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SI240: Trend Following... More Than Just Vol Scaling? ft. Nick Baltas

SI240: Trend Following... More Than Just Vol Scaling? ft. Nick Baltas

FromTop Traders Unplugged


SI240: Trend Following... More Than Just Vol Scaling? ft. Nick Baltas

FromTop Traders Unplugged

ratings:
Length:
71 minutes
Released:
Apr 23, 2023
Format:
Podcast episode

Description

Join us for a compelling conversation with Nick Baltas on the topic of trend following, where we explore the rising appetite for institutions to buy-the-dip in fixed income markets and how the SVB event has impacted liquidity. Discover if you can time trend following by adding additional signals to your model, the academic sceptisism of timeseries momentum as a strategy and why trend following goes beyond volatility scaling. We also delve into the scientific versus practical approach to trend following, and compare narratives of different investment approaches and how we may have to come up with a better one for trend following. Don't miss out on this insightful episode!-----EXCEPTIONAL RESOURCE: Find Out How to Build a Safer & Better Performing Portfolio using this FREE NEW Portfolio Builder Tool-----ATTENTION TTU TRIBE : SIGN-UP for Rick Rule's Symposium: Once in a life-time natural resource insights from the BEST investors in the world via a first-class livestream or Live event!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 Nick on Twitter.Episode TimeStamps:02:21 - Looking back on the week13:19 - Reflecting on the CTA series19:23 - The impact of the SVB event23:02 - Industry performance update24:39 - Q1, Tim: Regarding backtest and timing trends35:08 - Two Critical Views on Trend Following40:15 - Time-series momentum: Is it there?43:28 - Defending trend following54:01 - The Role of Volatility...and what it predicts57:06 - The trend following narrative01:06:05 - Paper from Aspect...
Released:
Apr 23, 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