We’re joined today by Rob Carver to discuss how to approach position-sizing and risk-per-trade, mean reversion trading strategies, how to invest in globally diversified systematic Trend Following CTAs, ‘buying the dip’ in the S&P 500, static and dynamic optimisation when trading smaller accounts, and the inclusion of more obscure markets into a Trend Following system.
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50 YEARS OF TREND FOLLOWING BOOK AND BEHIND-THE-SCENES VIDEO FOR ACCREDITED INVESTORS - CLICK HERE
In this episode, we discuss:
- How to effectively approach position-sizing
- Some methods for investing in Trend Following CTAs
- If 'buying the dip' in the S&P 500 is a good strategy
- Portfolio optimisation
- Trading lesser-known markets
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Episode TimeStamps:
00:00 - Intro
01:12 - A big thank you to those who have left a rating or review on iTunes. Feel free to share this podcast with like-minded friends using this link:
https://top-traders-unplugged.captivate.fm/listen
02:23 - Macro recap from Niels
04:24 - Weekly review of returns
09:12 - How do you approach position-sizing and risk-per-trade?
18:42 - Check out my new blog post: How to Invest with the Best
20:01 - Q1 & Q2; Abbey: Should I switch to a mean-reversion strategy when my Trend Following strategy is in a downtrend? Is buying the dip in Trend Following funds an accepted investment strategy, and can I also do this with the S&P 500?
32:28 - Rob, what was it like meeting Campbell Harvey for the first time?
42:08 - Static and dynamic optimisation when trading smaller accounts
01:09:41 - How does your backtest look before and after using the methodologies just described?
01:13:06 - What are some of the more obscure markets you can now trade with this newer approach, Rob?
01:20:11 - Benchmark performance update
01:21:09 - This week, we record the first of our 2-part end of year special, featuring all of my regular co-hosts on the Systematic Investor Podcast
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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 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
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