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980 afleveringen, van nieuw naar oud
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SI187: Why Commodities & Why Now ft. Tim Pickering
10 april 2022 · 1 uur 10 min
In this week’s episode, Tim Pickering, Founder of Auspice Capital, joins me to discuss why commodities play such an important role in a portfolio, how to create a strategy that adapts to different volatility regimes, why he created The Auspice Broad Commodity Index, the role and importance of ESG in commodities trading, how commodity futures can be used as a risk mitigation tool, why Ukraine is so important for commodities, how to effectively protect yourself against inflation and much more Lees meer
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In this episode, we discuss:
Why commodities play such an important role in a portfolio
How to create a strategy that adapts to different volatility regimes
How ESG and commodities trading is closely related
Whether to embrace Chinese commodity markets
Why the war in Ukraine is so important for commodities
Strategies for protecting yourself against inflation
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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 Tim on Twitter.
Episode TimeStamps:
00:00 - Intro
02:40 - What has caught Tim and Niels’ attention recently?
06:33 - What has happened since last Niels and Tim spoke in 2014?
11:45 - Has Tim made any major research discoveries since last time?
19:31 - Why commodities and why now?
30:50 - How much room for liquidity is there in the markets?
37:32 - Tim’s thoughts on the LME
44:31 - Thoughts on co…
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ALO07: CIOs on the Edge of Finance ft. Katherine Molnar & Andrew Spellar
6 april 2022 · 1 uur 10 min
In today’s episode, Alan Dunne is joined by Katherine Molnar, CIO of Fairfax County Police Officers Retirement System, and Andrew Spellar, CIO of Fairfax County Employees Retirement System, to discuss how asset allocation is handled by one of the best performing public pension funds, how they manage risk and balance their portfolio through diversification, how the current instability in the markets has shaped their investment strategy, expectations of returns for different investment strategies, running portfolios using a risk parity framework, moving into digital assets, manager selection and much more. Lees meer
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JOIN THE TREND FOLLOWING MANIFESTO BOOK LAUNCH LIST TO GET SPECIAL LOW PRICE ON OUR UPCOMING BOOK DURING THE FIRST WEEK!
- CLICK HERE
In this episode, we discuss:
How asset allocation is handled in a successful public pension fund like Fairfax County Retirement System
How they manage risk and create balance in their portfolios
How instability in the markets has shaped their strategy
How they look at return expectations
The (brave) move into digital assets
Manager selection
Skills and challenges of being a CIO
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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 Alan on Twitter.
Follow Katherine on LinkedIn.
Follow Andrew on LinkedIn.
Episode TimeStamps:
00:00 - Intro
03:05 - Overview of Fairfax County’s asset allocation strategy
14:27 - How has the current market affected their strategy?
19:35 - The growth of risk mit…
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SI186: Crisis Alpha & My Trend Following Thesis ft. Richard Brennan
3 april 2022 · 1 uur 25 min
Today, Rich and I discuss the Q1 Trend Following performance and how it turned out to be one of the best calendar quarters for the SG Trend and SG CTA indices. We also dive into my own "thesis" about trend following in a De-Globalized world and why I believe that we may be returning to the golden era of trend following, like in the 1970s, 80s and 90s. As usual we debated a few great questions from our community, relating to Volatility Targeting and how to manage your Stop-Loss. A lively episode for sure! Lees meer
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In this episode, we discuss:
Interest Rates and the current Bear Market in Bonds
Our slighltly different definitions of the term "Crisis Alpha"
The concern's Rich has for the World, and what that means for Trend Following
The impact on Trend Following of a De-Globalization of the World
The difference between initial and trailling stops, and when to use them
What software to use to backtest your systems
Whether dynamically adjusting your position size during a trade is better or worse than keeping it static
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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 Rich on Twitter.
Episode TimeStamps:
00:00 – Intro
03:09 – Weekly recap from Niels
05:22 - Update on Rich's Battleship
15:35 - Crisis Alpha...yes but much more
21:40 - My Trend Following Thesis
37:24 - Q1, Andrew: Could you all define…
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ALO06: Betting against Buffett ft. Ted Seides
30 maart 2022 · 1 uur 3 min
Today, Alan Dunne is joined by Ted Seides, host and creator of the Capital Allocators podcast, to discuss the investment approach and philosophy of David Swensen, the Yale Model and how Seides has used the model to develop his own approach, whether being a hedgefond allocator has become gradually more difficult over the years, the bet Seides made with Warren Buffett, asset allocation vs. manager selection and the challenges to overcome, what Seides has learned from doing his podcast, decision making processes and governance, crypto currencies and digital assets and much more. Lees meer
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JOIN THE TREND FOLLOWING MANIFESTO BOOK LAUNCH LIST TO GET SPECIAL LOW PRICE ON OUR UPCOMING BOOK DURING THE FIRST WEEK!
- CLICK HERE
In this episode, we discuss:
The philosophy of David Swensen and the Yale Model
How the role of hedge funds has changed over the years
The bet Seides made with Warren Buffett
Asset allocation vs. manager selection and the challenges to overcome
What Seides has learned from doing his podcast
The importance of leadership and time management
The difficulty of making a good decision in the heat of the moment
The future of crypto currencies and digital assets
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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 Alan on Twitter.
Follow Ted on LinkedIn .
Episode TimeStamps:
00:00 - Intro
03:23 - Ted’s background
07:35 - How Seides deviates from Swensen in his approach
10:36 - The Yale Model and the end of 60/40
15:55 - Is …
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SI185: Trend Following in a De-Globalised World
26 maart 2022 · 1 uur 18 min
Mark Rzepczynski joins me in this week’s episode, to discuss strategies for rebalancing your portfolio, the coming de-globalisation and its impact on Trend Following, especially in light of events in Ukraine, the Hedger’s dilemma and how the LME may have lost the trust of its clients, divergence and how it might cause disruption in markets, what Mark learned from working with Ned Johnson III at Fidelity, and how the principle of Kaizen can be applied to trend following. Lees meer
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JOIN THE TREND FOLLOWING MANIFESTO BOOK LAUNCH LIST TO GET SPECIAL LOW PRICE ON OUR UPCOMING BOOK DURING THE FIRST WEEK!
- CLICK HERE
In this episode, we discuss:
Different strategies for rebalancing your portfolio
How de-globalisation can impact Trend Following
The recent events in Nickel trading at the LME
How divergence might cause disruption in markets,
How the Japanese philosophy, Kaizen, can be applied to trend following
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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 Mark on Twitter.
Episode TimeStamps:
00:00 - Intro
02:10 - Market recap
04:41 - What has caught Mark’s attention recently?
13:46 - Overview of the week
18:28 - Q1, Brett: Any thoughts on rebalancing based on trending performance?
30:45 - Trend Following, globalization and the Dark Ages
47:15 - What happened at LME?
59:18 - Fidelity, Edward Johnson and the Kaizen philosophy
01:14:29 - Update on performance
Resources discussed in this Episode:
Link: Edward ‘Ned’ Johnson, Former …
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TTU120: Carry - The Good, the Bad and the Ugly ft. Kevin Coldiron
23 maart 2022 · 1 uur 7 min
In this episode, Niels and Rob is joined by Kevin Coldiron, co-author of the book “The Rise of Carry” and lecturer in Asset Management at UC Berkeley, to discuss the use of carry trading as a trading strategy, how it relates to volatility and risk, how carry trading creates market feedback effects, and how that is distinct from feedback created by other strategies, how it can play a role in financial bubbles, whether we are still in a carry regime or transitioning away from it and what comes after. Lees meer
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JOIN THE TREND FOLLOWING MANIFESTO BOOK LAUNCH LIST TO GET SPECIAL LOW PRICE ON OUR UPCOMING BOOK DURING THE FIRST WEEK!
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In This Episode, we discuss:
The increasing popularity of carry trading and its role in the global economy
The risk and volatility of carry trading, and how it can play a role in financial bubbles
How carry trading creates market feedback effects, and how that is distinct from feedback created by other strategies
The role of liquidity within the carry world
The future of carry
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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 Kevin on Twitter
Episode Timestamps:
00:00 - Intro
02:25 - Introduction to Kevin
05:53 - Background on the co-authors of Kevin’s book
09:43 - Definition of carry trading with examples
13:56 - Volatility vs. risk
23:11 - The role of Volatility in investing
28:27 - Carry trade suppressing volatility
35:55 - Does carry trades play a role in financial bubbles?
41:01 - The …
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SI184: To Trend Follow or Not To Trend Follow ft. Alan Dunne
20 maart 2022 · 1 uur 10 min
In today's episode Alan Dunne joins me to discuss many different aspects of trend following - its relevance, strengths, weaknesses and future, roll-harvesting strategies, what causes trends in markets, whether it is too late to invest in trend following, its role within risk mitigation, how investors perceive trend following and if you really need to trade strategies that fits your personality. Lees meer
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JOIN THE TREND FOLLOWING MANIFESTO BOOK LAUNCH LIST TO GET SPECIAL LOW PRICE ON OUR UPCOMING BOOK DURING THE FIRST WEEK!
