Top Traders Unplugged

SI240: Trend Following... More Than Just Vol Scaling? ft. Nick Baltas

Apr 23, 2023
Ask episode
Chapters
Transcript
Episode notes
1
Introduction
00:00 • 2min
2
Investing in Equities: The Lowest Level Since the Global Financial Crisis
01:41 • 4min
3
The Pension Fund System Is Something I Worry a Little Bit About
05:46 • 2min
4
The Conference Board Leading in the Leading Economic Index
07:24 • 4min
5
The Future of the Bond Market
11:26 • 2min
6
Trend and CTA: A New Perspective
13:19 • 4min
7
The Benefits of Diversifying Your Portfolio
17:06 • 2min
8
The Importance of Liquidity and Execution
19:25 • 3min
9
How to Follow Trends in April
22:42 • 2min
10
How to Time Trends Effectively
24:48 • 5min
11
The Impact of Micro-Vibes on Trend Following
29:50 • 2min
12
The Importance of Correlations
32:01 • 2min
13
The Importance of Trendiness in Financial Markets
34:26 • 5min
14
The Predictability of Past Return
39:45 • 2min
15
The Predictability of Trend Following
41:46 • 3min
16
The Importance of Expected Returns
44:17 • 5min
17
The Disconnection Between Volatility Scaling and Trend Following
49:28 • 5min
18
The Importance of Trend Following
54:04 • 3min
19
The Negative Connotation of CTA Managed Futures
56:45 • 5min
20
The Importance of Value in Investing
01:01:45 • 3min
21
The Wonderfulness of Trend Following
01:04:56 • 5min
22
The Systematic Investor Podcast Series
01:09:37 • 2min