Top Traders Unplugged

SI259: Trend Following & the New Normal ft. Katy Kaminski

Sep 2, 2023
In this episode, Katy Kaminski, an expert in trend following systems and overcoming unintended biases in CTA systems, joins the Systematic Investor Series. They discuss the challenges of bias in trend following systems, the mispricing of bonds, and the current global macro narrative. They also touch upon the perception of bonds as low-risk investments, convergent and divergent strategies, and managing expectations for managed futures. The episode concludes with a discussion on biases, future paper ideas, and a teaser about a big name CTA joining the ETF world.
Ask episode
Chapters
Transcript
Episode notes