SI02: Is the popularity of Short Volatility investing hurting Trend Followers?

Top Traders Unplugged

Niels Kaastrup-Larsen

Business, Business News, Investing, News

4.8 • 670 Ratings

🗓️ 22 September 2018

⏱️ 43 minutes

🔗️ Recording | iTunes | RSS

🧾️ Download transcript

Summary

Welcome to The Systematic Investor series. It’s a great privilege for me to invite you to a behind the scenes conversation between some of my favorite systematic investors namely Jerry Parker and Moritz Seibert. We get on a “call” each week to discuss the events that took place through the lens of a Systematic Investor and how the trading strategies we work with are reacting. It’s a raw and honest exploration and we hope you will join and be part of…not least by sending us questions that we can discuss.

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Episode TimeStamps:

00:00 – Intro

00:50 – Weekly review of performance

07:30 – Interesting news

20:20 – Top tweets

28:20 – Question 1: Brian; Discuss the impact of shorting volatility on CTAs

32:20 – Question 2: Brian; Will there be more TF mutual funds and ETFs?

36:00 – Question 3: Bruno; How should one implement proper technology for a CTA?

40:30 – Benchmark performance update

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1. eBooks that cover key topics that you need to know about

In my eBooks, I put together some key discoveries and things I have learnt during the more than 3 decades I have worked in the Trend Following industry, which I hope you will find useful. Click Here

2. Daily Trend Barometer and Market Score

One of the things I’m...

Transcript

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0:00.0	You're about to join Jerry Parker, Maritz Siebert, and Neil's Kostrup Larson on their
0:06.3	raw and honest journey into the world of systematic investing and learn about the most
0:11.1	dependable and consistent yet often overlooked investment strategy.
0:15.1	Welcome to the Systematic Investor podcast series.
0:19.3	Hey everyone and welcome back to another edition of the Systematic Investor Series,
0:24.0	where we each week discuss and debate what's going on in the world of rule-based investing right now.
0:30.1	My name is Nils Castra Blasen, and as usual, I'm joined by Jerry Parker and Moritz Siebert.
0:35.8	And, yeah, good morning to you.
0:38.2	How are you?
0:40.6	Great, great.
0:42.3	Good.
0:43.0	Fantastic.
0:44.2	So this week, we're just going to dive straight into things.
0:50.4	No formal introductions needed.
0:53.2	So was it a busy week in the systematic trading land for you guys?
1:00.0	Not for me. I got a lot of end of day notices that no trades today.
1:08.0	So we're staying with the trends that are pretty established.
1:13.6	We've got positions on, mostly shorts.
1:16.9	So pretty quiet, but still interesting.
1:18.2	You know, things are always going on. And it's very fun to watch the world's markets.
1:24.3	Yeah, yeah, absolutely.
1:27.0	And what about you, Moritz?
	...

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