Top Traders Unplugged

SI222: Trend Following vs Tail Hedging to Protect Your Portfolio ft. Rob Carver

Dec 10, 2022
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Episode notes
1
Introduction
00:00 • 2min
2
What's the Difference Between Minus Four and Minus Four?
01:52 • 2min
3
The Volatility of the Capital Markets in December
03:31 • 4min
4
The Energy Market Is Up a Little Bit, Right?
07:16 • 2min
5
Fixed Income Markets - The Best Markets of the Year
09:38 • 2min
6
What's the Biggest Loss in the Year-to-Does?
11:55 • 3min
7
Is Dynamic Optimization a Waste of Time?
14:30 • 3min
8
Do You Really Need a Back Test?
17:11 • 2min
9
Trend Following
19:40 • 3min
10
The Continuous Trend Following System
22:31 • 5min
11
Using Moving Average Crossover?
27:44 • 2min
12
How Do I Calculate Signal Scaling Using Ensemble Data?
29:20 • 3min
13
Is There a Mean Reversion System With a High Sharp?
32:47 • 2min
14
The Importance of Tail Protection in a Market Downturn
34:44 • 3min
15
How Do I Get Tail Protection?
37:50 • 3min
16
Investing in ETFs
40:49 • 3min
17
The Carrie Trading Strategy Is a Very Nice Trading Rule
43:50 • 4min
18
How to Estimate Carrie Forecasts for Seasonal Instruments
47:35 • 2min
19
AQR Paper on Portfolio Optimization
49:45 • 5min
20
The Juggadation Tip and Paper
54:26 • 2min
21
AQR Paper on Momentum in Financial Markets
56:20 • 4min
22
The Year-End Podcast Episode - Tail Hedging and Trend Following in a Portfolio
01:00:27 • 5min
23
The Systematic Investor Podcast Series - Rob and Jim for Another Fun Insightful Conversation
01:05:43 • 2min