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Trend Setters: Crypto, Crowding & Convexity, with Prof. Cam Harvey

Oct 4, 2022

46:23

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Highlights

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Episode notes

Are Trend Managers Vulnerable to This?

03:42

Creating Convexity in a Portfolio

01:48

The Fundamentals of Trend Following for Asset Management

02:39

Introduction

5min

Creating Convexity in a Portfolio

2min

The Fundamentals of Trend Following for Asset Management

3min

Are Trend Managers Vulnerable to This?

4min

Cryptocurrency

5min

Asset Allocation

3min

The Achilles Heel of Trend Following

5min

Trend Following Strategies to Turning Points

3min

Is There a Continuum?

2min

10.

Is Crowding Really Real?

4min

11.

Is the Trend Strategy Resistant to Overcrowding?

2min

12.

Why You Shouldn't Look at Sharp Ratios on Trend Following Strategies

5min

13.

Is There a Preference for Positive Convexity?

1min

14.

Cryptocurrency Is a Good Place to Go After It

4min

Will crypto have a place in a multi-asset trend-following strategy? What’s the academic foundation for why trend-following works when so many other strategies have been proven wrong? And what can investors do to protect their portfolios from the ‘Achilles Heel’ of trend?

Campbell Harvey, Professor of Finance at Duke University, joins the podcast to discuss his ground-breaking research into trend-following and his latest books including Strategic Risk Management and DeFi and the Future of Finance.