SI278: Trend Following Risk Premium...is it there & could it go away? ft. Rob Carver
发布时间 2024-01-13 06:00:00 来源
摘要
Rob Carver returns to the show to discuss whether there is a risk that the Trend Following risk premium could one day disapear and how he manages exogenous and endogenous risks in a trend following system, how he thinks of trading single stocks instead of stock indices in a diversified multi-asset trend program and what the minimum lookback period would be, in order to be considered “long term”. We also discuss the irony of the newly approved crypto ETF, how the nature of bitcoin has changed 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 [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 Rob on Twitter.Episode TimeStamps: 00:23 - What has caught our attention recently?10:14 - Industry performance update11:26 - Q1, Norbert: What is the long-term expectation for the trend-following risk premium as measured by the SG Trend Index after costs and its stability or sustainability?19:46 - Q2, Bruno: What is Rob's method for balancing endogenous and exogenous risk management and controls in a system29:36 - Q3, Oliver: What is Rob's take on trading single stocks instead of stock indecies in a diversified multi-asset trend program37:57 - Q4, Critter: What would the minimum lookback period be to be considered "long term"?41:59 - Q5, Chris: Can you share a couple names of software companies that do robust backtesting of trade strategies45:57 - Cypto ETFs have been approved!52:42 - Allocating to bitcoin01:04:31 - Looking into 202401:08:38 - Thanks for listeningCopyright © 2023 – CMC AG – All Rights...
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