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SI238: Why Not to Trend Follow ft. Rob Carver

SI238: Why Not to Trend Follow ft. Rob Carver

FromTop Traders Unplugged


SI238: Why Not to Trend Follow ft. Rob Carver

FromTop Traders Unplugged

ratings:
Length:
73 minutes
Released:
Apr 8, 2023
Format:
Podcast episode

Description

Join us for an engaging conversation with Rob Carver, where we delve into the world of systematic trend following. We explore topics like how to forecast future market volatility and the pros and cons of using a Value at Risk methodology. We also discuss the benefits and drawbacks of tail risk hedging, and whether percentage or price differences are better for estimating standard deviation. As a surprise twist, we also explore the reasons why you should NOT be a trend follower. Tune in for a fun and thought-provoking discussion with Rob.----------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 Rob on Twitter.Episode TimeStamps: 02:40 - What happened since last time? 09:42 - Industry performance update 10:38 - Q1, Ricardo: When are you writing a book on backtesting with Python?13:28 - Q2, Bruno: How to best forecast volatility?20:49 - Q3, Skip: How is overall portfolio affected by not being pure trend? 25:41 - Libor Futures being replaced 30:41 - Blogpost about estimating standard deviation 38:01 - Article by Man-AHL on trend following performance following a sharp correction43:37 - Bloomberg article about tail risk hedging56:22 - Reasons Not to trend follow 01:09:50 - Thanks for listening Copyright © 2023 – CMC AG – All Rights Reserved----PLUS: Whenever you're ready... here are 3 ways I can help you in your investment Journey:1. eBooks that cover key topics that you need to know about In my eBooks, I
Released:
Apr 8, 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