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TTU130: Trend Following Solutions ft. Marty Lueck, Co-Founder of Aspect Capital

TTU130: Trend Following Solutions ft. Marty Lueck, Co-Founder of Aspect Capital

FromTop Traders Unplugged


TTU130: Trend Following Solutions ft. Marty Lueck, Co-Founder of Aspect Capital

FromTop Traders Unplugged

ratings:
Length:
66 minutes
Released:
Feb 10, 2023
Format:
Podcast episode

Description

Today, we are joined by Marty Lueck, Co-Founder of Aspect Capital, for a conversation on their systematic investment process, with a primary focus on research. We discuss why bias is a core element of Aspect Capitals investment philosophy, the essence of trend and why trend strategies work as weill as how they work together with their investors to create the most optimal portfolio for them. We also explore Lueck's analogy of trend as "medicine" and why it is important to give the medicine time to do its work. We continue with topics such as how trend following as a strategy has evolved over time and how they feel about the newest CTA replication products, their reasoning for being cautious about using machine learning and, why they chose not to dwell too much on fees, how they guide their clients when it comes to return expectations and much more.----------EXCEPTIONAL RESOURCE: Find Out How to Build a Safer & Better Performing Portfolio using this FREE NEW Portfolio Builder Tool----Follow Niels on Twitter, LinkedIn, YouTube or via the TTU website.IT’s TRUE ? – most CIO’s read 50+ books each year – get your FREE copy of the Ultimate Guide to the Best Investment Books ever written here.And you can get a free copy of my latest book “The Many Flavors of Trend Following” here.Learn more about the Trend Barometer here.Send your questions to info@toptradersunplugged.comAnd please share this episode with a like-minded friend and leave an honest Rating & Review on iTunes or Spotify so more people can discover the podcast.Follow Alan on Twitter.Learn more about Aspect CapitalEpisode Timestamps:02:57 - Introduction to Aspect Capital 06:54 - Their Investment Philosophy 09:56 - Why does trend strategies work? 13:12 - A less uncertain period 15:44 - Too concerned about the sharpe? 20:38 - Which trends are most popular? 23:01 - Costumization - is there a limit? 28:58 - Staying diversified and improving models 34:33 - The research process 37:29 - A change in models? 40:15 - CTA Replication - good or bad idea?...
Released:
Feb 10, 2023
Format:
Podcast episode

Titles in the series (100)

Join Niels Kaastrup-Larsen as he explores the world of finance and investing, through weekly conversations with the most interesting and experienced investors, economists, traders & thought leaders. Learn from their experiences, their successes, and their failures. We don't want you to think like them...but we do want to make you think! Stay up-to-date on https://toptradersunplugged.com