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980 afleveringen, van nieuw naar oud
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BO05: The Problems with Smart Beta & the Holy Grail of Investing?
17 oktober 2018 · 11 min
Kathryn Kaminski and I had the opportunity to sit down with Nigol Koulajian, the founder of Quest Partners, in which he shared his deep insights in many areas of trading. During our conversation, there were a few short segments that I particularly enjoyed and I would love to share them with you here. Below you can learn about Nigols take on the problems with Smart Beta, and also his explanation of Filtering being the Holy Grail. This interview was packed with insight and wisdom. Lees meer
Listen to the full episode 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
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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.
Copyright © 2026 – CMC AG – All Rights Reserved
----
PLUS: Whenever you're ready... here are 3 ways I can help you in your investment Journey:
1. eBooks that cover key topics that you need to know about
In my eBooks, I put together some key discoveries and things I have learnt during the more than 3 decades I have worked in the Trend Following industry, which I hope you will find useful. Click Here
2. Daily Trend Barometer and Market Score
One of the things I’m really proud of, is the fact that I have managed to published the Trend Barometer and Market Score each day for more than a decade...as these tools are really good at describing the environment for trend following managers as well as giving insights into the general positioning of a tren…
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SI05: The Systematic Investor Series – October 15th, 2018
15 oktober 2018 · 56 min
Welcome to The Systematic Investor series. It’s a great privilege for me to invite you to a behind the scenes conversation between some of my favorite systematic investors namely Jerry Parker and Moritz Seibert. We get on a “call” each week to discuss the events that took place through the lens of a Systematic Investor and how the trading strategies we work with are reacting. It’s a raw and honest exploration and we hope you will join and be part of…not least by sending us questions that we can discuss. Lees meer
-----
JOIN THE TREND FOLLOWING MANIFESTO BOOK LAUNCH LIST TO GET SPECIAL LOW PRICE ON OUR UPCOMING BOOK DURING THE FIRST WEEK!
- CLICK HERE
-----
Follow Niels on Twitter, LinkedIn, YouTube or via the TTU website.
IT’s TRUE ? – most CIO’s read 50+ books each year – get your FREE copy of the Ultimate Guide to the Best Investment Books ever written here.
And you can get a free copy of my latest book “Ten Reasons to Add Trend Following to Your Portfolio” here.
Learn more about the Trend Barometer here.
Send your questions to info@toptradersunplugged.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.
Episode TimeStamps:
00:00 – Intro
00:50 – Weekly recap of performance
09:10 – Top tweets
19:51 – Niels discusses his trend barometer: (http://www.toptradersunplugged.com/resources/market-trends/)
34:00 – Question 1: Raphael; What is the optimal portfolio allocation?
39:50 – Question 2: Dave; Please explain the trend barometer (link above)
40:50 – Question 3: Dave; Do you change position sizes as a trade progresses?
45:00 – Question 4: When would a TF system be flat (no position)?
47:00 – Question 5: Mohit; What is your worst trade ever?
53:40 – Benchmark performance update
Copyright © 2026 – CMC AG – All Rights Reserved
----
PLUS: Whenever you're ready... here are 3 ways I can help you in your investment Journey:
1. eBooks that cover key topics …
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BO04: Return Dispersion and how to successfully trade since 1974
10 oktober 2018 · 12 min
In today’s post, I would like to share with you some really great moments and unique takeaways from a conversation I had with Marty Bergin, the president and owner of DUNN Capital Management, where Marty shares his views on Return Dispersion and how those experiences, together with extensive research, has enabled them to produce a more robust trend following process for their clients. Lees meer
Listen to the full episode 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
-----
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.
Copyright © 2026 – CMC AG – All Rights Reserved
----
PLUS: Whenever you're ready... here are 3 ways I can help you in your investment Journey:
1. eBooks that cover key topics that you need to know about
In my eBooks, I put together some key discoveries and things I have learnt during the more than 3 decades I have worked in the Trend Following industry, which I hope you will find useful. Click Here
2. Daily Trend Barometer and Market Score
One of the things I’m really proud of, is the fact that I have managed to published the Trend Barometer and Market Score each day for more than a decade...as these tools are really good at describing the environment for trend following managers as well as giving insights into the general positioning of a trend following strategy! Click Here
3. Other Resources that can help you
And if you are hungry fo…
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SI04: Stanley Druckenmiller interview disected
8 oktober 2018 · 43 min
Welcome to The Systematic Investor series. It’s a great privilege for me to invite you to a behind the scenes conversation between some of my favorite systematic investors namely Jerry Parker and Moritz Seibert. We get on a “call” each week to discuss the events that took place through the lens of a Systematic Investor and how the trading strategies we work with are reacting. It’s a raw and honest exploration and we hope you will join and be part of…not least by sending us questions that we can discuss. Lees meer
-----
JOIN THE TREND FOLLOWING MANIFESTO BOOK LAUNCH LIST TO GET SPECIAL LOW PRICE ON OUR UPCOMING BOOK DURING THE FIRST WEEK!
- CLICK HERE
-----
Follow Niels on Twitter, LinkedIn, YouTube or via the TTU website.
IT’s TRUE ? – most CIO’s read 50+ books each year – get your FREE copy of the Ultimate Guide to the Best Investment Books ever written here.
And you can get a free copy of my latest book “Ten Reasons to Add Trend Following to Your Portfolio” here.
Learn more about the Trend Barometer here.
Send your questions to info@toptradersunplugged.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.
Episode TimeStamps:
00:00 – Intro
01:00 – Weekly recap of performance
05:15 – Top tweets (lengthy discussion of Druckenmiller interview)
35:00 – Question 1: Barry; Do you use synthetic instruments in your trading?
38:20 – Benchmark performance update
39:15 – Jerry on Trend + Fundamentals
Copyright © 2026 – CMC AG – All Rights Reserved
----
PLUS: Whenever you're ready... here are 3 ways I can help you in your investment Journey:
1. eBooks that cover key topics that you need to know about
In my eBooks, I put together some key discoveries and things I have learnt during the more than 3 decades I have worked in the Trend Following industry, which I hope you will find useful. Click Here
2. Daily Trend Barometer and Market Score
One of the things I’m r…
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BO03: How the Turtles got their Name… and are the Rules Relevant Today?
3 oktober 2018 · 11 min
Today I would like to share some really great and unique takeaways from a conversation I had with the one and only Richard Dennis, the father of the Turtle Project from back in the 1980’s as well as two of his turtles, namely Brian Proctor and Jerry Parker. In our conversation we put the record straight for the first time on a number of myths about the Turtle experiment including How the Turtles got their name, and if the original rules that were applied with great success 30+ years ago would still be relevant today, and also how long it took Jerry and Brian to make sense of them. So let’s get straight to it, starting off with the very beginning of The Turtle story. Lees meer
Listen to the full episode 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
-----
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.
Copyright © 2026 – CMC AG – All Rights Reserved
----
PLUS: Whenever you're ready... here are 3 ways I can help you in your investment Journey:
1. eBooks that cover key topics that you need to know about
In my eBooks, I put together some key discoveries and things I have learnt during the more than 3 decades I have worked in the Trend Following industry, which I hope you will find useful. Click Here
2. Daily Trend Barometer and Market Score
One of the things I’m really proud of, is the fact that I have managed to published the Trend Barometer and Market Scor…
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SI03: Should you trade Futures or ETFs?
30 september 2018 · 1 uur 2 min
Welcome to The Systematic Investor series. It’s a great privilege for me to invite you to a behind the scenes conversation between some of my favorite systematic investors namely Jerry Parker and Moritz Seibert. We get on a “call” each week to discuss the events that took place through the lens of a Systematic Investor and how the trading strategies we work with are reacting. It’s a raw and honest exploration and we hope you will join and be part of…not least by sending us questions that we can discuss. Lees meer
-----
JOIN THE TREND FOLLOWING MANIFESTO BOOK LAUNCH LIST TO GET SPECIAL LOW PRICE ON OUR UPCOMING BOOK DURING THE FIRST WEEK!
- CLICK HERE
-----
Follow Niels on Twitter, LinkedIn, YouTube or via the TTU website.
IT’s TRUE ? – most CIO’s read 50+ books each year – get your FREE copy of the Ultimate Guide to the Best Investment Books ever written here.
And you can get a free copy of my latest book “Ten Reasons to Add Trend Following to Your Portfolio” here.
Learn more about the Trend Barometer here.