- CLICK HERE
In this episode, we discuss:
Trend following and its strengths, weaknesses, relevance and future
Dealing with volatility as a trend follower
Finding investment strategies that fits your personality
What causes trends in markets
Risk mitigation strategies
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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 Alan on Twitter.
Episode TimeStamps:
00:00 - Intro
02:45 - Market recap
04:32 - Overview of the week
11:35 - Q1, ABE: What are your opinion on roll-harvesting strategies?
21:06 - What causes trends in markets?
43:05 - Is it too late to invest in trend following?
50:22 - Risk mitigation and investor perception of Trend Following
58:42 - Key insights from the Allocator series so far
01:06:51 - Update on performance
Resources discussed in this Episode:
Hedge funds pull in another USD11.29bn in January
Copyright © 2026 – CMC AG – All Rights Reserved
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PLUS: Whenever you're ready... here are …
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VOL11: The Anatomy of a Trade ft. Alex Gurevich
16 maart 2022 · 1 uur 2 min
In this episode Hari is joined by Alex Gurevich, author, PhD in mathematics and founder of HonTe Investments, to discuss how he values bonds differently to many investors today, how to build a balanced portfolio, the many ways to loose money when buying an option (even if you are "kinda" right) as well as how he makes decisions as a trader, how to manage stress and keep a healthy lifestyle as a hedge fund manager and what the future of the global financial markets may look like. Lees meer
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JOIN THE TREND FOLLOWING MANIFESTO BOOK LAUNCH LIST TO GET SPECIAL LOW PRICE ON OUR UPCOMING BOOK DURING THE FIRST WEEK!
- CLICK HERE
In this episode, we discuss:
How different types of bonds are valuated
The pattern in how many times the FED tends to move rates, once they begin
Why Rate cycles are getting shorter (in time)
Why Alex believes that the FED should not raise rates before reducing their balance sheet
Alex playbook for the Ukrainian crisis: Oil could collapse to $40 and Rates could go back to zero
How your performance can end up defining who you are (if you are not careful)
The synchronisation of the central banks and how the future might look for the global financial market
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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 Hari on Twitter.
Follow Alex on Twitter.
Episode TimeStamps:
00:00 - Intro
02:42 - Introduction to Alex and his background
07:20 - How Alex think about bonds
16:37 - Have bonds become more important since 2008?
…
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SI183: Nickel Short Squeeze & Trend Following in an Unstable World ft. Jerry Parker
12 maart 2022 · 1 uur 24 min
Jerry Parker joins me in today’s episode to discuss trend following as a robust guide to the markets in a world of instability and insecurity. We also discuss the recent short squeeze in nickel which has led to an unprecidented response from the LME, how to develop a trend following system, and what to do if you miss a breakout trade. We dive into when to trade index-based products vs. single stocks, how to manage trailing stops, and Jerry's decision to stop doing trend following research and rounding off our conversation with interesting and somewhat provocative tweets from Jerry. Lees meer
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JOIN THE TREND FOLLOWING MANIFESTO BOOK LAUNCH LIST TO GET SPECIAL LOW PRICE ON OUR UPCOMING BOOK DURING THE FIRST WEEK!
- CLICK HERE
In this episode, we discuss:
Trend following and volatility in relation to the current situation in Ukraine
The recent short squeeze in nickel trading and the reaction from the LME
Tips and tricks to grow as a trend follower
How to develop a good trend following system
How to manage trailing stops
How Jerry managed his short Russian stock position
What Jerry will focus on as he stops doing Trend Following Research
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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 Jerry on Twitter.
Episode TimeStamps:
00:00 - Intro
01:40 - Summary of the week
08:03 - What happened this week with nickel trading
14:53 - Q1, Josh: Any tips and tricks for Trend Following investing and ETFs?
31:57 - Q2, William: How do you react fo…
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ALO05: Better than Alpha ft. Chris Schelling
9 maart 2022 · 1 uur 9 min
In this episode, Alan Dunne is joined by Chris Schelling, Chief Investment Strategist at Venturi Private Wealth and author of the book “Better Than Alpha”, to discuss asset allocation and how assets are managed in the private space vs institutional space, about disrupting the 60/40 model and formulating a new standard, the evolution of the industry over the years, the role of liquidity in asset allocation, the use of Alpha and Beta in investment, what it takes to be a skilled manager and the risk of manager selection. Lees meer
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JOIN THE TREND FOLLOWING MANIFESTO BOOK LAUNCH LIST TO GET SPECIAL LOW PRICE ON OUR UPCOMING BOOK DURING THE FIRST WEEK!
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In this episode, we discuss:
How are assets managed in the private space vs institutional space
Biases in asset allocation and how to overcome them.
Using Alpha, Beta and other investment strategies
Due diligence and things to avoid in the process
The risks of manager selection and what it takes to be a good manager.
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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 Alan on Twitter.
Follow Chris Schelling on LinkedIn & read his book.
Episode TimeStamps:
00:00 - Intro
03:23 - About Chris’s background and his role at Venturi
12:45 - Disrupting the 60/40 model and formulating a new standard
17:54 - How the industry has evolved over the years
21:56 - Is private equity less risky?
23:43 - Is liquidity being more or less valued as it should be?
27:39 - Alpha, Beta and mappin…
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SI182: Trend Following in Times of Crises ft. Rob Carver
5 maart 2022 · 1 uur 25 min
Today Rob Carver joins me to discuss how the Trend Following world is reacting to the aweful situation in Ukraine and how it affects markets and volatility, discussing the moral aspects of trend following in times of crises and we take lots of questions from our community regarding how to handle parabolic market moves, if trend following is over-crowded, who we believe is the next David Harding, how to allocate to different speeds of Momentum/Trend Following as well as thoughts on rebalancing assets and portfolios and much more. Lees meer
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JOIN THE TREND FOLLOWING MANIFESTO BOOK LAUNCH LIST TO GET SPECIAL LOW PRICE ON OUR UPCOMING BOOK DURING THE FIRST WEEK!
- CLICK HERE
In this episode, we discuss:
How the aweful situation in Ukraine affects trend following and volatility
Rebalancing strategies within your portfolio
The advantage of systematizing your trading
When I sat down with the founds of AHL at Abbey Road Studios
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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.
Episode TimeStamps:
00:00 - Intro
02:15 - Update on markets
05:50 - What has caught attention and review on performance
27:08 - Status on Rob’s book
29:27 - Q1, Harry: What might next frontier be that seems silly today, but common sense later? Who's the next David Harding?
34:04 - Q2, Ravi: What are the implications to the markets and the wider global economy?
39:00 - Q3, Zoran: How do you navigate through such events (war in Ukraine) as a systemati…
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ALO04: Insights from the Queens Bank CIO ft. Alan Higgins
2 maart 2022 · 1 uur 3 min
On today’s episode, Alan Dunne is joined by Alan Higgins, the CIO and Chief Market Strategise of Coutts UK, also known as the Queens Bank, to discuss sound ways to invest in today’s environment, Alan’s interest at an early age in how to earn a risk premium, being a 60/40 investor and how the strategy will evolve, asset management vs. wealth management, distressed debt investing, behavioural biases, inflation, equity and interest rates, as well as the Yale Approach finishing off with some book recommendations on asset allocation and investing. Lees meer
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JOIN THE TREND FOLLOWING MANIFESTO BOOK LAUNCH LIST TO GET SPECIAL LOW PRICE ON OUR UPCOMING BOOK DURING THE FIRST WEEK!
- CLICK HERE
In this episode, we discuss:
What the 60/40 portfolio will look like in the next decade
The surprise of markets ability to trend
The value of Risk Mitigation, but how it’s not enough
Insights to the inflationary period in the UK under Nigel Lawson
Why this time feels different
Lessons from the 1987 Crash
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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 Alan on Twitter.
Follow Alan Higgins on LinkedIn.
Episode TimeStamps:
00:00 - Intro
03:05 - Alan’s background and current role
04:44 - Risk premium and fixed income
24:33 - Setbacks and drawdowns
26:45 - Inflation
35:06 - Interest rates, bonds and dividends
43:22 - Asset allocation and portfolio construction
46:18 - Alan’s role at Eighteen48 Partners
48:33 - David Swensen and the Yale Approach…
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SI181: The Power of Trend Following ft. Richard Brennan
27 februari 2022 · 1 uur 24 min
Richard Brennan joins us today to discuss the power of Trend Following during periods of heightened uncertainty, Trend Following applied to the ESG space, how endogenous price shocks cause longer-term trends, the new Top Traders Monthly Trend Following report, shorter-term Trend Following versus longer-term, and how ‘buy the dip’ investors are likely unprepared for sustained underperformance in stocks. Lees meer
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JOIN THE TREND FOLLOWING MANIFESTO BOOK LAUNCH LIST TO GET SPECIAL LOW PRICE ON OUR UPCOMING BOOK DURING THE FIRST WEEK!
- CLICK HERE
In this episode, we discuss:
Why now might be the best time to be invested in Trend Following strategies
How systematic investing can be applied to the ESG space
The cause of longer-term price trends
The Top Traders Monthly Trend Following report
The best lookback period for Trend Following models
The need to diversify away from the ‘buy the dip’ mentality
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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 Rich on Twitter.
