013: Hedge fund manager Andreas Clenow discusses cash vs risk allocation, position rebalancing and why traditional trend following doesn't work in stocks.
Better System Trader
00:00
Introduction
Andreas Clineau is a hedge fund manager who specializes in developing and trading quantitative strategies across all asset classes. Before joining the hedge fund world by establishing his own hedge fund, he managed global hedge positions at Reuters and Equus International. He's the author of two books, the first being international bestseller following the trend and the second, Stocks on the Move, which has just been released. In this episode, we talk about trend following in stocks, why traditional approaches don't work and the solution to account for this. We also talk about trading concepts, cash versus risk allocation, position balancing and building robust strategies.
Transcript
Play full episode