Send your questions to info@toptradersunplugged.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.
Episode TimeStamps:
00:00 – Intro
01:00 – Weekly recap of performance
27:50 – Top tweets
40:50 – Question 1: Craig; What are the greatest regulatory concerns at present?
49:00 – Question 2: Francois; How long did it take before you stopped modifying and religiously followed your system?
56:30 – Question 3: Francois; What are the pros and cons of futures vs ETFs?
59:30- Benchmark performance update
Copyright © 2026 – CMC AG – All Rights Reserved
----
PLUS: Whenever you're ready... here are 3 ways I can help you in your investment Journey:
1. eBooks that cover key topics that you need to know about
In my eBooks, I put together some key discoveries and things I have learnt during the more than 3 decades I have worked in the Trend Following industry, …
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BO02: The secret to successfully using Machine Learning
26 september 2018 · 12 min
Today I would like to share with you some life lessons and learnings from expert Robert Sinnott, where he shares his in depth knowledge of the modern evolution of systematic trading, in the form of Machine learning, and how machine learning has effected and impacted their short term and long term strategies. If you would like to hear the full episode then you can listen by clicking here. I’m pretty sure you are going to learn something valuable from what Robert shared with me. Lees meer
Listen to the full episode 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
-----
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.
Copyright © 2026 – CMC AG – All Rights Reserved
----
PLUS: Whenever you're ready... here are 3 ways I can help you in your investment Journey:
1. eBooks that cover key topics that you need to know about
In my eBooks, I put together some key discoveries and things I have learnt during the more than 3 decades I have worked in the Trend Following industry, which I hope you will find useful. Click Here
2. Daily Trend Barometer and Market Score
One of the things I’m really proud of, is the fact that I have managed to published the Trend Barometer and Market Score each day for more than a decade...as these tools are really good at describing the environment for trend following managers as well as giving insights into the general positioning of a trend …
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SI02: Is the popularity of Short Volatility investing hurting Trend Followers?
22 september 2018 · 43 min
Welcome to The Systematic Investor series. It’s a great privilege for me to invite you to a behind the scenes conversation between some of my favorite systematic investors namely Jerry Parker and Moritz Seibert. We get on a “call” each week to discuss the events that took place through the lens of a Systematic Investor and how the trading strategies we work with are reacting. It’s a raw and honest exploration and we hope you will join and be part of…not least by sending us questions that we can discuss. Lees meer
-----
JOIN THE TREND FOLLOWING MANIFESTO BOOK LAUNCH LIST TO GET SPECIAL LOW PRICE ON OUR UPCOMING BOOK DURING THE FIRST WEEK!
- CLICK HERE
-----
Follow Niels on Twitter, LinkedIn, YouTube or via the TTU website.
IT’s TRUE ? – most CIO’s read 50+ books each year – get your FREE copy of the Ultimate Guide to the Best Investment Books ever written here.
And you can get a free copy of my latest book “Ten Reasons to Add Trend Following to Your Portfolio” here.
Learn more about the Trend Barometer here.
Send your questions to info@toptradersunplugged.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.
Episode TimeStamps:
00:00 – Intro
00:50 – Weekly review of performance
07:30 – Interesting news
20:20 – Top tweets
28:20 – Question 1: Brian; Discuss the impact of shorting volatility on CTAs
32:20 – Question 2: Brian; Will there be more TF mutual funds and ETFs?
36:00 – Question 3: Bruno; How should one implement proper technology for a CTA?
40:30 – Benchmark performance update
Copyright © 2026 – CMC AG – All Rights Reserved
----
PLUS: Whenever you're ready... here are 3 ways I can help you in your investment Journey:
1. eBooks that cover key topics that you need to know about
In my eBooks, I put together some key discoveries and things I have learnt during the more than 3 decades I have worked in the Trend Following industry, which I hope you w…
-
BO01: The Impact of Volatility Trading ft. Nigol Koulajian
18 september 2018 · 10 min
Kathryn Kaminski and I had the opportunity to sit down with Nigol Koulajian, the founder of Quest Partners, in which he shared his wealth of experience including life lessons and even his take on the modern scientific trading systems that are used today. One of topics which I particularly liked, and would like to share with you here, was his view on the VIX and Volatility trading within the managed futures industry and also outside of the industry. Lees meer
Listen to the full episode here.
-----
JOIN THE TREND FOLLOWING MANIFESTO BOOK LAUNCH LIST TO GET SPECIAL LOW PRICE ON OUR UPCOMING BOOK DURING THE FIRST WEEK!
- CLICK HERE
-----
Follow Niels on Twitter, LinkedIn, YouTube or via the TTU website.
IT’s TRUE ? – most CIO’s read 50+ books each year – get your FREE copy of the Ultimate Guide to the Best Investment Books ever written here.
And you can get a free copy of my latest book “Ten Reasons to Add Trend Following to Your Portfolio” here.
Learn more about the Trend Barometer here.
Send your questions to info@toptradersunplugged.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.
Copyright © 2026 – CMC AG – All Rights Reserved
----
PLUS: Whenever you're ready... here are 3 ways I can help you in your investment Journey:
1. eBooks that cover key topics that you need to know about
In my eBooks, I put together some key discoveries and things I have learnt during the more than 3 decades I have worked in the Trend Following industry, which I hope you will find useful. Click Here
2. Daily Trend Barometer and Market Score
One of the things I’m really proud of, is the fact that I have managed to published the Trend Barometer and Market Score each day for more than a decade...as these tools are really good at describing the environment for trend following managers as well as giving insights into the general positioning of a trend following strategy! Click Her…
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SI01: Who we are...and Why we are doing this series
17 september 2018 · 56 min
Welcome to The Systematic Investor series. It’s a great privilege for me to invite you to a behind the scenes conversation between some of my favorite systematic investors namely Jerry Parker and Moritz Seibert. We get on a “call” each week to discuss the events that took place through the lens of a Systematic Investor and how the trading strategies we work with are reacting. It’s a raw and honest exploration and we hope you will join and be part of…not least by sending us questions that we can discuss. Lees meer
-----
JOIN THE TREND FOLLOWING MANIFESTO BOOK LAUNCH LIST TO GET SPECIAL LOW PRICE ON OUR UPCOMING BOOK DURING THE FIRST WEEK!
- CLICK HERE
-----
Follow Niels on Twitter, LinkedIn, YouTube or via the TTU website.
IT’s TRUE ? – most CIO’s read 50+ books each year – get your FREE copy of the Ultimate Guide to the Best Investment Books ever written here.
And you can get a free copy of my latest book “Ten Reasons to Add Trend Following to Your Portfolio” here.
Learn more about the Trend Barometer here.
Send your questions to info@toptradersunplugged.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.
Episode TimeStamps:
00:00 – Intro
01:00 – Who we are
04:10 – Why we are doing the podcast
09:00 – Topics people should expect and podcast structure
19:10 – Weekly review of performance
33:00 – Top tweets
39:45 – Benchmark performance update
40:30 – Question: Bruno; Why do some funds get to the billion mark and others don’t?
Copyright © 2026 – CMC AG – All Rights Reserved
----
PLUS: Whenever you're ready... here are 3 ways I can help you in your investment Journey:
1. eBooks that cover key topics that you need to know about
In my eBooks, I put together some key discoveries and things I have learnt during the more than 3 decades I have worked in the Trend Following industry, which I hope you will find useful. Click Here
2. Daily Trend Barometer an…
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RT15: Avoiding unrealistic expectations in Crypto ft. Jennifer Sunu, Arthur Bell & JP Bruynes – 2of2
23 augustus 2018 · 46 min
Today Niels continues his conversation with Jennifer Sunu, who is the director of compliance at the NFA, Arthur Bell, CPA and managing member of Bell Tower LLC, and JP Bruynes, who is a partner at the law firm Akin Gump. Lees meer
Listen in to today’s episode as we focus on how regulators are helping and sometimes hurting managers and clients, the importance of cyber security as a CTA, the way that cryptocurrencies have changed the way we trade, some of the best things that have happened to managed futures over the last twenty years, and how the market has been affected.
