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SI27: Volatility vs Risk...What's the difference? and are CTAs useless?

SI27: Volatility vs Risk...What's the difference? and are CTAs useless?

FromTop Traders Unplugged


SI27: Volatility vs Risk...What's the difference? and are CTAs useless?

FromTop Traders Unplugged

ratings:
Length:
68 minutes
Released:
Mar 16, 2019
Format:
Podcast episode

Description

Discussion points this week include, Volatility vs Risk, the differences between Trading and Investing, Zero Hedge’s comment about CTAs & Trend Followers being useless, and the NY Times article on high market skepticism while prices continue to go up.  Also, should CTAs be used as a tool just for ‘Crisis Alpha’, or something more? Can Trend Following be used as a timing tool?  What is the best sample size and look-back period when testing a system?-----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.Episode TimeStamps:00:00 – Intro01:35 – Weekly review of performance05:30 – Top tweets24:30 – TF needs a better slogan than “crisis alpha” – listeners are welcome to write in.39:20 – Question 1: Antonio; How should TF work with traditional 60/40 stock/bond investing (and more on the podcast)?56:20 – Question 2: Kevin; When backtesting do you have a preferred definition of what was and was not a trend or do you apply discretion?01:03:50 – Announcement: Guest Jesse Felder coming on the show in a few weeks01:04:35 – Benchmark Performance updatePaper Reference 1 – https://www.ahl.com/strategic-rebalancingPaper Reference 2 – 
Released:
Mar 16, 2019
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