

SI217: Finding the Optimal Trend Following Allocation ft. Rob Carver
4 snips Nov 6, 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 • 2min
We've Goed From Summer to Winter
01:33 • 3min
What's Been Catching Your Attention in the World of Finance?
04:35 • 5min
Gas Storage Is Full
09:29 • 2min
What's Going on With the Book?
11:34 • 3min
The Shortest Term in Trend Following Slash Momentum Trading?
14:28 • 5min
Is It Possible to Capture Transaction Costs in Futures Trading?
19:08 • 2min
Is There a Relationship Between Look Back Period and Average Holding Period?
20:45 • 4min
How to Allocate Trend Following Funds in an Overall Portfolio?
24:49 • 4min
Regulators Want to Punish the Good Guys
28:39 • 2min
Is Andreas Klineau Stocks the New Strategy?
30:31 • 2min
Should There Be More Asset Classes in a 6040 Stock Bond Strategy?
32:21 • 4min
How to Allocate to All 15 Chunks of Your Portfolio at the Same Time
36:13 • 2min
Do You Know How to Build a Diversified Trend Following Strategy?
38:22 • 3min
Trading Micro Futures - Should I I Ignore Holding Costs?
40:59 • 2min
Do Futures ETFs Have Liquidity Issues?
43:22 • 3min
Hedge Fund Replication
46:15 • 6min
Using a Chart Ratio to Match the Distribution of Returns of a Fund
52:01 • 1min
Is There a Single Replicator Risk?
53:14 • 3min
Is There a Small Number of Markets?
55:53 • 4min
How Much Money Should I Have in Trend Following?
59:58 • 3min
How to Optimize a 60-40 Portfolio
01:02:58 • 3min
Top Traders Unclogged - The Theme of 2022
01:06:21 • 3min