Episode TimeStamps:
00:00 – Intro
03:49 – Macro recap from Niels
06:40 – Weekly review of performance
16:35 – Thoughts on Niels, Rich & Jerrys’ LinkedIn conversation with Harold De Boer of Transtrend
23:16 – Q1; Frank : How do you see Trend Following strategies fitting into the ESG space?
31:43 – Why we developed the Top Traders Monthly Trend Following report
51:55 – Q2; Steve : What else causes a long price trend if endogenous shocks are the initial cause?
01:09:39 – …
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ALO03: Lessons from a $25 billion CIO ft. Elizabeth Burton
23 februari 2022 · 1 uur 4 min
Alan Dunne is joined today by Elizabeth Burton to discuss managing a public fund versus a private fund, the challenges to those invested in the traditional 60 / 40 portfolio, the current outlook for inflation, performing above expectations, how to re-position a portfolio for higher expected inflation, fixed income versus real assets, categorising asset classes effectively, the limits of mean variance optimisation, using historical perspectives as an input into current decision-making, difficulties in the manager selection process, and how to simplify complex ideas in order to communicate more efficiently. Lees meer
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JOIN THE TREND FOLLOWING MANIFESTO BOOK LAUNCH LIST TO GET SPECIAL LOW PRICE ON OUR UPCOMING BOOK DURING THE FIRST WEEK!
- CLICK HERE
In this episode, we discuss:
The outlook for inflation
Achieving high performance consistently
How to re-allocate a portfolio accordingly
Mean variance optimisation
Whether this time is different
Selecting the right manager
Simplifying complexity for better understanding
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 Alan on Twitter.
Follow Elizabeth on LinkedIn.
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Episode TimeStamps:
00:00 - Intro
03:30 - Elizabeth’s background and history in the investment world
04:55 - Elizabeth’s perspective on today’s markets
06:52 - Managing a public fund versus a private fund
08:14 - Performing above expectations
09:38 - The current outlook for inflation
11:31 - How to re-position a portfo…
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SI180: Data Versus Stories & The "Moscow Rules" ft. Mark Rzepczynski
20 februari 2022 · 1 uur 17 min
Mark Rzepczynski joins us today to discuss Trend Following versus Momentum strategies, the need to be humble about making economic forecasts, how Central Bank policies affect Trend Following performance, Cathie Wood and ARKK coming under pressure from the media, Trend Following on options, calculating a systems’ risk-to-stop, vetting new investors for their ability to handle risk, hard data versus stories, when to apply the ‘Moscow rules’. Lees meer
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JOIN THE TREND FOLLOWING MANIFESTO BOOK LAUNCH LIST TO GET SPECIAL LOW PRICE ON OUR UPCOMING BOOK DURING THE FIRST WEEK!
- CLICK HERE
In this episode, we discuss:
How Trend Following differs to momentum
Avoiding the need to make predictions
The Federal Reserve and its effects on Trend Following strategies
ARKK’s media scrutiny following recent poor performance
The similarities between Trend Following and options
How to calculate ‘risk-to-stop’
Qualifying new investors before accepting them as clients
The “Moscow Rules"
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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 Mark on Twitter.
Episode TimeStamps:
00:00 – Intro
02:02 – Macro recap from Niels
04:39 – Weekly review of performance
23:00 – Q1 Zack: How should I calculate the risk-to-stop metric?
28:42 – Q2 Peregrine: Vetting new investors for their ability to handle risk
42:09 – Q3 Graham: Can you detail some of the definitions of a breakout?
47:24 – Trend Following versus Momentum
01:00:58 – Molecules of prices
01:08:31 – D…
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ALO02: Properly Diversifying a $1.6Trillion Portfolio ft. Sebastien Page
16 februari 2022 · 1 uur 16 min
Alan Dunne is joined today by Sebastien Page to discuss how price shocks affect correlations, approaches to strategic asset allocation, how to position portfolios for the years ahead, the current outlook for equities their various sectors, investing in a rising interest rate environment, responding to unexpected regime shifts in the markets, defining and achieving utility maximisation, the merits and drawbacks of mean variance analysis, how to properly diversify a portfolio, the durability of treasury bonds, lessons from research on high performance individuals and teams, achieving a state of ‘flow’, and how to simplify complex financial topics. Lees meer
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In this episode, we discuss:
Ever-changing market correlations
Strategic asset allocation
Responding to interest rate changes
Achieving utility maximisation
Mean variance analysis
Portfolio diversification
Treasury bonds
High performance teams
Simplifying complexity
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 Alan on Twitter.
Follow Sebastien on LinkedIn & read his book.
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Episode TimeStamps:
00:00 - Intro
03:52 - Sebastien’s journey into the investment management industry
07:45 - How Sebastien’s book came about
09:39 - Current view on the markets
13:37 - How to position portfolios for the year ahead and beyond
18:41 - The current out…
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SI179: A New Golden Era for Trend Followers ft. Alan Dunne
12 februari 2022 · 1 uur 5 min
Today, Alan Dunne joins me to discuss how the change of tone from central banks can affect markets globally, Trend Following in a rising interest rate environment, the case for and against including carry trades in a Trend Following portfolio, how managed futures Trend Following can help investors throughout ever-changing markets, the future of the traditional 60 / 40 portfolio, some takeaways from Alan’s conversation with Phil Huber on this week’s new Top Traders Unplugged Allocator Series, and why we might be entering a great period for Trend Following strategies. Lees meer
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JOIN THE TREND FOLLOWING MANIFESTO BOOK LAUNCH LIST TO GET SPECIAL LOW PRICE ON OUR UPCOMING BOOK DURING THE FIRST WEEK!
- CLICK HERE
In this episode, we discuss:
How central bank signalling affects risk appetite around the world
How Trend Following might perform in a rising interest rate environment
Including carry trades in a Trend Following portfolio
How managed futures can help investor throughout ever-changing markets
The viability of the 60 /40 portfolio going forward
Why a new golden era for Trend Following might be emerging
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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 Alan on Twitter.
Episode TimeStamps:
00:00 - Intro
02:36 - Macro recap from Niels
05:29 - Weekly review of returns
09:55 - How the change of tone from central banks affects the markets
18:29 - Trend Following in rising interest rate environment
25:19 - Including carry trades in a…
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ALO01: Adapting to Market Cycles ft. Phil Huber
9 februari 2022 · 1 uur 6 min
Alan Dunne is joined today by Phil Huber, in the first of our new Allocator Series, to discuss the education gap that needs to be filled regarding efficient capital allocation, the typical clients and types of portfolios that Phil deals with, adjusting portfolios to accommodate for changing market cycles, defining ‘alternative investments’, the extent to which a portfolio should be actively managed, traditional versus alternative investments, the challenges of manager selection, cultivating a behavioural edge as an allocator, and how to manage difficult conversations with clients. Lees meer
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- CLICK HERE
In this episode, we discuss:
Better education around capital allocation
Allocating capital throughout various market cycles
How to define an ‘alternative investment’
How actively we should manage a portfolio
Traditional versus alternative investments
The difficulties in the manager selection process
Being a great behavioural investor as an allocator
Difficult conversations with clients
Advice for aspiring capital allocators
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 Alan on Twitter.
Follow Phil on Twitter.
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Episode TimeStamps:
00:00 - Intro
02:44 - How 2022 has been for allocators so far
03:13 - Phil Huber’s journey into investing
05:46 - Why Phil wrote a book on capital allocation
09:00 - The typical…
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SI178: Value Investing vs Trend Following ft. Jerry Parker
6 februari 2022 · 1 uur 17 min
Jerry Parker joins us today to discuss the importance of hanging on to your outlier winners, value investing versus trend following, the optimum number of entry & signals per trade, the need to redefine ‘safe assets’, Jerry & Richard Brennans’ thoughts on Howard Marks’ remarks about Trend Following, risk parity within a Trend Following portfolio, the unpredictability of endogenous outliers, and deconstructing the old narrative that ‘Trend Following is dead’. Lees meer
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JOIN THE TREND FOLLOWING MANIFESTO BOOK LAUNCH LIST TO GET SPECIAL LOW PRICE ON OUR UPCOMING BOOK DURING THE FIRST WEEK!
- CLICK HERE
In this episode, we discuss:
Letting winners run and cutting losses early
Using 1 entry signal and 1 exit signal per trade versus multiple signals
Redefining what are typically known as ‘safe assets’
Howard Marks’ opinion on following price
Achieving effective risk parity within a portfolio
How endogenous outliers are hard to predict
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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 Jerry on Twitter.
