

SI225: 2023...Another Great Year for Trend Following? (TTU Group Part 2)
Dec 30, 2022
Chapters
Transcript
Episode notes
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23
Introduction
00:00 • 4min
Is It Possible to Capture Extreme Outliers?
04:15 • 4min
Is the Fed Controlling a Very Controlled System?
07:58 • 2min
How to Capture Outliers Over a Two-Week Period
10:05 • 2min
Do You Know if There's Diminishing Returns to More Markets Than 50 60 Markets?
12:35 • 4min
Is There a Difference Between How Many Markets You Search on and How Many You Search On?
16:06 • 2min
How Does That Change Asset Allocation?
17:50 • 3min
Vol Is an Asset Class and How Do Different Asset Classes Perform?
20:49 • 6min
Is This Really a Regime Shift?
26:35 • 4min
AI and the Financial Markets
30:58 • 3min
Is Elon Musk Really a Skeptic?
34:04 • 3min
Is Artificial Intelligence the Future of Trading?
36:37 • 3min
The Evolution of Trading Strategies Is Driven by Two Factors
39:08 • 3min
Is Liquidity the Death Knell for Hedge Funds?
41:47 • 3min
Is Liquidity a Concern in the Treasury Market?
44:46 • 4min
Bond Market Liquidity
48:28 • 2min
Liquidity Drives Risk Premium
50:03 • 4min
What Should Allocators Do in 2023?
53:51 • 2min
Is There a Non-Linear Response to Higher Rates?
55:59 • 2min
The One Thing That Doesn't Hurt Me
58:17 • 2min
The Great Round Trip Story That Will Sustain Trend Following for 2023
01:00:25 • 2min
The Cockroach Theory of Inflation
01:02:13 • 3min
Part 2 of the Systematic Investor Podcast
01:05:22 • 2min