Top Traders Unplugged cover image

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

Episode guests

Podcast summary created with Snipd AI

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.

Get the Snipd
podcast app

Unlock the knowledge in podcasts with the podcast player of the future.
App store bannerPlay store banner

AI-powered
podcast player

Listen to all your favourite podcasts with AI-powered features

Discover
highlights

Listen to the best highlights from the podcasts you love and dive into the full episode

Save any
moment

Hear something you like? Tap your headphones to save it with AI-generated key takeaways

Share
& Export

Send highlights to Twitter, WhatsApp or export them to Notion, Readwise & more

AI-powered
podcast player

Listen to all your favourite podcasts with AI-powered features

Discover
highlights

Listen to the best highlights from the podcasts you love and dive into the full episode