Episode TimeStamps:
00:00 – Intro
01:44 – Macro recap from Niels
05:24 – Weekly review of performance
11:51 – Jerry & Rich’s thoughts on Howard Mark’s opinion of Trend Following
24:46 – Why exit rules might be harder to create than entry rules
43:45 – Risk parity within a Trend Following portfolio
51:03 – The unpredictability of endogenous outliers
01:10:08 – The old narrative that ‘Trend Following is dead’
01:13:54 – Benchmark perfo…
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VOL10: Why We All Need Volatility ft. Cem Karsan
2 februari 2022 · 1 uur 23 min
Hari Krishnan is joined today by Cem Karsan, to discuss feedback loops across different markets, the decision to manage outside money, how institutions make trading decisions, the global macro effects from COVID-19, the importance of dealer flows in the markets, the feedback loop between options and their underlying assets, and approaches to delta hedging. Lees meer
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JOIN THE TREND FOLLOWING MANIFESTO BOOK LAUNCH LIST TO GET SPECIAL LOW PRICE ON OUR UPCOMING BOOK DURING THE FIRST WEEK!
- CLICK HERE
In this episode, we discuss:
How market behaviour is often intertwined
Why Cem chose to manage outside capital
The thinking behind institutional market moves
How the global pandemic affected markets
Dealer flows
Feedback loops
Delta hedging
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 Hari on Twitter.
Follow Cem on Twitter.
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Episode TimeStamps:
00:00 - Intro
02:17 - Cem’s background, and current work
19:18 - The decision to manage outside money
24:06 - The trades that institutions like to make
30:22 - Feedback loops within markets
34:17 - The dynamic between futures and options
51:15 - Using Econophysics to find hedging methods
53:40 - Building various volatility models and research using toy models
57:05 - Approaches to Delta hedging
01:00:11 -Changes to qualitative features of overnight indices
01:03:12 -Investment products on the VIX and effects on the S&P 500
01:10:09 -The feedback loop between inflation, deflation and…
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SI177: The Value of Price ft. Mark Rzepczynski
31 januari 2022 · 1 uur 17 min
Mark Rzepczynski joins us today to discuss how Federal Reserve policy affects the Trend Following environment, the benefits of scaling into and out of positions, Howard Marks’ opinion on the value of price, the factors that drive commodity prices, why typical inflation-hedges may not be as reliable as their reputation implies, how Trend Following is the perfect way to complete your portfolio, and the differences between a ‘trend chaser’ and a trend follower. Lees meer
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JOIN THE TREND FOLLOWING MANIFESTO BOOK LAUNCH LIST TO GET SPECIAL LOW PRICE ON OUR UPCOMING BOOK DURING THE FIRST WEEK!
- CLICK HERE
In this episode, we discuss:
Central bank policies and their effects on Trend Following performance
The benefits of having multiple entries and exits across different timeframes
Howard Marks’ recent thoughts on trading price action only
The status of the commodity markets
Hedges against inflation
Creating the perfect portfolio using Trend Following
Trend Following versus ‘trend chasing’
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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 Mark on Twitter.
Episode TimeStamps:
00:00 – Intro
02:05 – A huge thank you to listeners of the show for leaving your 5-star reviews on iTunes, and feel free to share our link with 3 of your like-minded friends:
https://top-traders-unplugged.captivate.fm/listen
02:36 – Macro recap from Niels
06:22 – Weekly review of performance
15:10 – Q1; Zack : Has there been any research into how systematic invest…
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VOL09: The Magical Properties of Money ft. David Orrell
26 januari 2022 · 1 uur 5 min
Hari Krishnan is joined today by David Orrell, to discuss the problems with using physics analogies on financial markets, the cause and effects of price impacts, David’s new book: ‘Money, Magic, and How to Dismantle a Financial Bomb’, the magical properties of money, how sentiment drives price although it is so unpredictable in nature, the similarities between weather forecasting and economics, the sustainability of money creation by central banks, and some thoughts on cognitive interference. Lees meer
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JOIN THE TREND FOLLOWING MANIFESTO BOOK LAUNCH LIST TO GET SPECIAL LOW PRICE ON OUR UPCOMING BOOK DURING THE FIRST WEEK!
- CLICK HERE
In this episode, we discuss:
How quantum physics relates to financial markets
The mechanics behind price impacts
David’s new book, coming out soon
The magical characteristics of money
The power and unpredictability of sentiment
Weather and how it relates to financial markets
Central bank money creation and how effective it can be
Cognitive interference
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 Hari on Twitter.
Follow David on Twitter.
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Episode TimeStamps:
00:00 - Intro
02:54 - Can you give us some conclusions from the research you’ve done on weather forecasting?
04:33 - Is the notion of the economic system as being something that’s mechanistic and can be controlled flawed, and if so, how?
07:12 - Do you look at different economic models and aggregate the data?
12:46 - Is there a way to lim…
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SI176: The Origin of Outliers ft. Richard Brennan
23 januari 2022 · 1 uur 29 min
Richard Brennan joins us this week to discuss how to spot potential outlier trades before they occur, the power of simple trading rules over complexity, why endogenous events move markets 90% of the time and news events are behind only 10% of large market moves, how Trend Following models safely reduce risk exposure automatically as drawdowns increase, how to approach correlated markets in your portfolio, how to achieve diversification with limited capital, the Efficient Market Hypothesis versus Adaptive Market Hypothesis, and the differences between Trend Following and ‘Trend Trading’. Lees meer
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JOIN THE TREND FOLLOWING MANIFESTO BOOK LAUNCH LIST TO GET SPECIAL LOW PRICE ON OUR UPCOMING BOOK DURING THE FIRST WEEK!
- CLICK HERE
In this episode, we discuss:
Spotting patterns among previous outliers
Simplicity over complexity
How little the news really moves markets
Professional Trend Following versus 'Trend Trading'
The ability of Trend Following models to automatically reduce open risk during drawdowns
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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 Rich on Twitter.
Episode TimeStamps:
00:00 – Intro
01:19 – A big thank you to listeners of the show for leaving your 5-star reviews on iTunes, and feel free to share this link with 3 of your like-minded friends:
https://top-traders-unplugged.captivate.fm/listen
02:41 – Macro recap from Niels
04:13 – Weekly review of performance
11:14 – Q1; Jonathan: What are the parameters that ind…
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VOL08: Adaptation To Change ft. Jean-Philippe Bouchaud
19 januari 2022 · 1 uur 2 min
Hari Krishnan is joined today by Co-Founder & Chairman of Capital Fund Management (CFM) Jean-Philippe Bouchaud, to discuss how news drive price action, and some of the science behind the large price movements, how we should think about adapting to changing dynamics such as correlations, Jean-Philippe’s background in physics and journey into finance, the effectiveness of the Bloomberg terminal, using dimensional analysis for research purposes, the inelastic market hypothesis, differentiating yourself as a Trend Follower, and the connection between volatility strategies and high frequency data. Lees meer
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JOIN THE TREND FOLLOWING MANIFESTO BOOK LAUNCH LIST TO GET SPECIAL LOW PRICE ON OUR UPCOMING BOOK DURING THE FIRST WEEK!
- CLICK HERE
In this episode, we discuss:
The extent to which news drives price action
How to look at ever-changing market dynamics, such as correlations
Jean-Philippe's journey into finance
The reliability of the Bloomberg terminal
Dimensional analysis
The inelastic market hypothesis
Standing out in the Systematic Investor space
Volatility strategies and if they have any connection to high-frequency data
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 Hari on Twitter.
Follow Jean-Philippe on LinkedIn.
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Episode TimeStamps:
00:00 - Intro
02:38 - What area of physics did you work in, and how did you come into finance?
05:04 - Can you elaborate the paper you worked on, where you where you investigated the endogen…
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SI175: A Winning Approach to Risk ft. Rob Carver
16 januari 2022 · 1 uur 26 min
Rob Carver joins us today to discuss the different ways that Trend Following is perceived by investors, the optimum amount of positions to trade at once, rating the riskiness of various investment strategies, Trend Following on the VIX, suitable risk amounts per market, what to do with the free cash in your futures account, if Trend Followers pyramid positions, trading CFDs and dealing with transaction costs, and the best lookback period when measuring correlations. Lees meer
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JOIN THE TREND FOLLOWING MANIFESTO BOOK LAUNCH LIST TO GET SPECIAL LOW PRICE ON OUR UPCOMING BOOK DURING THE FIRST WEEK!
- CLICK HERE
In this episode, we discuss:
The perception of Trend Following among various types of investors
How many positions to trade at once
The ‘riskiness’ of various investment strategies
Combining Trend Following and Volatility strategies
Risk-per-futures contract
How much cash to keep on the sidelines and what to do with it
Pyramiding positions
CFD trading and navigating commissions
Measuring correlations effectively
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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.
Episode TimeStamps:
00:00 - Intro
03:24 - A huge thank you to those who have left a rating or review on iTunes. Feel free to share this podcast with like-minded friends using this link:
https://top-traders-unplugged.captivate.fm/listen
04:47 - Macro recap from Niels
08:17 - Weekly review of returns
11:01 - How has your new approach been working out,…
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VOL07: Participate & Protect ft. Dave Dredge
12 januari 2022 · 1 uur 7 min
Hari Krishnan is joined today by Dave Dredge, to discuss how long-volatility strategies can improve on the traditional 60/40 portfolio, the concept of ‘participate and protect’, the importance of understanding why compounding is the ultimate goal, the ‘always good weather’ portfolio, trading Bitcoin volatility, being a ‘value buyer’ of volatility, mechanisms for taking profits, and how to size portfolio allocations properly. Lees meer
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JOIN THE TREND FOLLOWING MANIFESTO BOOK LAUNCH LIST TO GET SPECIAL LOW PRICE ON OUR UPCOMING BOOK DURING THE FIRST WEEK!
