SI210: Trend Following Q & A ft. Rob Carver
Top Traders Unplugged
How Do You Explain Your New Book?
Rob's new book, Advanced Futures Trading Strategies, is due out in April next year. He explains how to use spreadsheets and Python code that people can use for trading the market. Rob answers questions from readers on his blog and Twitter account.
Rob Carver returns after his extended holiday and kicks off by taking a nostalgic look back to 1985 as the British Pounds this week hit the lowest level since that year, to reflect on how markets tend to go in cycles. We also address dynamic optimisation, whether it contributes to make more markets "tradable" and the use of "non-tradable" markets, how Rob uses correlation and clustering for his classification approach and his strategy allocating to Trend Following. Additionally, we discuss techniques for Trend Following on single stocks and determining distances in a continuous MA crossover system, strategies to increase the capacity of a Trend Following program and running multiple different systems together, and much more.
-----
50 YEARS OF TREND FOLLOWING BOOK AND BEHIND-THE-SCENES VIDEO FOR ACCREDITED INVESTORS - 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.
Follow Rob on Twitter.
Episode TimeStamps:
00:00 - Intro
03:52 - Key takeaways from the week?
15:35 - What does the future hold for interest rates and inflation?
22:52 - Industry performance update
25:52 - Q1, Joakim: Does dynamic optimisation in itself make more markets tradable?
32:21 - Q1, Follow-up: About adding "non-tradable" markets
35:39 - Q2, Kristen: Futures markets and Rob’s classification approach
43:15 - Q3, Kristoffer: How to treat CTAs? And deciding between allocating to investment-grade corporate bonds or high yield bonds
49:46 - Q4, Elie: Book recommendations for relevant statistical concepts + why not build a trend following portfolio of single stocks which are optimized for low correlation?
57:15 - Q4, Follow-up: About determining distance in a continuous MA crossover system
01:02:11: - Q5, Douggie: What is the capacity of a strategy?
01:09:04 - Q6, Adam: About running multiple different systems together and splitting risk
01:13:17 - Q7, Michael: What’s behind Rob’s low trailing vol?
01:14:16 - Q8, “Toby” (Rob): Can you (Rob) explain your new book?
01:21:39 - Thanks for listening
Copyright © 2024 – 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 for more useful resources from the trend following world...check out some precious resources that I have found over the years to be really valuable. Click Here
The AI-powered Podcast Player