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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 dangers of over-regulation
What we can learn from blow-ups at the manager level and how to avoid them in the future
Why investors need to do their due diligence to avoid fraud
What the NFA considers in reviewing educational and promotional materials
How to ensure your promotional material is meeting NFA guidelines
Why pundits on news shows are allowed to make predictions on markets that may be just an educated guess
The importance of cyber security and how to you can protect yourself
What impact cryptocurrencies may have on futures markets
How regulators are working to help clients avoid unrealistic expectations in cryptocurrencies
The best things that have happened to managed futures in the last twenty years
What has changed regarding the Volcker rule in the past few years
How flat fee products are changing the industry
Why we need to worry about the “race to zero”
Follow Niels on Twitter, LinkedIn, YouTube or via the TTU website.
IT’s TRUE ? – most CIO’s read 50+ books each year – get your FREE copy of the Ultimate Guide to the Best Investment Books ever written here.
And you can get a free copy of my latest book “Ten Reasons to Add Trend Following to Your Portfolio” here.
Learn more about the Trend Barometer her…
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RT14: What it takes to set up a CTA business ft. Jennifer Sunu, Arthur Bell & JP Bruynes – 1of2
16 augustus 2018 · 44 min
On today’s episode Niels Kaastrup-Larsen is joined by Jennifer Sunu, who is the director of compliance at the NFA, Arthur Bell, CPA and managing member of Bell Tower LLC, and JP Bruynes, who is a partner at the law firm Akin Gump. Lees meer
Listen in to today’s episode as we focus on how the managed futures industry is organized, how it has changed since the industry started, who the key players are and what role do they play, and how regulators keep an eye on all these players to ensure they play fairly.
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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:
What got our guests into managed futures
The basic structure of the managed futures industry
What role each of the key players have in managed futures
How the different regulatory bodies work together in the US
The different ways that hedge fund management has changed over the last twenty years
How the industry has evolved over the last forty years
Why our guests believe that investing in managed futures is a good idea
What it takes to set up a CTA today
The importance of understanding your edge as a CTA
What first steps a new CTA is going to take in working with regulators
What Jennifer recommends for younger CTA’
The questions new investors should be asking to find the best CTA for them
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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.
Learn more about Jennifer Sunu and…
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TTU105: The Many Flavors of Trend Following ft. Niels Kaastrup-Larsen of DUNN Capital (Europe)
9 juli 2018 · 1 uur 13 min
We’re changing things up on today’s episode of the podcast: we have with us Frank Conway from the Economic Rockstar Podcast interviewing Niels about trend following strategies, asset allocation, and more. Listen in to find out what changes need to be made in the trend following space, the importance and benefits of your asset allocation when it comes to your investments, and new publications that can take you farther in mastering trend following and managed futures. 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:
Why Niels has worked hard to keep his explanation of trend following as simple as possible
Why at the end of the day, all investors are trend followers
What really sets one trend follower apart from another
How trend following techniques have evolved over time
What traits Niels sees in the company he works with as most important in their 40+ year success
The challenges and difficulties of trend following
Why trying to do it yourself in trend following can hurt rather than help
Why successfully executing a trend following strategy is not something that Niels believes everybody can or should do
Why despite their successes, many trend followers feel an embarrassment in showing their track records
How the right asset allocation can build safer and better performing portfolios
Why it’s important to have “skin in the game” as an investment manager
The importance of COI versus ROI
What Niels thinks of cryptocurrencies and how it relates to trend following
Why DUNN Capital trades the VIX and its importance in their portfolio
What inspired Niels to write his recent books on trend following and managed futures
The purpose behind Niels outreach, whether it’s podcasts, books, newsletters, or anything else
What Niels hopes people will get out of his books
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Follow Niels on Twitter, LinkedIn, YouTube or via the TTU website…
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TTU104: The Passive & The Active Investor ft. Harold de Boer of Transtrend – 2of2
21 juni 2018 · 40 min
Katy Kaminski and I continue our conversation with Harold de Boer, and discuss his philosophy behind pure trend and divergent trading, as well as why Harold believes Transtrend is unique in the managed future space. In this episode, we talk about the benefits of synthetic trading, Harold’s advice to a new rising star, and what he is looking forward to going forward. 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 Harold views pure trend and divergent trading within Transtrend
What pure trend means today in comparison to what it used to mean
What it means to Harold to serve his clients best through his trading
How trading synthetic markets helps to profit from trends
What Harold thinks is unique about Transtrend’s trading model
The research projects that inspire Harold right now
Why Harold believes it’s unrealistic to expect returns without volatility
The differences between the passive and active investor
What excites Harold about 2018
The things that scare Harold and keep him up at night
Why risk management should be done by anticipation, not by response
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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 Katy on Twitter
Follow Harold de Boer on Linkedin
Copyright © 2026 – CMC AG – All Rights Reserved
----
PLUS: Whenever you're ready... here are 3 ways I can help you in your investment Journey:
1.…
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TTU103: Trading In The Medium-Term Space ft. Harold de Boer of Transtrend – 1of2
15 juni 2018 · 39 min
Harold De Boer is a Managing Director, Member of Management Committee and Member of Board of Directors at Transtrend B.V. Growing up, Harold’s interest in statistics grew out of his work at his family’s dairy farm, and expanded into the world of trading and managed futures. Listen in to learn about Harold’s unique perspective on the industry, his marketing philosophy, and some of the most important lessons he’s learned during his successful career. 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 Harold got started with statistics at a young age
Why Harold’s first job as a mathematician was intended to be only temporary
How that first job transformed into Harold’s work at Transtrend
When the Turtles project was discovered by Transtrend in its early years
How being bought by a larger organization did not affect Transtrend’s operation
Some of Harold’s biggest lessons he has learned
How his time on a dairy farm informs Harold’s approach to trend following
What investors underestimate and don’t understand about managed futures
The only thing that actually drives the markets
How market dynamics changed as a result of the transition from floor trading to electronic trading
Why Harold believes that Transtrends program should be called “medium-term”
Why Harold believes positive alpha does not actually exist
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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 …
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TTU102: What Institutions have Learnt about Investing ft. Nigol Koulajian of Quest Partners – 2of2
24 mei 2018 · 33 min
Katy Kaminski and I continue our conversation with Nigol Koulajian, and discuss if his strategies of working with, around, and doing the opposite of what many investors are doing, has given him any advantages? In this episode, we talk about the risk of research and data affecting the market, why he distrusts in many institutional teachings of finance, and what he is looking forward to this year. Lees meer
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In This Episode, You’ll Learn:
How savvy investors stay ahead of the curve
Why you need to isolate yourself from the hivemind of mainstream investors
Why those using smart beta have not succeeded recently
Nigol’s opinion on VIX’s impact in and outside the managed futures industry
How Nigol adapts to the changing industry
Why Nigol calls filtering the “holy grail” and how he uses it
The state of institutional and scientific learning of investing
How research into the markets affects their behavior
What opportunities 2018 brings for Nigol and other investors
Why Nigol believes CTA’s are still very useful for managed futures
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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 Katy on Twitter
Follow Nigol Koulajian on LinkedIn
Copyright © 2026 – CMC AG – All Rights Reserved
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TTU101: Should You Trust The Short-Term Over The Long-Term? ft. Nigol Koulajian of Quest Partners – 1of2
18 mei 2018 · 37 min
Nigol Koulajian is the Founder and Chief Investment Officer of Quest Partners LLC, and has been designing and trading short-term and long-term technical systems for over 22 years. Coming from Columbia business school, many of Nigol’s general practices seem counter-intuitive but have consistently yielded results. This interview will help get you deeper into the trading and management philosophy that has made Quest Partners such a successful firm. Lees meer
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In This Episode, You’ll Learn:
How Nigol got started with trading systems
How Quest Partners grew to where it is today
What Nigol has learned from his unique path into managed futures
Why clearly defining your process is value added to your product
Why Nigol is okay with always being in a state of failure
How developing nuance in his intuitive process has become Nigol’s greatest asset
What role meditation has played in Nigol’s career
What factors played into Quest’s success
Why Quest takes tail risk into account while normalizing returns
Why Nigol puts more trust in short-term over the long-term
Some of Nigol’s short-term trading strategies
What Nigol is studying right now
How writing white papers has helped Nigol’s relationships with his clients
Why focusing on your investors can be hurting your long-term growth
How Quest Partners has changed to fit the post-2010 financial climate
The problem with smart beta
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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-m…
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TTU100: Being Transparent With Your Clients ft. Robert Sinnott of AlphaSimplex – 2of2
19 april 2018 · 38 min
In our continued conversation with Robert Sinnott, Katy Kaminski and I dive into why AlphaSimplex has been so successful, why Robert values transparency in his firm so highly, and what he advises for new and rising-star investors. He goes deep into what he is excited about and afraid of with managed futures, and what he’s looking forward to accomplishing with AlphaSimplex in the future. Lees meer
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In This Episode, You’ll Learn:
Why AlphaSimplex maintains a pure trend program
What problems in the trend following space Robert hopes to solve
The challenges that AlphaSimplex deals with on a regular basis
What factors have given AlphaSimplex its success
Why Robert holds transparency in such high regard
How the models Robert uses employ smart long-term and short-term assessment and why
When your size as a firm hurts your performance
What about managed futures makes Robert the most excited
The things about managed futures that keep Robert up at night
Why the models you are reading about are wrong
Robert’s advice for young and rising star investors
Why Robert believes the right question can often more important than the answer
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Resources & Links Mentioned in this Episode:
Learn more about Joe Blitzstein’s “Introduction to Probability”
Find out more about my co-host Katy Kaminski’s “Trend Following with Managed Futures: The Search for Crisis Alpha”
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 a…
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TTU99: The Good and Bad of Machine Learning ft. Robert Sinnott of AlphaSimplex – 1of2
14 april 2018 · 35 min
From the very beginning, Robert Sinnott has studied the movement of the markets and how to anticipate their changes. Robert earned both an A.B. and an A.M. in Statistics from Harvard University, where he focused on statistical machine learning, capital markets, and time series analysis. Lees meer
In our conversation, my co-host Katy Kaminski and I talk with Robert about how he has used these skills to redesign AlphaSimplex’s performance analytics infrastructure and develop smarter machine learning processes, and how Robert employs this data with such success.