- CLICK HERE
In this episode, we discuss:
How to improve on the traditional 60/40 portfolio
Dave’s concept of ‘participate and protect’
The importance of compounding
Dave’s ‘always good weather’ portfolio
Long-volatility Bitcoin strategies
Value investing in the volatility space
Methods for taking profits
Sizing portfolio allocations
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 Hari on Twitter.
Follow Dave on LinkedIn.
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Episode TimeStamps:
00:00 - Intro
02:01 - How did you end up in the long-volatility sector?
04:55 - How options used to be considered as a redundant trading method
07:53 - Do you have any idea why the Bitcoin skew is so high and flat?
08:56 - What does it mean when you say you consider yourself a value-buyer of volatility?
10:15 - Do you have any notion how to mix the various positions you warehouse?
15:46 - How do you source good ideas, and has living in…
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SI174: The Future of Trend Following ft. Alan Dunne
10 januari 2022 · 1 uur 7 min
Today, Alan Dunne joins us to discuss what the future could look like without central bank liquidity being pumped into the markets, macro versus quantitative trading approaches, how to avoid crowded strategies, some post analysis of a trend following research paper, whether CTAs are being gamed by other participants, analysing the various methods of price trend measurements, what may have caused a more difficult trading environment for Trend Following strategies in the 2010s, and the economic factors that lead to great periods for Trend Following. Lees meer
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JOIN THE TREND FOLLOWING MANIFESTO BOOK LAUNCH LIST TO GET SPECIAL LOW PRICE ON OUR UPCOMING BOOK DURING THE FIRST WEEK!
- CLICK HERE
In this episode, we discuss:
What markets could look like without Federal Reserve liquidity injections
Macro versus quantitative approaches
Avoiding crowded strategies
What it was like to trade through 2018
How market participants may try to game Trend Followers
Measuring the strength of price trends
Reviewing the performance of Trend Following during the 2010s
Which economic factors could drive strong Trend Following performance
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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 Alan on Twitter.
Episode TimeStamps:
00:00 - Intro
00:58 - Feel free to share this podcast with like-minded friends using this link:
https://top-traders-unplugged.captivate.fm/listen
and a big thank you to those who have left a 5-star rating or review on iTunes
02:34 …
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VOL06: Finding True Value in the World of Volatility ft. Benn Eifert
5 januari 2022 · 1 uur 9 min
On today’s episode, Hari Krishnan is joined today by Benn Eifert, to discuss running a volatility fund, the benefits that Benn gets from using Twitter, how to effectively serve clients as a volatility trader, the drawbacks of hedging via ETFs, monitoring market flows, the popularity of short-dated options, implied volatility versus realised volatility, how correlations change over time, balancing family-life with managing a fund, and the new normalisation of working from home. Lees meer
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JOIN THE TREND FOLLOWING MANIFESTO BOOK LAUNCH LIST TO GET SPECIAL LOW PRICE ON OUR UPCOMING BOOK DURING THE FIRST WEEK!
- CLICK HERE
In this episode, we discuss:
A behind the scenes look at running a volatility fund
How to use Twitter as an investor
Bringing value to clients as a volatility trader
Hedging via ETFs
Market flows
Options
Implied volatility
Finding a good work & life balance
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 Hari on Twitter.
Follow Benn on Twitter.
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Episode TimeStamps:
00:00 - Intro
02:20 - How did you end up running a Volatility fund?
06:39 - Why did you join a Vol fund instead of a Global Macro fund?
09:30 - What do you gain from being on Twitter?
11:50 - Explain some of the methods behind how you serve your clients
16:19 - What are some of the weaknesses of hedging via ETF products?
19:44 - Do you find a lot of value in monitoring the flows into various markets?
23:34 - Why is it people are so eager to sell s…
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SI173: ‘Trend Following + Nothing’ Part Two ft. Jerry, Moritz, Rob, Mark & Rich
2 januari 2022 · 1 uur 33 min
Today we continue our special Part 2 end-of-year episode featuring all co-hosts of the show, together at the same time, to discuss why you should be invested in numerous different markets, why more Trend Following firms should be trading single stocks, the optimum amount of systems to run at the same time, whether diversifying across markets or diversifying across systems is more important, some thoughts on positive skew, and defining outliers. We also review how 2021 went for each us, including our best and worst markets to trade, the lessons we learned, and the biggest surprises. Lees meer
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JOIN THE TREND FOLLOWING MANIFESTO BOOK LAUNCH LIST TO GET SPECIAL LOW PRICE ON OUR UPCOMING BOOK DURING THE FIRST WEEK!
- CLICK HERE
In this episode, we discuss:
The reasons for trading different markets
Why Trend Following firms should trade single stocks
The optimum amount of systems to run at the same time
Diversification across markets versus across systems
Skewness
How to define outliers
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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 Jerry on Twitter.
Follow Moritz on Twitter.
Follow Rob on Twitter.
Follow Mark on Twitter.
Follow Rich on Twitter.
Episode TimeStamps:
00:00 - Intro
01:20 - Would you rather trade 100 markets with 1 system, using 10 different timeframes? or would you rather trade 50 markets, using 3 different systems, using 5 different timeframes?
08:33 - How much ‘positive skew’ do we need?
27:04 - Diversification a…
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TTU119: The Secret to becoming Richer, Wiser, Happier ft. William Green
29 december 2021 · 1 uur 43 min
What if there was one or two things that, above all, the best investors of all time have in common? Would you be interested to know what this is? Our special guest today, William Green, has written about this in his new book, called ‘Richer, Wiser, Happier’, where he draws upon his past interviews with over forty of the most successful investors of all time, to find out some of the ingredients that made them stand out. These elite group include Sir John Templeton, Charlie Munger, Howard Marks, Jack Bogle, Ed Thorp, and Joel Greenblatt. Join us as we uncover what it takes to be a truly successful investor, the benefits of deferred gratification, why being humble can lead to solid long-term returns, and the beauty of combining ‘man and machine’ to create a profitable, systematic approach to the markets. Lees meer
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JOIN THE TREND FOLLOWING MANIFESTO BOOK LAUNCH LIST TO GET SPECIAL LOW PRICE ON OUR UPCOMING BOOK DURING THE FIRST WEEK!
- CLICK HERE
In This Episode, You’ll Learn:
The connection between philosophy and investing
Richard’s new book, ‘Richer, Wiser, Happier’
The secrets behind the successful business model of Costco and Amazon
The benefits of deferred gratification
Why Ray Dalio likes to combine ‘man & machine’ and use systematic approaches
Why being humble can lead to great long-term returns
How to invest for the long-term, in a short-term world
The ingredients that made some of the most famous investors of all-time so reputable
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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 Spo…
-
SI172: ‘Trend Following + Nothing’ Part One ft. Jerry, Moritz, Rob, Mark & Rich
25 december 2021 · 1 uur 28 min
We have a special end-of-year episode for you today, featuring all of us together for the first time, to discuss why we are so passionate about Trend Following, the case for being a Trend Following purist, how to stay perfectly diversified, the art & perils of hunting outliers, the outlook for Trend Following performance, when and how to manually override a trading system, how to stay prepared for unexpected volatility events, and how to know if adjustments to a trading system are going to result in improved performance. Lees meer
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JOIN THE TREND FOLLOWING MANIFESTO BOOK LAUNCH LIST TO GET SPECIAL LOW PRICE ON OUR UPCOMING BOOK DURING THE FIRST WEEK!
- CLICK HERE
In this episode, we discuss:
Some of the reasons for being a systematic investor
The case for Trend Following as the only strategy in your portfolio
Tips for effective diversification
Why you should be Hunting Outliers
How Trend Following performance might look like in the future
If and when you should override your trading rules
Staying ready for unexpected shocks in the markets
Gauging the effectiveness of adjustments to a system
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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 Jerry on Twitter.
Follow Moritz on Twitter.
Follow Rob on Twitter.
Follow Mark on Twitter.
Follow Rich on Twitter.
Episode TimeStamps:
00:00 - Intro
02:42 - ‘Has classical Trend Following returned to peak performance’?
05:16 - How do you see the longer-term performance of Trend Following he…
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TTU118: TRILLIONS...The Passive Revolution ft. Robin Wigglesworth
22 december 2021 · 1 uur 38 min
Passive & quantitative investing has grown exponentially over the years and is now responsible for trillions of dollars of investors’ capital. How has this affected the world of active money-management, and what does the rise of passive investing mean for the investment world overall? Well, it turns out that renown Financial Times Global Finance correspondent, Robin Wigglesworth, has a great new book out about passive investing called ‘Trillions’, and I couldn’t resist the temptation to invite him on to the show to talk about the book, and other subjects related to investing and trading. Enjoy this conversation as we cover how the financial crisis of 2008 affected investors' relationship to the markets, the innovators behind the rise of passive investing, Tesla’s entry into the S&P 500, and Robin’s thoughts on Trend Following strategies. Lees meer
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JOIN THE TREND FOLLOWING MANIFESTO BOOK LAUNCH LIST TO GET SPECIAL LOW PRICE ON OUR UPCOMING BOOK DURING THE FIRST WEEK!
