SI201: Trend Followers Positioned for Recession ft. Richard Brennan
发布时间 2022-07-16 17:30:00 来源
摘要
Today, Richard Brennan tackle lots of great questions from listeners as to why Trend Following works, why trends occur in markets and why it is best to exploit them using a systematic approach, the idea of doing Trend Following on Trend Following using the TTU trend barometer. We also discuss different ways of looking at leverage in your portfolio, pros and cons of using stops and different approaches to applying volatility targeting. Lastly, we discuss why it can be beneficial to trade more than one Trend Following system, the issues that can occur when using the same system for a diversified composite, how to avoid the anxiety associated with building drawdowns and finally we address recent statements made that CTAs may be not be well positioned should we enter into a recession.----------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 [email protected] 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 Rich on Twitter.Episode TimeStamps:00:00 - Intro02:03 - Update on recent market and economic news?08:36 - Industry Performance update10:28 - Q1, Bruno: Why does Trend Following work?22:57 - Q2, Elie: Doing Trend Following on Trend Following 29:50 - Q3, Adam: How to calculate leverage for a CTA?35:43 - Q4, Mark: Complicating your system with stops & views on volatility targeting54:51 - Trading an ensemble of systems vs. a single system58:44 - Using the same systems for a diversified portfolio01:06:12 - Dealing with the psychological challenges of drawdowns01:13:22 - Comments on whether Vol or TF strategies may be best for a comming...
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