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In This Episode, You’ll Learn:
The history behind AlphaSimplex and how it began
How Robert got involved with AlphaSimplex
How the surrounding technology industry affects Robert’s work
What lessons Robert has learned from his time at AlphaSimplex
How Robert spends his time outside of his work
How adaptive markets shape the way Robert works
Why Robert utilizes machine learning and how it benefits AlphaSimplex
The dangers of relying too much on machine learning
What makes AlphaSimplex’s machine learning so easy to understand
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Resources & Links Mentioned in this Episode:
Learn more about Joe Blitzstein’s “Introduction to Probability”
Find out more about my co-host Katy Kaminski’s “Trend Following with Managed Futures: The Search for Crisis Alpha”
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 Spotif…
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TTU98: Adapting to the Ever Changing Markets ft. Marty Bergin of DUNN Capital – 2of2
2 maart 2018 · 38 min
Katy Kaminski and I continue our conversation with Marty Bergin, and discuss his philosophy behind DUNN Capital’s success, and why many investors don’t understand trend following strategies. In this episode, we will discuss what investors and trend followers should be focusing on, and what risks excessive regulation may lead to for the industry. Lees meer
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In This Episode, You’ll Learn:
How DUNN views it’s expansion into more markets
Why their NO management fee policy has helped DUNN throughout the years
How DUNN will adapt to the ever changing market environment
What investors have a hard time understanding about trend followers
Marty’s goal over the next ten years
What Marty fears most in his work at DUNN
The most important question investors should be asking themselves right now
Why Marty believes trend following strategies should be more widely available
Marty’s advice to young investors and aspiring trend followers
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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.
Learn more about DUNN: www.dunncapital.com
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 have learnt during the more tha…
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TTU97: Putting Your Clients First...Always ft. Marty Bergin of DUNN Capital – 1of2
25 februari 2018 · 33 min
Our guest today is the President and Owner of DUNN Capital. Having a deep background in finance and business management, Marty oversees all mission-critical operations of the firm, including the firm’s research and development efforts as well as the construction and management of the firm’s managed futures portfolios. Lees meer
In our conversation, my co-host Katy Kaminski and I discuss with Marty DUNN Capital’s client-first business model, why he believes that their Adaptive Risk Profile has been a game-changer since its introduction in 2013, and how DUNN Capital has evolved since he joined more than 20 years ago.
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In This Episode, You’ll Learn:
How Bill Dunn started DUNN Capital
How Marty minimizes risk down to the base level
What lessons Marty has learned from his time at DUNN Capital
Why Marty believes being client-centric is key to DUNN Capital’s success
How research plays a larger role within DUNN Capital than most people think
How DUNN Capital has changed since Marty joined
How Marty views return dispersion
Why certain “diverse” stock choices are not very diverse
What makes DUNN’s Adaptive Risk Profile unique
The one thing that is missing from Marty’s trend following program
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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.
Copyright © 2026 – CMC AG – All Rights Reserved
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PLUS: Whenever you're…
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RT13: The legacy of AHL ft. Adam, Harding & Lueck of AHL – 3of3
1 september 2017 · 33 min
On this special episode, my guests are the founders of AHL: Michael Adam who later co-founded Aspect Capital, David Harding also known as founder and CEO of Winton Capital and Marty Lueck also one of the co-founders of Aspect Capital. Lees meer
We sat down in the famous Abbey Road Studios in London to talk about how they developed their investing strategies, some of the most surprising decisions they ever made, and what kind of legacy they would like to leave behind.
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In This Episode, You’ll Learn:
What Mike, David & Marty had to un-learn in order to improve their strategies
Why David believes education can crush creativity
How some “new” optimization methods hurts investors
What David and Marty least like about their current strategies
What they plan on doing when they no longer run their firms
How David approaches succession planning
The most important investment principles the guests would leave for their children
Why only a small amount of investors still keep managed futures as a core allocation
The most important decisions they ever made
Which decisions had the most surprising results
If the media will ever understand what managed futures actually are
The legacy that AHL left in the world of investing
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.
Learn more about Michael Adam and Mike Marlin and The M…
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RT12: You don't have to be good...but you have to be useful ft. Adam, Harding & Lueck of AHL – 2of3
25 augustus 2017 · 43 min
On this special episode, I continue my conversation with the founders of AHL: Michael Adam who later co-founded Aspect Capital, David Harding also known as founder and CEO of Winton Capital and Marty Lueck also one of the co-founders of Aspect Capital. Lees meer
We sat down in the famous Abbey Road Studios in London to talk about what AHL’s founders did after they created the company, what they’ve learned along the way about business and life, and how they view the current market climates.
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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 future of a science-driven trading approach
What David’s vision was when he started Winton Capital
The beginnings of Aspect Capital
Why Winton moved away from traditional trend following
The challenges that equities and managed futures present for investors
Why David chose to lower volatility of his strategy
Michael’s experience with deep value investing
When it’s time to ask “do you want to be happy or rich?”
What caused Michael to leave the industry
How they have evolve using different data sources and new markets
The danger of “hindsight bias”
What disadvantages machine learning have presented
Why Marty views asset allocation as part of a trend following model
How they see our current financial climate
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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.
Learn more about Michael Ad…
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RT11: AHL 30 Year Anniversary ft. Michael Adam, David Harding & Marty Lueck – 1of3
18 augustus 2017 · 44 min
I was thrilled to be joined by the founders of AHL, to celebrate their 30 year anniversay of founding AHL: Michael Adam who later co-founded Aspect Capital, David Harding also known as founder and CEO of Winton Capital and Marty Lueck also one of the co-founders of Aspect Capital. Lees meer
We sat down in the famous Abbey Road Studios in London to talk about AHL’s beginnings, the revolutionary discoveries that AHL made, how MAN Group became the owner of AHL, as well as all the great things that Michael, David and Marty went on to create.
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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 AHL got it’s start
Why Michael’s father was instrumental in the beginning of AHL
What struck David when testing their early algorithms
Why their “empiricist” outlook gave them an early advantage
How technology’s limits pushed their ideas
The breakthroughs of AHL’s early research and how it still applies today
Why being a consultant gave AHL deep insight into trading the markets
The crucial role the early clients had in AHL’s development
The power of finding the right people to work with
Why Michael preferred working with “unformed” employees
How the original deal between MAN and MINT influenced AHL
What the larger financial community initially thought about AHL
How AHL brought in investors in those early days
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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 ca…
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RT10: The challenge pension funds face with Risk Mitigation ft. Ryan Abrams, Ela Karahasanoglu & Carrie Lo – 2of2
14 juli 2017 · 35 min
On this episode I continue my conversation Ryan Abrams, Portfolio Manager at Wisconsin Alumni Research Association, Ela Karahasanoglu, VP at Workplace Safety and Insurance Board, and Carrie Lo, Director of Hedge Strategies at CalSTRS. Lees meer
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- CLICK HERE
In This Episode, You’ll Learn:
When do you stop adding more managers?