- CLICK HERE
In This Episode, You’ll Learn:
How journalism and financial media has changed in the last 15 years
Why the rise of passive investing plays such an important part of the history of finance
The big players behind the rise of passive investing
The first index fund
The rise of BlackRock
The merits of passive and active investing
How investors might react to a prolonged bear market
The benefits of quantitative investing strategies
Why systematic investing is often criticised so heavily
Some of Robins’ thoughts on Trend Following
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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-…
-
SI171: Machine Learning - Pros & Cons ft. Hari Krishnan
20 december 2021 · 1 uur 10 min
Today we’re joined by special guest, Hari Krishnan, to discuss the advantages and drawbacks of machine learning-based trading strategies, successful funds that utilizes machine learning investment techniques, defining machine learning and comparing it with artificial intelligence, how Trend Following can best integrated with machine learning, the history of machine learning in the investment world, and we also answer some of your questions, such as how to select signals for a smaller trading account. Lees meer
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JOIN THE TREND FOLLOWING MANIFESTO BOOK LAUNCH LIST TO GET SPECIAL LOW PRICE ON OUR UPCOMING BOOK DURING THE FIRST WEEK!
- CLICK HERE
In this episode, we discuss:
The reasons for and against machine learning trading strategies
If any funds have successfully implemented machine learning
What defines machine learning
The history behind machine learning-based trading styles
How to manage smaller trading accounts, when it comes to signal selection
How to time the entry into trend following funds
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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 Hari on Twitter.
Episode TimeStamps:
00:00 - Intro
01:25 - Feel free to share this podcast with like-minded friends using this link:
https://top-traders-unplugged.captivate.fm/listen
and a big thank you to those who have left a rating or review on iTunes
02:38 - Macro recap from Niels
04:52 - Weekly review of returns
09:58 - Q1; Daniel: How do I choose which signals to take when too m…
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SI170: 'Don’t Try This At Home' ft. Rob Carver
12 december 2021 · 1 uur 23 min
We’re joined today by Rob Carver to discuss how to approach position-sizing and risk-per-trade, mean reversion trading strategies, how to invest in globally diversified systematic Trend Following CTAs, ‘buying the dip’ in the S&P 500, static and dynamic optimisation when trading smaller accounts, and the inclusion of more obscure markets into a Trend Following system. Lees meer
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JOIN THE TREND FOLLOWING MANIFESTO BOOK LAUNCH LIST TO GET SPECIAL LOW PRICE ON OUR UPCOMING BOOK DURING THE FIRST WEEK!
- CLICK HERE
In this episode, we discuss:
How to effectively approach position-sizing
Some methods for investing in Trend Following CTAs
If 'buying the dip' in the S&P 500 is a good strategy
Portfolio optimisation
Trading lesser-known markets
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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.
Episode TimeStamps:
00:00 - Intro
01:12 - A big thank you to those who have left a rating or review on iTunes. Feel free to share this podcast with like-minded friends using this link:
https://top-traders-unplugged.captivate.fm/listen
02:23 - Macro recap from Niels
04:24 - Weekly review of returns
09:12 - How do you approach position-sizing and risk-per-trade?
18:42 - Check out my new blog post: How to Invest with the Best
20:01 - Q1 & Q2; Abbey: Should I switch to a mean-reversion strategy when my Trend Following strategy is in a downtrend? Is buying the dip in Trend Following funds an accepted investment strategy, and can I also …
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TTU117: Strategic Risk Management ft. Cam Harvey & Rob Carver
10 december 2021 · 1 uur 18 min
How should you protect your portfolio against large losses, but without giving up its upside potential? To answer this question, and many more, I invited back professor of finance at Duke University, Campbell Harvey to the show. I also thought it would be fitting if Rob Carver, could also join us, considering Rob and Cam used to work together at Man AHL. Enjoy the show as we discuss how to navigate a crisis in the markets, and what to expect in terms of the global outlook for investing. Lees meer
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JOIN THE TREND FOLLOWING MANIFESTO BOOK LAUNCH LIST TO GET SPECIAL LOW PRICE ON OUR UPCOMING BOOK DURING THE FIRST WEEK!
- CLICK HERE
In This Episode, You’ll Learn:
How to manage a portfolio through a crisis
The motivation behind writing his new book
Various methods of portfolio protection
Diversification within Trend Following systems
Volatility targeting and why it can be a powerful tool
The journey of volatility going from a measure to an input
Drawdowns as an important metric to monitor
Timing portfolio rebalances effectively
The 60 / 40 portfolio, diversification, and inflation
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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 Cam on Twitter.
Copyright © 2026 – CMC AG – All Rights Reserved
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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 ha…
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SI169: Buying the Dip ft. Richard Brennan
6 december 2021 · 1 uur 10 min
Richard Brennan returns today to discuss the misconception of volatility as risk, thoughts on the various measures of risk, drawdowns as an opportunity ‘buy the dip’ in Trend Following strategies, how Richard thinks about risk, the relationship between volatility and risk, and the differences between convergent and divergent traders. Lees meer
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JOIN THE TREND FOLLOWING MANIFESTO BOOK LAUNCH LIST TO GET SPECIAL LOW PRICE ON OUR UPCOMING BOOK DURING THE FIRST WEEK!
- CLICK HERE
In this episode, we discuss:
Why volatility might not always mean that a model is risky
The best way to measure true risk
How to 'buy the dip'
What Richard thinks about risk
The relationship between volatility and risk
Convergent versus divergent trading
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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 Rich on Twitter.
Episode TimeStamps:
00:00 – Intro
01:58 – Announcement of very special Systematic Investor episodes over Christmas featuring Niels, Jerry, Moritz, Rob & Rich together for the first time
02:23 – A huge thank you to listeners of the show, such as Dave W, for leaving your 5-star reviews on iTunes, and feel free to share this link with 3 of your like-minded friends:
https://top-traders-unplugged.captivate.fm/listen
02:57 – Macro recap from Niels
06:04 – Weekly review of performance
16:19 – Drawdowns as an opportunity ‘buy the dip’ in the Trend Following strategies
23:10 – Check out our upcoming midweek-episode with guests Cam Harvey and Rob Ca…
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TTU116: In Pursuit of the Perfect Portfolio ft. Steve Foerster
1 december 2021 · 1 uur 7 min
If we could gather all of the famous investing pioneers from world history into one room and ask them to build the perfect portfolio, what would it look like? Well Steve Foerster and his co-author (and previous guest on the show) Andrew Lo, set out to do just that, with their new book called 'In Pursuit of the Perfect Portfolio'. I thought I'd invite Steve onto the show to discuss his new book, go through some of the 'golden threads' of investing that he came across, his journey in the world of finance, and of course, get his opinion on how close Trend Following is to 'the Perfect Portfolio'. Lees meer
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JOIN THE TREND FOLLOWING MANIFESTO BOOK LAUNCH LIST TO GET SPECIAL LOW PRICE ON OUR UPCOMING BOOK DURING THE FIRST WEEK!
- CLICK HERE
In This Episode, You’ll Learn:
Steve's journey to becoming a Professor of Finance and how he ended up co-authoring a book with Professor Andrew Lo
Some of the concepts from the legendary financial experts they interviewed for the book
How closely linked the academic world of finance really is
About some of the most important findings in investment research over the decades
About the "untold" story of an early 20th-century mathematician, Louis Bachelier
Harry Markowitz' story
What Eugene Fama's Perfect Portfolio looks like
About William Sharpe and his now famous 'Sharpe Ratio'
How the phrase 'beta' came about
How computers enabled researchers to access deeper insights into the world of investing
About the debate between active and passive investing
Whether volatility should still be considered as a measure of risk
About the progression of volatility data into today's investment models
About the story of Eugene Fama
How Steve views the question of 'what is the perfect portfolio?'
Whether Steve considers Trend Following investing as, essentially, a perfect portfolio
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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 Ultim…
-
SI168: The Trading Secrets of Trend Followers ft. Mark Rzepczynski
28 november 2021 · 1 uur 14 min
Mark Rzepczynski joins us today to discuss how markets will react to the likely upcoming tapering policies of central banks around the world, how Trend Followers overcome uncertainty, the reasons for and against overriding trading models, the historically optimum balance between bonds, stocks, and Trend Following, how trading non-correlated assets usually results in profitable long-term performance, and why longer-term trading systems tend to achieve the highest returns over time. Lees meer
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JOIN THE TREND FOLLOWING MANIFESTO BOOK LAUNCH LIST TO GET SPECIAL LOW PRICE ON OUR UPCOMING BOOK DURING THE FIRST WEEK!
