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Top Traders Unplugged
SI265: Deep Dive Into Non-Trend Complementary Strategies ft. Nick Baltas
Oct 14, 2023
Nick Baltas, expert in non-trend strategies, discusses the rationale for carry risk premia, the implementation of carry alongside trend following, and the construction of reversion strategies. The podcast also explores the impact of higher bond yields on investment strategies and the concept of a 'sea change' in the investing environment.
01:03:55
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Quick takeaways
- Combining carry with trend following can enhance portfolio returns by providing additional yield during periods of low volatility.
- Reversion strategies focus on capturing extreme price movements and can enhance overall portfolio performance through relative value trades.
Deep dives
The role of carry in a trend following strategy
When combining carry with trend following, it is important to consider the impact on the defensive nature of the strategy. Carry can provide additional return in periods of low volatility and complement trend following. By minimizing spot moves and balancing long and short positions, the correlation between carry and trend following can be managed effectively.
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