Ela’s magic range of managers
Carrie’s approach to choosing managers
How management fees should be structured
What advice Carrie would give to other pensions planning to start allocating to risk mitigation strategies
Why Ela recommends a thorough preparation and vision for risk mitigation strategies
Ryan’s thoughts on trends during dislocation periods
What challenges the guests had to overcome as part of their implementation process
Why CalPERS are leaving hedge funds when CalSTRS are adding them, even when some of the board members are the same
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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.
Learn more about Ryan Abrams and Wisconsin Alumni Research Association
Learn more about Ela Karahasanoglu and Workplace Safety and Insurance Board
Learn more about Carrie Lo and CalSTRS
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…
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RT09: Why & How CalSTERS mitigate Risk ft. Ryan Abrams, Ela Karahasanoglu & Carrie Lo – 1of2
25 juni 2017 · 41 min
On this episode my very special guests are Ryan Abrams, Portfolio Manager at Wisconsin Alumni Research Association, Ela Karahasanoglu, VP at Workplace Safety and Insurance Board, and Carrie Lo, Director of Hedge Strategies at CalSTRS, for a fun and insightful conversation about how to mitigate the Risk in a Portfolio using Managed Futures. 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 Carrie diligently prepared her new Risk Mitigation Strategies (RMS)
How much CalSTRS will initially allocate to the RMS part for their $200bn+ portolio
How Ryan uses risk mitigation strategies in his organization
How Ela is slowly restructuring her alternative portfolio
The risks of risk parity strategies
Is trend-following really an opportunity cost question?
How Carrie has worked with the CalSTRS board on implementing this strategy
Why Ela has focused more on tail-risk strategies
Carrie’s manager selection process
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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.
Learn more about Ryan Abrams and Wisconsin Alumni Research Association
Learn more about Ela Karahasanoglu and Workplace Safety and Insurance Board
Learn more about Carrie Lo and CalSTRS
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 th…
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RT08: Two Turtles & their Mentor ft. Richard Dennis, Brian Proctor & Jerry Parker – 2of2
9 mei 2017 · 36 min
On this episode my guests are Richard Dennis, creator of the Turtle program, Brian Proctor, managing director of EMC Capital Advices, and Jerry Parker, founder and president of Chesapeake Capital, for a rare conversation about the inner workings of the Turtle program, told for the first time by Richard himself. 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 good and bad of targeting volatility
How Jerry and Brian used the rules they learned through the Turtle experience
Why the Turtle program was just “another piece of risk” Rich took on his book
Jerry’s experience during and after the program
Brian’s two biggest takeaways from the Turtle program
If proper trading can be a real business?
What Rich would do differently in 2017
The state of trend following today
If being a good trader is enough to run a successful business?
About other passions of the Turtles outside of trend following and trading
Rich’s secret “career” in baseball
If Rich has found any counter-trend strategies that work
Jerry’s views on changing and adapting too much
What academia thought of trend following 40 years ago
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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.
Learn more about Richard Dennis and the Turtle program
Learn more about Brian Proctor and EMC Capital Advisors
Follow Jerry on Twitter.
Copyright © 2026 – CMC AG – All R…
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RT07: The Turtle Reunion ft. Richard Dennis, Brian Proctor & Jerry Parker – 1of2
17 april 2017 · 38 min
Today I'm joined by Richard Dennis, creator of the Turtle program, Brian Proctor, managing director of EMC Capital Advices, and Jerry Parker, founder and president of Chesapeake Capital, for a rare conversation about the inner workings of the Turtle program, told for the first time by Richard himself. 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:
Rich’s first introduction to trend following
Jerry’s early days in the Turtle program
How Brian ended up as a Turtle
The TRUTH about where the Turtle name came from
The surprising way Rich came up with the idea for the Turtle group…NOT what you expect!
Why Jerry did not answer the first call from Rich when applying for the program
The preferred qualities of the Turtle recruits
Why it was hard to predict which of the Turtles would succeed
Why persistence is important in trend following
The relevance of the Turtle group in the past and today
If diversification among markets is always the best practice?
The right balance of financial futures markets and commodity futures markets
Why more investors haven’t embraced trend following…yet?
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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.
Learn more about Richard Dennis and the Turtle program
Learn more about Brian Proctor and EMC Capital Advisors
Follow Jerry on Twitter.
Copyright © 2026 – CMC AG – All Rights Reserved
…
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RT06: The future of hedge funds ft. Chris Solarz, Adam Duncan & Freeman Wood – 2of2
23 maart 2017 · 39 min
We are back with another great conversation where my guests are Chris Solarz, Managing Director, Global Macro Hedge Fund Strategies at Cliffwater, Adam Duncan, Managing Director at Cambridge Associates as well as Freeman Wood, who is a Partner and Head of North America, at Mercer, for a deep dive into the world of Consultants in Alternative Investments. 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:
If there are there enough assets to go around
What made 2015 such a weak year for hedge funds
Why 2016 was such a strong year for hedge funds
The future of hedge fund investing
What Chris thinks hedge fund managers have done poorly
How Adam looks at fees as a coin toss
Why Freeman thinks that fees must add value to both parties
The guest’s biggest takeaways from 2016
How the rise of the voter is providing opportunities to hedge fund managers
The coming possibility of an equity correction, and it’s effects
The question everyone should be asking right now
Why a client needs a goal and a timeline for their 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.
Learn more about Chris Solarz and Cliffwater
Learn more about Adam Duncan and Cambridge Associates
Learn more about Freeman Wood and Mercer
Copyright © 2026 – CMC AG – All Rights Reserved
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PLUS: Whenever you're ready... here are 3 ways I can help you …
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RT05: What Consultants look for in a manager ft. Chris Solarz, Adam Duncan & Freeman Wood – 1of2
7 maart 2017 · 41 min
My guests today are Chris Solarz, Managing Director, Global Macro Hedge Fund Strategies at Cliffwater, Adam Duncan, Managing Director at Cambridge Associates as well as Freeman Wood, who is a Partner and Head of North America, at Mercer, for a fun and insightful conversation into the world of Consultants and their role in Alternative Investments. 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 our guests got to where they are today
What challenges Adam sees institutional investors facing
The extra information Chris gives his clients
How the role of the consultant has changed
Two issues that frustrate consultants, and how our guests solve them
Freeman’s view of the role of the financial decision makers
How to bridge the gap between the managers and the investors
What your theoretical models can’t account for
Why past hedge fund managers were able to pursue a more “pure” strategy
The practical implications of having a larger fund
The pros and cons of smaller and larger managers
How Chris developed his key business strategies
What red flags new startups can avoid
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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.
Learn more about Chris Solarz and Cliffwater
Learn more about Adam Duncan and Cambridge Associates
Learn more about Freeman Wood and Mercer
Copyright © 2026 – CMC AG – All Rights Reserved
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PL…
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RT04: What is the right fee structure? ft. Marty Bergin, Grant Jaffarian & Mike Boss – 2of2
19 februari 2017 · 31 min
On this episode I continue my conversation with Marty Bergin, the owner and President of DUNN Capital Management, Grant Jaffarian, Portfolio Manager of the Advanced Trend program at Crabel Capital Management, and Mike Boss, who is a Director within the Capital Introductions Team at Societe General, where we cover all things trend following and some of the differences to short-term trading. Lees meer
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In This Episode, You’ll Learn:
How to use your management and incentive fees to compete
Grants’s competitive strategy for his flat-fee product
Why a robust risk management system is extremely important
Who is winning the battle between the low-cost products and the traditional trend following offerings
If the increased number of investors using trend following is impacting returns?
How rising interest rates will affect long- and short-term trend followers
The guest’s biggest takeaways from 2016
If machine learning is already being used by trend following firms?
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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.
