

Eric Crittenden - All-Weather Portfolios with Trend Following (S3E7)
Jul 15, 2020
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
Introduction
00:00 • 2min
What Are Some of Your Seminal and Formative Experiences With Trent Following?
01:56 • 5min
Trent Following - The Most Contrarian Thing You Will Ever Do
06:36 • 2min
Lessons Learned Managing Fund of Funds
08:42 • 2min
Is There a Filter in the System?
10:43 • 3min
All Weather Investing
13:50 • 2min
Manage Futures
16:11 • 3min
Managing Futures in a Mutual Fund
19:28 • 3min
How to Provide Liquidity to Hedgers in the Global Derivatives Markets
22:28 • 4min
Trend Following and Machine Learning - What's Your Take?
26:40 • 4min
Machine Learning - What Made You Steer Away From It?
30:23 • 3min
Managed Features
33:51 • 3min
Are There Certain Ways to Create More Robustness?
36:33 • 3min
The Most Unique Way to Stress Test Futures Trading Systems
39:43 • 2min
Using Random Data and You Don't Make Any Money?
41:53 • 1min
Using a Monte Carlo Simulation to Test Trend Following on Random Data
43:22 • 3min
Taking the Ugly Side of Skew Risk
46:32 • 4min
Is There a Countercyclical D Risking in the Portfolio?
51:01 • 2min
Manish Futures
52:55 • 4min
Manage Futures - The Jury Will See How It Works Out
57:17 • 2min
How Has Technology Evolved Overtime?
59:00 • 5min