SI02: Is the popularity of Short Volatility investing hurting Trend Followers?
Top Traders Unplugged
Niels Kaastrup-Larsen
4.8 • 712 Ratings
🗓️ 22 September 2018
⏱️ 43 minutes
🧾️ 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 really proud of, is the fact that I have managed to published the Trend Barometer and Market Score each day for more than a decade...as these tools are really good at describing the environment for trend following managers as well as giving insights into the general positioning of a trend following strategy! Click Here
3. Other Resources that can help you
And if you are hungry for more useful resources from the trend following world...check out some precious resources that I have found over the years to be really valuable. Click Here
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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