Learn more about Marty Bergin and DUNN Capital Management
Learn more about Grant Jaffarian and Crabel Capital Management
Learn more about Mike Boss and Societe General
Copyright © 2026 – CMC AG – All Rights Reserved
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RT03: The challenge with Experience ft. Marty Bergin, Grant Jaffarian & Mike Boss – 1of2
5 februari 2017 · 34 min
Today I'm joined by Marty Bergin, the owner and President of DUNN Capital Management, Grant Jaffarian, Portfolio Manager of the Advanced Trend program at Crabel Capital Management, and Mike Boss, who is a Director within the Capital Introductions Team at Societe General, for a fun and insightful journey into the world of 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, You’ll Learn:
Key Insights from arguably the best Trend Follower & the best Short-Term CTA
How the challenges they overcame to get to where they are today
How trend followers can evolve their strategies to stay ahead
The reason why some trend followers haven’t changed in decades
Key insights to how Marty has allowed DUNN to stay ahead
How Mike & Societe Generale sees the industry changing and it’s new opportunities
Why the UCITS Directive started benefitting smaller specialized managers
The challenges with short-term trading
Why Crabel is strict with its capacity
The research that increased Crabel’s bottom line
How to ensure that CTA flagship offerings retain value over low-cost alternatives
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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.
Learn more about Marty Bergin and DUNN Capital Management
Learn more about Grant Jaffarian and Crabel Capital Management
Learn more about Mike Boss and Societe General
Copyright © 2026 – CMC AG – All Right…
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RT02: The biggest challenge for institutions ft. Amy Elefante Bedi, Ernest Jaffarian & Phil Hatzopoulos – 2of2
16 januari 2017 · 25 min
Today I continue my conversation with Amy Elefante Bedi, Director of Hedged Strategies at Washington University Investment Management Company in St. Louis, Ernest Jaffarian, the CEO of Efficient Capital Management as well Phil Hatzopoulos , who is the Global Head of Buyside Sales at the CME Group. Lees meer
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- CLICK HERE
In This Episode, You’ll Learn:
What the response has been to lower performance of hedge funds in recent years
How managers have dealt with the challenging performance environment
What institutional investors are looking to get out of the Managed Futures space
How Smart Beta is being used
If its true that you get what you pay for
The movement towards BIG data
The concern of investors about the fixed income sector
What would happen if interest rates starts going up
What the biggest opportunities are for the Managed Futures industry in 2017
How regulations could destroy the industry
The biggest challenge that institutions face before they embrace CTAs
How to overcome the fear of investing in the Managed Futures space
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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.
Learn more about Amy Elefante Bedi and
Washington University’s Investment Management Company
Learn more about Ernest Jaffarian and Efficient Capital Management
Learn more about Phillip Hatzopoulos and CME Group
Copyright © 2026 – CMC AG –…
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RT01: How to find talented managers ft. Amy Elefante Bedi, Ernest Jaffarian & Phil Hatzopoulos – 1of2
4 januari 2017 · 27 min
On this episode I'm joined by Amy Elefante Bedi, Director of Hedged Strategies at Washington University Investment Management Company in St. Louis, Ernest Jaffarian, the CEO of Efficient Capital Management as well Phil Hatzopoulos , who is the Global Head of Buyside Sales at the CME Group - to explore the world of Alternative Investments and why they are so valuable to investors. 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:
Key Insights from industry leaders in Managed Futures
How they got where they are today
What Ernest did to change his career to Managed Futures
The hesitations that endowments have had when investing in the CTA industry
What is the state of the fund-to-fund model today
The importance of diversifying your portfolio
How to find and access talent in the Managed Futures space
Questions to ask a manager when deciding on your allocations
The issue of fees and the debate surrounding it
The performance of CTAs in the last decade
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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.
Learn more about Amy Elefante Bedi and
Washington University’s Investment Management Company
Learn more about Ernest Jaffarian and Efficient Capital Management
Learn more about Phillip Hatzopoulos and CME Group
Copyright © 2026 – CMC AG – All Rights Reserved
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PLUS: Whenever you're ready... here are 3 ways I can hel…
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TTU96: The Simplicity of Trend Following ft. Katy Kaminski, Alex Greyserman & Roberto Osorio – 2of2
19 mei 2016 · 42 min
Thanks for tuning in to the second part of our roundtable conversation with three of the leading voices in the trend following industry today. In this episode, we discuss how the industry has evolved, what the future looks like, and how to educate investors on the merits of 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, You’ll Learn:
How has trend following evolved in the past decade
The different kinds of diversification and how important they are
The concept of divergent strategies
Different ways of generating signals
Why entries are the least important
How to figure out what are the most robust parameters to use
Why you should try to debunk any new trading ideas
How trend following CTAs perform risk control
How to educate investors on trend following firms and methods
How many trend following managers should you invest in
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Resources & Links Mentioned in this Episode:
Trend Following with Managed Futures: The Search for Crisis Alpha
Return Dispersion, Counterintuitive Correlation (PDF)
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 Katy Kaminski on Linkedin
Follow Alex Greyserman on Linkedin
Follow Roberto Osorio on Linkedin
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…
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TTU95: Redefining Trend Following ft. Katy Kaminski, Alex Greyserman & Roberto Osorio – 1of2
6 mei 2016 · 54 min
Thanks for tuning back into our show, we know it has been a while since we’ve published an episode. However, you are in for a real treat: this is the first episode where we have a roundtable of guests, representing some of the most prominent firms in the trend following space. Our guests have a combined 100 years of track record, and we’ll explore it all in this episode. Lees meer
We discuss the history of trend following, what it takes to practice trend following, and the human biases that effect our trading.
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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 history of trend-following
The phenomenon of momentum
When the concept of trend following that we know today came about
Why Katy & Alex gathered data from hundreds of years ago
Katy talks about their book on Trend Following
Why markets are not getting more efficient
Why the edge in Trend Following is “knowing what you don’t know”
How long it took for Alex to start believing in trend following
Roberto’s first exposure to trend following
Why humility is necessary to practice trend following
The importance of taking the human emotion out of the decision process
Katy’s voodoo finance and heuristics
Are all CTA’s trend-followers?
Alex’s Random Entry System that uses coin flips
The three decisions that are involved in a trade
The fact and fiction of how difficult it is to do trend-following
Why humans suffer from representative bias
The factor of simplicity when making a trend following system
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Resources & Links Mentioned in this Episode:
Trend Following with Managed Futures: The Search for Crisis Alpha
Market Wizards
Tulip mania
David Ricardo
Lake Wobegon syndrome
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 her…
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TTU94: Acknowledging Risk on a Daily Basis ft. Bill Dreiss of Dreiss Research Corporation – 2of2
17 februari 2016 · 59 min
In our continued conversation with Bill Dreiss, we dive into why he built his model the way that he did, and how he deals with factors like risk, drawdowns, and investor relationships. You’ll discover what he has learned from the drawdowns he has gone through, how the market has changed since 2009, and what the future looks like for Dreiss Research. 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 he thinks about succession planning
What people should be aware of in his long track record as a firm
What has changed in the markets since 2009
How markets are more interrelated than they ever have been before
How he describes what he is trying to achieve for his investors
Why you shouldn’t be investing if you can’t live through a 50% drawdown
What the choppiness index is
Why it is so difficult for people to see the advantages of CTAs and trend following
How many commodities he trades
How diversified his trading program is
What differentiates Dreiss Research from other trend following CTAs
How he measures volatility
How he defines risk and manages risk
Why you can over-manage risk and how to weather the drawdowns
What he has learned from the drawdowns he has gone through
How to manage a relationship with clients so that they trust the firm during drawdowns
The biggest challenges in his long career
What it takes to be a good trader
Why the world is too full of quants and people should use their talents in other fields
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Resources & Links Mentioned in this Episode:
The Misbehavior of Markets
The Secrets of Professional Turf Betting
The Gambler
Thinking, Fast and Slow
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 bo…
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TTU93: Location Independence with Systematic Trading ft. Bill Dreiss of Dreiss Research Corporation – 1of2
8 februari 2016 · 1 uur 1 min
Bill Dreiss has been an early adopter from the very beginning. After going to MIT and Harvard, he wanted to form a business that would allow him to be location independent and allow him to surf, his life passion. Fortunately, systems trading found him. Lees meer
He bought a computer before individuals owned them, started a systems trading firm before almost any of them existed, and has been in business trading his own model fro more than 25 years. You’ll gain a career’s worth of knowledge in this fantastic episode.