- CLICK HERE
In this episode, we discuss:
Overcoming the uncertainty in markets
When to override your system, if ever
Balancing between difference asset classes
The need to trade non-correlated assets
Why longer-term systems achieve higher win percentages
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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 Mark on Twitter.
Episode TimeStamps:
00:00 – Intro
02:03 – A huge thank you to listeners of the show for leaving your 5-star reviews on iTunes, and feel free to share our link with 3 of your like-minded friends:
https://top-traders-unplugged.captivate.fm/listen
02:26 – Macro recap from Niels
03:50 – Weekly review of performance
09:12 – Q1; Glen: Can you give me some feedback on my equities Trend Following system?
18:00 – Discussion on Central bank tapering
42:15 – Clearing up some of the current discourse around inflation…
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VOL05: Maintaining Liquidity & Cash Efficiency ft. Zed Francis
24 november 2021 · 1 uur 9 min
Jason Buck is joined today by Zed Francis to discuss the benefits of adding volatility strategies to your portfolio, achieving a negative a correlation to equities during market downturns, what Zed calls the ‘3 trading levers’, profiting from institutional volatility players, problems with some long-volatility strategies, when a discretionary approach is needed, how to adjust a portfolio if volatility is persisting, some thoughts on the VIX ETF, helping clients to achieve capital efficient accounts, maintaining liquidity for rebalancing during a selloff, and the deeper insight into the global macro landscape that being a volatility expert gives you. Lees meer
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JOIN THE TREND FOLLOWING MANIFESTO BOOK LAUNCH LIST TO GET SPECIAL LOW PRICE ON OUR UPCOMING BOOK DURING THE FIRST WEEK!
- CLICK HERE
In this episode, we discuss:
The benefits of volatility strategies to a portfolio
How to profit from large stock market selloffs
Some of Zed Francis’s unique approaches to volatility trading
Profiting from institutional volatility traders
When to apply a discretionary approach
The VIX ETF
Helping clients to be cash efficient in their portfolios
The need for liquidity during large market moves
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 Jason on Twitter.
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Episode TimeStamps:
00:00 - Intro
01:41 - Why should somebody add volatility or tail-risk strategies into their portfolio?
03:10 - Seeking a negative correlation to equities
06:16 - Can…
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SI167: The Road to Profits is Bumpy ft. Jerry Parker
22 november 2021 · 1 uur 4 min
Jerry Parker joins us today to discuss trading single stocks while maintaining a systematic approach, the benefits of trading a broad universe of assets, how investors naturally gravitate toward strategies with lesser returns, but hidden risks, why you need volatility in order to gain maximum returns, what to do with dividends as a Trend Follower, and diversifying Trend Following models versus diversifying look-back periods. Lees meer
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JOIN THE TREND FOLLOWING MANIFESTO BOOK LAUNCH LIST TO GET SPECIAL LOW PRICE ON OUR UPCOMING BOOK DURING THE FIRST WEEK!
- CLICK HERE
In this episode, we discuss:
A systematic approach to trading single stocks
Why you should trade a broad universe of assets
Why the best thing to do is often the hardest thing to do as investors
Why volatility is our friend, especially when it's directional
How to manage dividends as a Trend Following trader
The best methods of diversification
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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 Jerry on Twitter.
Episode TimeStamps:
00:00 - Intro
01:41 - Feel free to share this podcast with like-minded friends using this link:
https://top-traders-unplugged.captivate.fm/listen
and a big thank you to those who have left a rating or review on iTunes
02:03 - Macro recap from Niels
03:10 - Weekly review of returns
06:44 - Q1; Robert: How does Jerry select his single stocks to trade?
16:27 - Q2; Brian: What does Jerry do with the dividends from the singles stocks he trades…
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VOL04: Profiting from Short-Term Volatility ft. Bastian Bolesta
18 november 2021 · 1 uur 15 min
Special guest, Bastian Bolesta, joins Jason Buck today to discuss why volatility strategies should be added to our portfolios, how to keep improving as a trader while not over-optimising your systems, how recent large equity selloffs have affected Bastian’s approach to the markets, the average duration of his long volatility trades, how to weight recent data versus long-term data, trading VIX contracts intra-day, shorter-term Trend Following, momentum trading, mean-reversion strategies, and the cash efficiency of intraday models. Lees meer
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JOIN THE TREND FOLLOWING MANIFESTO BOOK LAUNCH LIST TO GET SPECIAL LOW PRICE ON OUR UPCOMING BOOK DURING THE FIRST WEEK!
- CLICK HERE
In this episode, we discuss:
Why we should be invested in volatility strategies
Improving over time but not over-tinkering
How much markets may have changed in recent years
The average duration of volatility trades
Recent data versus long-term data
Shorter-term Trend Following
The benefits of cash-efficiency within intraday models
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 Jason on Twitter.
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Episode TimeStamps:
00:00 - Intro
02:09 - Why should somebody add volatility strategies into their portfolio?
04:09 - How do you overcome the problem of getting better but not wanting to tinker too much?
11:03 - How has recent market behaviour affected your approach to volatility trading?
22:05 - What is the average duration of your long volatility trades?
28:02 - Ho…
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SI166: Riding the Waves of Volatility ft. Hari Krishnan
15 november 2021 · 1 uur 8 min
We’re joined by Hari Krishnan today, to discuss the ways in which Volatility strategies can complement Trend Following as a source of portfolio protection, how to manage expectations of investors, some experiences and thoughts from the large volatility events of 2018 and 2020, how to best protect yourself from large market selloffs, how to allocate between Trend Following and Volatility across different timeframes, and the possible effects of sustained inflation may have on volatility strategies. Lees meer
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JOIN THE TREND FOLLOWING MANIFESTO BOOK LAUNCH LIST TO GET SPECIAL LOW PRICE ON OUR UPCOMING BOOK DURING THE FIRST WEEK!
- CLICK HERE
In this episode, we discuss:
Complementing Trend Following portfolios with Volatility strategies
Maintaining composure during different market environments
The sharp selloffs of 2018 and 2020
Sound approaches for re-allocating money at appropriate times
The resilience of Trend Following
Volatility strategies during long periods of sustained inflation
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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 Hari on Twitter.
Episode TimeStamps:
00:00 - Intro
02:28 - Feel free to share this podcast with like-minded friends using this link:
https://top-traders-unplugged.captivate.fm/listen
and a big thank you to those who have left a 5-star rating or review on iTunes
02:38 - Macro recap from Niels
05:11 - Weekly review of returns
11:09 - The ways in which Volatility strategies complement a Trend Followin…
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VOL03: The Evolution of the VIX ft. Stefan Wintner
10 november 2021 · 1 uur 15 min
In today’s episode, Jason Buck is joined by Stefan Wintner of DUNN Capital, to discuss volatility as an asset class, the evolution of the VIX from its inception until now, some of the mechanics behind the VIX, the relationship between the VIX and the S&P 500, some thoughts on ‘volatility relative-value’ trading, the reliability of the VVIX, building and running models during different market environments, thoughts on kurtosis and skew, and volatility as a necessary component for a large Trend Following firm. Lees meer
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JOIN THE TREND FOLLOWING MANIFESTO BOOK LAUNCH LIST TO GET SPECIAL LOW PRICE ON OUR UPCOMING BOOK DURING THE FIRST WEEK!
- CLICK HERE
In this episode, we discuss:
Volatility as an asset class of its own
The journey of the VIX from its early days until now
Analysing the relationship between the VIX and the S&P 500
What’s known as volatility relative-value trading
The usefulness of the VVIX
Operating models during different market and economic environments
Kurtosis and skew
The need for Volatility strategies as part of a diversified investment portfolio
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 Jason on Twitter.
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Episode TimeStamps:
00:00 - Intro
02:05 - Why should somebody add volatility strategies into their portfolio?
04:48 - Do you consider Volatility to be an asset class of its own?
05:58 - What was it like during the early days of the VIX market?
08:28 - What is the VIX, and what is the calculation tha…
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SI165: Responsible Investing as a Trend Follower ft. Rob Carver
7 november 2021 · 1 uur 26 min
Rob Carver joins us today to discuss the perception of cryptocurrencies since the new Bitcoin futures ETF was launched, scaling into and out of positions, the possibility of a synthetic Bitcoin supply resulting from the new futures ETF, how to approach climate change and ESG investing as a Trend Follower, ideas for selecting which markets to trade, the benefits and drawbacks of trading single stocks, and how to embrace a creative mindset. Lees meer
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JOIN THE TREND FOLLOWING MANIFESTO BOOK LAUNCH LIST TO GET SPECIAL LOW PRICE ON OUR UPCOMING BOOK DURING THE FIRST WEEK!
- CLICK HERE
In this episode, we discuss:
The new credibility of cryptocurrencies
Scaling into positions using various methods
ESG investing as a Trend Following investor
How to select the optimum markets to trade
Trading single stocks
Embracing creativity as a systematic investor
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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.
