Today, I'm joined by Rob Carver for the weekly trend following conversation, where we reflect on the takeaways from the CTA series and the performance of the year so far. We discuss parameter and markets selection through research and testing and why Rob dislikes stops in moving average systems, what happens if a brokerage firm fails. We also discuss why you have to be cautious when using dynamic position sizing and Rob’s advice for using backtesting, how articles from big financial media often creates a false or skewed narrative in the way they present data and information, why adding a lot of instruments to your portfolio is not as good an idea as it might seem. And finally we discuss Rob's latest article in the Financial Times and much more.

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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:

02:19 - Reflecting on the TTU CTA series

04:57 - Performance update

09:59 - Q1, Gene: Question about underfitting and overfitting

16:47 - Q2, James: What types of stops are commonly used in moving average systems?

18:49 - Q3, Chris: How far back do you go in backtesting?

22:20 - Q4.1, Kyle: What happens if an FCM goes belly up?

26:37 - Q4.2, Kyle: Questions regarding "Following the Trend" by Andreas Clenow

39:22 - Applying a commission rate for your backtest

44:22 - Q5.1, Matthijs: The optimal moment to roll a contract?

46:14 - Q5.2, Matthijs: View on adding a defensive strategy to a multi-strat CTA?

47:52 - Q5.3, Matthijs: Why limit trend following to a small part of your portfolio

49:35 - Rob's article in FT

58:27 - Investor survey from BNP with predictions for 2023

01:00:49 - Diversification across instruments

01:06:49 - Thanks for listening

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The Bill Hartman Podcast for The 16% - Season 12 - Number 6