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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:
Why Bill’s firm is so unique
How he went to Harvard business school and then went to work for a Think Tank in California
How he developed his first trading system in the 1970s
How he did systematic trading by hand in the early days, without computers
The unique system that was the first system he built
The first company that he started with a few partners in early 1975
How he used to manage 180 clients before computers
The first computer he bought before individuals owned computers
Why he stopped managing outside money for a few years
What made him setup his current company in 1991
How he setup his first trading model with Dreiss Research Corporation
Why he was heavily influenced by Boinot Mandelbrot
Why trend following is declared dead every few years, but why it is only sleeping
Why he trades longer term and only updates his system about once a week
How he first managed to automate his system way before other people were able to do it
How the environment has changed from very few system traders to almost completely system traders
What differentiates Bill from a lot of other system traders
How he deals with risk management
What drives him in his career and how he has kept it up for so long
Why he thinks in how much leisure time he can have rather than how much money he c…
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TTU92: Clear & Explainable Trend Models ft. Andreas Clenow of ACIES Asset Management – 2of2
25 januari 2016 · 1 uur 3 min
In our continued conversation with Andreas Clenow, we discuss the research and work that goes into making his trading model, how he deals with risk and drawdowns, and how he explains his models to potential investors. In this episode, we will dive into how clear and explainable a trading model should be, and what questions you should ask firms before investing in them. 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 Andreas does his research and what research he looks for in other firms
Why a track record matters and how it matters
How trend following has done over the last few years
How he builds his own trading strategies
What he does with position sizing and how important it is
How he allocates risk on his different models
What he does to measure the environment on trend following
What he thinks about sector allocation and diversification
The kinds of risk management that he uses in his model
Where he uses stop losses and where he doesn’t
How he talks to investors about drawdowns
What questions investors should be asking him about his trading model
How to detect if a manager’s strategy has stopped working
Why people shouldn’t be scared of asking lots of questions
What motivates him to work on his job
About the biggest failures of Andreas’ career
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Resources & Links Mentioned in this Episode:
Market Wizards by Jack Schwager
Trend Following with Managed Futures by Kathryn Kaminski
Listen to my interview with Kathryn Kaminski here and here
Dual Momentum Investing by Gary Antonacci
Buy Andreas’ books.
Check out his website FollowingTheTrend.com.
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…
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TTU91: Keeping it Simple in Trend Following ft. Andreas Clenow of ACIES Asset Management
18 januari 2016 · 1 uur 8 min
Our guest today is a successful trader, businessman, and author. He is known for his books Following The Trend and Stocks on the Move, and after an impressive career at Reuters finance he moved on to ACIES Asset Management in Switzerland. Lees meer
In our conversation, we discuss trend following and the need to keep it simple, the mistakes that retail traders make, and how to start a new firm in this day and age.
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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 many skill sets that Andreas has
How he wrote the books that he is known for
Why he has a large degree of flexibility with his firm and the capital they manage
How he grew up in a small town in Sweden…with lots of cows!
About the computer company that he started
How he left the corporate world
How he started at ACIES
What Andreas does when he is not working
The books he has written about systematic trading strategies
The value of simplicity
What Andreas thinks about trend following
The issues with doing trend following on stocks
How he got the freedom to write a book
What retail traders will get from his books
Why managing your own money is a bad trade
What he thinks about technical analysis and how to define it
What it takes to start a firm or trading business
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Resources & Links Mentioned in this Episode:
Listen to our episode with Jerry Parker recapping 2014.
A Definition of ATR (Average True Range).
Buy Andreas’ books.
Check out his website FollowingTheTrend.com.
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@toptradersun…
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TTU90: Why Diversification is Key ft. Robert Carver, Author & Trader – 2of2
9 december 2015 · 1 uur 13 min
In the second part of our conversation with Robert Carver, we dive into the specifics of his trading strategy, why he doesn’t trade full time, and what he thinks about the trend-following space in general. Lees meer
You’ll hear his thoughts on drawdowns, research teams, risk, and more. You won’t want to miss his insight and clear explanations of some of finance’s most complicated topics.
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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 two components of risk, and all about unpredictable risk
What sets one manager apart from the other
His view on stop-losses
How target volatility works for a lot of CTA managers
How he would put together a research team for a fund manager
The problem with hiring a lot of people with the same background
How investors should read the track records of firms
The concerns and misconceptions about systematized and trend-following strategies
Why he is so keen on looking at sharp ratio
The issues with skew but why he keeps an eye on it
What his own trading system looks like today
The style of trader that he ended up becoming
How to find out what to expect when a drawdown happens
What investors should ask but they never do
How he got over the failures that he has had in business
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Resources & Links Mentioned in this Episode:
Learn more about AHL
Learn about Sharpe Ratio
Check out The Predictors book
Learn more about Eugene Farma
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 lea…
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TTU89: Creating a Simple System & Sticking To It ft. Robert Carver, Author & Trader – 1of2
2 december 2015 · 1 uur 17 min
Robert Carver spends most of his book telling you that he is not a good trader. So why did he devote his life and a whole book to the subject? Lees meer
Because he believes in systematic trading; making a simple trading system and sticking to it.
In this episode, we dive into his new book and explore why simplicity is the key, people think they are better traders than they are, and so much more.
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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:
Why Robert decided to write his new book, Systematic Trading
Robert reads the preface to his new book
He explains one of the biggest investing mistakes of his career
The book that got him interested in the financial industry
How he got a job with AHL
Why he wrote a book with very little math involved so that he spoke to a large audience
The 3 types of investors that he defines in the book
How cognitive biases in humans make them bad traders
Why he spends a lot of his book explaining how bad he is at trading
Whether trend following and other divergent strategies work or not
Why sticking to a plan is so important
How the markets and CTAs will change once the interest rate changes
The differences between a subjective and an objective system
Things that people should avoid when creating a trading system
Why few people have a good handle on overtrading
Machine learning approaches vs. idea approaches to creating trading programs
How systematic trading adapts
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Resources & Links Mentioned in this Episode:
Learn more about AHL
Learn about Sharpe Ratio
Liar’s Poker by Michael Lewis
Thinking, Fast and Slow by Daniel Kahneman
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 …
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TTU88: The Importance of Explaining the Why ft. Andrew Baxter of Cambridge Capital Management – 2of2
22 november 2015 · 1 uur 12 min
In this episode, we dive into the models and processes that Cambridge Capital and Andrew Baxter use to manage risk, research new ideas, and grow their business. We also talk about the importance for managers to explain why they do what they do, rather than just what they do. Lees meer
Listen in to learn more about the future of the managed futures industry and how to be successful in it.
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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 his forecast method works
How he develops his basic models
How they come up with new ideas for models at Cambridge Capital
The various short term and long term models that they employ and how they use them
When they make interventions to the system
The risk management they use and why they have a risk budget
Why they are continuously adjusting their risk in the market
The drawdowns that they expect to see in their program and the ones that they have been through
Why he thinks CTA firms had significantly higher drawdowns in 2013 then they had ever had before
How their research cycles work
How to compare a life track record with a simulation of the current program
Why we should look at why managers do things more than what they do
Why raising assets is the biggest challenge his firm faces today
What it takes to become a great fund manager
The skill that he would pass onto his children
The challenges he sees for the CTA space
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Resources & Links Mentioned in this Episode:
Extraordinary Popular Delusions and The Madness of Crowds
The Winner’s Curse
books by Reinhold Messner
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 m…
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TTU87: An Engineer Using Machine Learning to Trade ft. Andrew Baxter of Cambridge Capital Managment – 1of2
15 november 2015 · 1 uur 17 min
Andrew Baxter worked at British Aerospace as an engineer before joining the investment management world. He still considers himself an engineer. Lees meer
Listen in to learn how he uses machine learning, why he keeps innovating, and how he started his own firm.
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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:
Why Andrew considers himself an engineer
How he went from engineer to investment management
How he started his firm
His philosophy on the investment management process
Why he harvests risk premiums
What he likes to do when he is not working
How he works with machine learning
The things they learned from their career history that helped them build Cambridge Capital Management
Why it is important to stay ahead of the pack and keep innovating
What they do in-house versus outsourcing
The culture that he tries to cultivate at his company
How he talks about track record to his investors
How he evolved as the managed futures industry changed over the years
What he does to manage risk
The objective of his program from a top-down view
The different markets that his program trades
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Resources & Links Mentioned in this Episode:
Extraordinary Popular Delusions and The Madness of Crowds
The Winner’s Curse
books by Reinhold Messner
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 Andrew Baxter on Linkedin.
Copyrigh…
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TTU86: Predictions on Crude Oil, Copper, War, Plus More on Cycles ft. David Gurwitz of Charles Nenner Research – 2of2
15 juli 2015 · 1 uur 5 min
In this second part of our conversation, we dive into the specifics of how Charles Nenner and his team make their predictions, and what they predict in certain markets like Crude Oil, Copper, and Natural Gas. We also discuss the cycle of a major war at the beginning of each century, and David’s personal story of why he is just as curious today as the day he started. 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 they predict the price, and how the price and cycles work together.