Episode TimeStamps:
00:00 - Intro
01:14 - Feel free to share this podcast with like-minded friends using this link:
https://top-traders-unplugged.captivate.fm/listen
and a big thank you to those who have left a rating or review on iTunes
03:12 - Macro recap from Niels
06:45 - Weekly review of returns
15:04 - Niels: Has your opinion of cryptocurrencies changed since the launch of the new Bitcoin futures ETF was announced?
20:04 - Q1; Adam: What is your advice for scaling into positions?
28:18 - Q2; Brendan: Do Bitcoin cas…
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VOL02: Past, Present, & Future Volatility ft. Noel Smith
3 november 2021 · 1 uur 14 min
Today Jason Buck is joined by Noel Smith in the second of our series on Volatility. Topics discussed include: the benefits of ensemble investing, the predictability of market volatility, how certain market environments fool investors into thinking they are better than they really are, allocating between different strategies during different market environments, why nothing beats having ‘skin in the game’, balancing judgement calls versus algorithmic calls, pairs-trading VIX & bonds, determining when an asset is cheap or overpriced, and some thoughts on what might happen if markets enter a ‘stagflationary’ environment. Lees meer
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JOIN THE TREND FOLLOWING MANIFESTO BOOK LAUNCH LIST TO GET SPECIAL LOW PRICE ON OUR UPCOMING BOOK DURING THE FIRST WEEK!
- CLICK HERE
In this episode, we discuss:
Ensemble investing and its benefits
Whether market volatility can be predicted ahead of time
The ways in which the markets can catch investors off-guard
‘Dialling’ into and out of strategies
How Noel’s experience in prop trading and pit trading has helped him today
Finding the balance between judgement calls and algorithmic signals
Noel’s VIX and bonds pairs trade
Assessing the current real value of an asset
How to approach investing during a ‘stagflationary’ environment
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 Jason on Twitter.
Follow Noel on Twitter, LinkedIn, and via his website.
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Episode TimeStamps:
00:00 - Intro
02:06 - Why should …
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SI164: Compounding - The 8th Wonder of the World ft. Richard Brennan
1 november 2021 · 1 uur 6 min
This week, Richard Brennan joins us on the show to discuss how people can benefit from the effects of compounding while others end up a paying a price for it. We also cover some thoughts on ‘path dependency,' why those invested in stocks should diversify using Trend Following strategies, why stable returns can only be correctly judged over long time periods, how to analyse fund performance without being influenced by the effects of compounding, some thoughts on what is known as ‘geometric returns’, and we explain the term ‘ergodicity’. Lees meer
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JOIN THE TREND FOLLOWING MANIFESTO BOOK LAUNCH LIST TO GET SPECIAL LOW PRICE ON OUR UPCOMING BOOK DURING THE FIRST WEEK!
- CLICK HERE
In this episode, we discuss:
How to stay on the right side of the effects of compounding
How many strategies can be limited by the make-up of their previous versions
The profitable & negative correlation of Trend Following to equities when stocks are falling
The need to zoom-out when judging performance
The terms 'ergodicity' and 'path dependency'
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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 Rich on Twitter.
Episode TimeStamps:
00:00 – Intro
01:37 – A Thank you to Shane, our website developer, for his great work in creating the new Top Traders Unplugged website. We hope you all enjoy the new user interface
02:09 – A huge thank you to listeners of the show, such as Dave W, for leaving your 5-star reviews on iTunes, and feel free to share this link with 3 …
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VOL01: The New Nature of Stock Market Movements ft. Hari Krishnan
27 oktober 2021 · 1 uur 12 min
Today Jason Buck is joined by Hari Krishnan in the first of our series on Volatility. Topics discussed include: the benefits of adding volatility strategies to your portfolio, why it can pay to avoid hedging when the crowd is already doing so, explaining the 'Put slingshot', how markets are different today from decades ago, protection against tail-risk, the psychology behind large markets sell-offs, and some thoughts on the effects of leverage on the markets. Lees meer
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JOIN THE TREND FOLLOWING MANIFESTO BOOK LAUNCH LIST TO GET SPECIAL LOW PRICE ON OUR UPCOMING BOOK DURING THE FIRST WEEK!
- CLICK HERE
In this episode, we discuss:
The benefits of tail-risk hedges / adding volatility hedges to your portfolio
The importance of avoiding group think (in hedging)
Some thoughts on what is known as the ‘Put slingshot’
The new nature of stock market movements
The repricing of risk during fast downturns
Tail-risk protection versus Trend Following
How tail-risk protection can complement an existing allocation to Trend Following
Some of the psychology and mechanisms behind large and sharp market moves
How positioning and leverage end up creating challenging markets to trade in
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 Jason on Twitter.
Follow Hari on Twitter.
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Episode TimeStamps:
00:00 - Intro
02:59 - Why should somebody include volatility or tail risk into their portfolio?
04:35 - Do you think rolling option puts is a good hedging …
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SI163: The Importance of Investment Narratives ft. Mark Rzepczynski
24 oktober 2021 · 1 uur 19 min
This week, Mark Rzepczynski joins us to discuss the Bitcoin ETF and the increasing likeliness that it won’t be banned by the US government, the need for money managers to convey good stories in order to simplify their processes to clients, why having a long track record of success, with one or two scars, is better than a perfect recent history, how Trend Following has been so successful over 6 decades, and how a non-secretive strategy like Trend Following compares to private equity strategies. Lees meer
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JOIN THE TREND FOLLOWING MANIFESTO BOOK LAUNCH LIST TO GET SPECIAL LOW PRICE ON OUR UPCOMING BOOK DURING THE FIRST WEEK!
- CLICK HERE
In this episode, we discuss:
The future of Bitcoin
How money managers can explain their approaches simply to clients
Long, successful, but bumpy track records versus recent strong performers
Trend Following's incredible success over 6 decades
The private equity world compared with systematic investing
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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 Mark on Twitter.
Episode TimeStamps:
00:00 – Intro
01:54 – A big thank you to listeners of the show for leaving your 5-star reviews on iTunes, and feel free to share our link with 3 of your like-minded friends:
https://top-traders-unplugged.captivate.fm/listen
02:49 – Macro recap from Niels
04:52 – Weekly review of performance
12:33 – Why storylines and narratives matter
52:42 – How effectively communicating what we do can be a challenge in any indust…
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SI162: Discussing The New Bitcoin Futures ETF ft. Moritz Seibert
18 oktober 2021 · 1 uur 18 min
We’re joined today by Moritz Seibert to answer some of the hardest questions in the Turtle Trader entrance exam, as well as discuss the new Bitcoin futures ETF, the drive towards ESG investments and how this affects global supply chains, the years’ top performers so far in our Trend Following systems, whether we can predict if a winning streak is about to end, why Bitcoin is often compared to gold, and whether crypto assets are more suited to shorter-term strategies. Lees meer
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JOIN THE TREND FOLLOWING MANIFESTO BOOK LAUNCH LIST TO GET SPECIAL LOW PRICE ON OUR UPCOMING BOOK DURING THE FIRST WEEK!
- CLICK HERE
In this episode, we discuss:
The hardest questions in the Turtle Trading entrance exam
The SECs' approval of the first-ever Bitcoin futures ETF
How the move toward sustainable investments is affecting current supply chains
Our best performing assets of the year so far
How Bitcoin compares to Gold and if this is a fair comparison
Which timeframe of Trend Following is best suited for crypto
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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 Moritz on Twitter.
Episode TimeStamps:
00:00 - Intro
01:25 - A huge thank you to our listeners who gave us a 5-star review on iTunes & Apple Podcasts
02:59 - Macro recap from Niels
05:51 - Weekly review of returns
11:00 - Niels: What’s been the year-to-date standout winner for you?
12:40 - Niels: How much of your performance has come from crypto, compared to other non—classical Trend Follow…
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SI161: Retaking the Turtle Trader Entrance Exam ft. Jerry Parker
10 oktober 2021 · 1 uur 2 min
Jerry Parker joins us for a very special episode today, where we invite him to answer the original interview questions from Richard Dennis’s famous Turtle Trader program. This is a fascinating insight into the world of Trend Following, and one which allows us to see whether Jerry has changed his opinions since working Richard Dennis, as well as explain some of his reasons for the answers chosen today. We’ve posted the questions in the timestamps below, so feel free to take the test and compare your answers to Jerry’s. Lees meer
Also check out my interview with Turtle Trading legendary mentor Richard Dennis here.
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JOIN THE TREND FOLLOWING MANIFESTO BOOK LAUNCH LIST TO GET SPECIAL LOW PRICE ON OUR UPCOMING BOOK DURING THE FIRST WEEK!
- CLICK HERE
In this episode, we discuss:
Favouring long or short positions
How you can go broke taking small profits
Reasons to ‘fade the fundamentals’
The importance of down-time and vacations
Whether we can rely on opinions of the crowd
System diversification
Why you should trade small
The questions that Jerry would add to the Turtle Trader test today
Avoiding trades due to gaps in price
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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 Jerry on Twitter.
Episode TimeStamps:
00:00 - Intro
02:10 - A huge thank you to our listeners for leaving your 5-star reviews in iTunes, and please share this podcast with a like-minded friend:
https://top-traders-unplugged.captivate.fm/listen
02:19 - I share a hu…