In this episode, we explore the current market dynamics and discuss Katy Kaminski's latest research paper on crisis and correction alpha, which provides insights into how CTA strategies are navigating turbulent times. We also touch on the importance of understanding how trends shift and the implications for various asset classes. From examining the impact of correlation and volatility in risk management to discussing the nuances of different trading speeds, we aim to equip you with a clearer perspective on what to expect from these time tested strategies, which forms part of the latest wave of Portable Alpha offerings. Join us, as we find out how you can uncover opportunities in these challenging market conditions.
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50 YEARS OF TREND FOLLOWING BOOK AND BEHIND-THE-SCENES VIDEO FOR ACCREDITED INVESTORS - CLICK HERE
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Episode TimeStamps:
01:07 - What has caught our attention recently?
06:58 - Industry performance update
08:33 - What are the most interesting markets according to Kaminski?
14:06 - Industry performance numbers
15:31 - Crisis or correction?
22:04 - A historical perspective - we have been here before..
28:50 - Crisis alpha or Chaos alpha?
33:01 - Why are managers' performance so different this time?
39:20 - It's all about the long game
41:42 - The trend following trading speed is shifting
50:18 - Should markets be treated differently in terms of speed?
52:18 - Advice for building strong trend following portfolios
57:37 - The role of correlation and volatility in trend following
01:07:45 - The search for crisis alpha continues
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2. Daily Trend Barometer and Market Score
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3. Other Resources that can help you
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