The fifth category they predict on is economic indicators.
What is happening when a market is not behaving as the cycle they show indicates.
What are some of the indicators of a big event like 9/11.
Where he thinks Natural Gas is going.
What he thinks about Copper.
The battle between inflation and deflation and where he stands on those terms.
About the 100 year war cycle and what he predicts for the next war.
The cycles of infectious disease.
Why they don’t have a fund that trades off of their predictions.
The different types of clients they have.
Why he does the job that he does.
Why it is important to listen well.
Why he thinks that thinking and listening are a lost art.
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Resources & Links Mentioned in this Episode:
Read the article David mentions in this episode featuring his work in Oil & Gas Investor.
David recommends reading Chaos by James Gleick.
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 Ra…
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TTU85: The Cycles of Financial Markets ft. David Gurwitz of Charles Nenner Research – 1of2
7 juli 2015 · 1 uur 11 min
This episode has a unique and interesting guest, the kind we rarely have on this show. David Gurwitz does not trade in the financial markets, but provides predictions and research to many firms, including some we have interviewed. He looks at the cycles in financial markets. Keep an open mind during this episode and see what you can learn about Charles Nenner’s research methods, the start of their research business, and what predictions they have been correct on and which ones they missed. Lees meer
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In This Episode, You’ll Learn:
How David explains what he does, and how this interview is different.
How he played semi-professional basketball in Spain before going into accounting.
How he met Charles Nenner.
How their business works and how cycles works.
How Charles has predicted crude oil drop in 2014.
What they look at when making their predictions.
How they do media appearances and how media has changed.
How they go about doing their research.
Why sunspots might affect the stock market shifts.
How different cultures are more open to the idea of cycles and their effect on the financial sector.
The predictions they’ve made in recent years on the Yen, Gold, and the Euro.
Why looking back at history can show interesting lessons.
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Resources & Links Mentioned in this Episode:
Read the article David mentions in this episode featuring his work in Oil & Gas Investor.
David recommends reading Chaos by James Gleick.
Listen to past episodes with a predictions expert Mahendra Sharma here and here.
Follow Niels on Twitter, LinkedIn, YouTube or via the TTU website.
IT’s TRUE ? – most CIO’s read 50+ books each year – get your FREE copy of the Ultimate Guide to the Best Investment Books ever written here.
And you can get a free copy of my latest book “Ten Reasons to Add Trend Following to Your Portfolio” here.
Learn more abo…
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TTU84: Being Authentic & Transparent with Your Investors ft. Natasha Reeve-Gray of Altis Partners – 2of2
5 juli 2015 · 1 uur 3 min
In this second part of our conversation, Natasha dives into the details of the trading model and portfolio of Altis Partners, her firm. We discuss how they approach risk management, and how they’ve dealt with drawdowns over the years. She also gives her take on the future of the managed futures industry, what advice she would give to emerging firm managers, and other lessons she has learned along the way. Lees meer
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- CLICK HERE
In This Episode, You’ll Learn:
About how Natasha and her team constructs their portfolio.
How their models are adaptive.
What their integrated risk approach does and how it works.
What she thinks the capacity is of the strategy that her firm has.
How she defines risk.
How correlations play a part in their portfolio.
Which sectors of the market do well with their model.
How she sets the expectations for what kinds of drawdowns they might have.
How to help investors with the emotional rollercoaster of drawdowns.
How the firm goes about doing research.
How to detect if a certain model stops working.
What lessons they have learned from all their years in business.
How success changes your mindset.
Why it’s good to have people to look up to.
Her biggest challenge facing her firm today.
What investors are not asking when at due diligence meetings with her firm.
Why a long term relationship with a client is important.
What advice she would give to emerging managers today.
Where she thinks the managed futures industry is going as a whole.
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Resources & Links Mentioned in this Episode:
Natasha recommends reading The Hard Thing About Hard Things, a book about building a business and entrepreneurship.
She also recommends Fortune’s Formula, by William Poundstone.
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 …
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TTU83: Starting a Quant Firm from Scratch ft. Natasha Reeve-Gray of Altis Partners – 1of2
29 juni 2015 · 1 uur 8 min
Our next guest left a well known trading firm in London to start a quantitative trading firm with 3 other partners. There’s a lot to be learned from her insights on starting a business, building a culture, and making it through the obstacles along the way. Listen in for our discussions on the startup phase and the current trading model. 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 Natasha and her founding partners all worked at the same firm before breaking out on their own.
About her childhood growing up as an only child and what got her interested in finance.
How she got her first job in finance.
When she got hired by QCM.
How she met her founding partners.
How and why Natasha and her founding partners broke off from QCM.
How she set up her new firm with her partners.
How they each had a different area of the business that they focused on.
The big obstacles of the early days and knowing which people to talk to.
What the biggest learning curve was in terms of hiring the right people.
Why they built a 24-month buffer for their business that would let them stay in business if things went down.
Why the’ve gone to the cloud for their business.
The details of their core team.
What would require them to expand the team.
How Natasha explains their track record to investors and potential client.
About how they reacted to the period of 2011-2013.
The details of their trading program and what their philosophy is behind the program.
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Resources & Links Mentioned in this Episode:
Learn more about the film Trading Places, that inspired Natasha to pursue futures trading.
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…
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TTU82: Simplicity vs. Complexity in Trading Models ft. Oliver Steinki of Evolutiqz – 2of2
8 juni 2015 · 1 uur
In the second part of our conversation with the cofounder of Evolutiq, we dive into the firm’s trading strategy, how they manage risk, and what kinds of investors they seek. He also discusses tips for budding entrepreneurs and firm managers, and how he deals with explaining the complexity of his trading 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, You’ll Learn:
The details of Oliver’s portfolio.
What types of markets have more success for their models.
Their unique allocation process.
How to explain these scientific terms to potential investors.
The question of simplicity vs. complexity.
How they managed intra-day forecasting.
How he manages risk.
The way that market correlations play into the portfolio.
Oliver’s thoughts on drawdowns and the worst ones that he is expecting.
How do you know when a model has stopped working.
What Oliver’s experience has been as the world has become more divergent.
What keeps him up at night.
What he is looking at in his research for the firm right now.
How models can start decaying.
Who he is targeting for his firm.
How he manages the cash portion of his accounts.
How setting up a company outside the big financial center affects his business.
What questions investors should be asking him during due diligence meetings.
The advice he would give to aspiring managers.
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Resources & Links Mentioned in this Episode:
Oliver recommends reading The Mathematics of Money Management.
He also recommends Algorithmic Trading.
Learn more about Harry Markowitz, mentioned in this episode.
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.
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TTU81: How A Serial Entrepreneur Built an Algorithmic Trading Firm ft. Oliver Steinki of Evolutiq – 1of2
2 juni 2015 · 1 uur 3 min
Our next guest has started and invested in many companies, and is from an entrepreneurial background. First and foremost, he is concerned with running a business, but he also knew he wanted to be a portfolio manager from an early age. Hear the fascinating story of Oliver Steinki on this episode, as we dive into his new firm and the details behind his models and strategy. 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 entrepreneurial background that Oliver comes from.
How he studied in Germany, Madrid, and Manchester.
About his childhood and when he started to realize he was interested in mathematics and finance.
What he likes doing when he is not managing his own firm.
What algorithmic trading is all about.
How the scientific trading model generates signals.
What the trade implementation phase entails and how it works.
What it is that Oliver is trying to deliver to his investors.
About the other companies he started before his current firm, and all the different industries those companies are in.
Why he is a business man first and a trader second.
Who is on his team and the roles they fill.
Why the early phase of his business is important and what you can learn from how Oliver tackles this phase.
How he would scale his current business model.
How he creates a culture and keeps a partnership with his cofounders.
His track record so far.
The details of how his strategy is created.
What a levy-process model is.
How many models he is testing and trading and how different they are.
Why they need to be right 54% of the time with their models.
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Resources & Links Mentioned in this Episode:
Read about the French mathematician that Oliver discusses, Paul Lévy.
Niels mentions his earlier conversations with Dave Sanderson, which you can listen to here and here.
Follow Niels on Twitter, LinkedIn, YouTube or via the TTU …