: Historical Data, Backtests, & Track Records
What is the optimal time frame when analysing a track record & why can seemingly correlated strategies have very different returns?-----50 YEARS OF TREND FOLLOWING BOOK AND BEHIND-THE-SCENES VIDEO FOR...
6 Mars 20204min
