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Top Traders Unplugged
SI292: Is Cocoa becoming Too Hot for Trend Followers? ft. Rob Carver
Apr 20, 2024
Rob Carver, expert in trend following strategies, discusses the use of MatLab, trend following in crypto, seasonality and relative value strategies. He shares insights on portfolio allocation, the impact of cocoa price surge on trend following, and the importance of risk management in asset allocation.
01:01:56
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Quick takeaways
- Increasing allocation to trend following for diversification and optimal risk-adjusted returns.
- Considering undervalued UK stock market for relative strength amidst US equity uncertainty.
Deep dives
Reflections on Past Experience and Increased Allocation to CTA
After years of successfully trading my own futures account, gaining trust in my process, code, and operational side, I decided to increase my allocation to trend following strategies. Despite a cash ceiling value, I realized that maximizing my Sharpe ratio should be the priority. This led me to reevaluate my portfolio and make the decision to allocate around 35% to trend following, as it offers diversification beyond just equities and bonds.
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Discover
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