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SI255: A Treasury Tsunami & Slow Burning Minsky Moments ft. Alan Dunne

Top Traders Unplugged

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How to Maximize Your Asset Allocation

Even if trend following is only half as good as it's been for the last 23 years you'd still should be allocating about a quarter of your three asset portfolio. Investors are so skeptical on the benefit of trend following that they're actually marking down the expected performance by about 80-85 percent but even with that there's still a case for having it in your portfolio. The positive returns the negative correlation and obviously particularly in the current environment returns are look a lot better because you've got that boost from from cash rates no.

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