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TTU124: Trend Following with a Twist ft. Harold de Boer, Managing Director at Transtrend

Top Traders Unplugged

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Is the Futures Market Reliable?

I'd love to hear your thoughts about capacity, and it's tied a little bit to fees. We know that usually returns suffer when strategies become too big. All of us can do well if you do more different things at different moments. And I have no idea, of course, what your investor base looked like. So I'm just thinking out loud here. Well, we have to realize that this is absolutely a capacity constraint strategy. If we allow an unlimited amount of other emphasis in low money,you could say it's also negative for the existing investors. No but it's also positive for those investors who look for diversified trend following strategy.

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