Long Story Short

Trend Setters: The Mechanics of Trend-Following

Sep 21, 2022

30:51

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Episode notes

Introduction

2min

How to Predict Trends in Macro Markets

3min

The Differences Between Trends and Unusual Strategies

2min

The Different Driving Forces Behind the Predictability of Returns

3min

Vol Scaling for Macro Markets

3min

How to Avoid Crowding in the Markets

3min

Trend Following Strategies for Inflationary Times

4min

The Diversification Benefits of Trend Following

2min

The Importance of Timed Trend Strategies

2min

10.

The Best Strategies for the Worst Crises

2min

11.

The Best Strategies for Ordinary Times

2min

12.

The Difference Between Tail Hedging and Diversifying Strategies

4min

In this episode we dive into the reasons why trend following strategies work and importantly, when they work. Joining Peter is Otto Van Hemert, Director of Core Strategies at Man AHL, co-author of the award-winning paper Best Strategies for Inflationary Times which highlights trend as one such solution.

Trend Setters

What makes a trend in asset prices? Which environments offer the best returns for quantitative trend-following strategies?

Introducing Trend Setters, the new multi-part podcast series from Long Story Short. Hosted by Peter van Dooijeweert, Head of Multi-Asset Solutions at Man Solutions, Trend Setters is demystifying the world of trend-following strategies and why they work in volatile markets.

Articles mentioned in this episode: