SI135: WHY Trend Following is the Safest Investment Strategy ft. Moritz Seibert
Top Traders Unplugged
Niels Kaastrup-Larsen
4.8 • 712 Ratings
🗓️ 11 April 2021
⏱️ 77 minutes
🧾️ Download transcript
Summary
Moritz Seibert joins us today to discuss the little-known hedge fund Archegos, who recently blew up and cost billions of dollars for large institutions such as Credit Suisse and Nomura. We also discuss whether cracks are beginning to show in the stock market, the bull market in commodities, opportunities for investing in Chinese commodity markets, the risks of trading in emerging markets, how to trade cryptocurrency futures, and combining Trend Following strategies with none-correlated strategies in the same system.
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50 YEARS OF TREND FOLLOWING BOOK AND BEHIND-THE-SCENES VIDEO FOR ACCREDITED INVESTORS - CLICK HERE
In this episode, we discuss:
- Over-leveraged hedge funds showing little regard for risk
- What stage of the bull market in stocks we might be in
- The rise in commodity prices
- Trading in the Chinese commodity markets
- The possible risks of trading in emerging markets
- Crypto futures and how they differ from more traditional futures markets
- Trend Following combined with other investment strategies for a complete portfolio
- call Gold a 'safe-haven' asset?
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Episode TimeStamps:
00:00 - Intro
02:19 - Macro recap from Niels
05:22 - Weekly review of returns
12:48 - Quant trading firms being ready to pounce on a possible upcoming commodity boom, especially in China
31:05 - The departure of some CTAs away from major exchanges, and the fund Archegos blowing up costing billions for major global banks
49:25 - Arbitraging bitcoin futures
01:00:45 - Q1; Jim: What are your thoughts on combining a Trend Following system with a mean-reversion system?
01:04:40 - Q2; John: Do you have any advice on which futures contract to trade and when to roll?
01:09:14 - Q3; Mark: If Trend Following philosophy assumes the future is unknown, why is normal to use historical price data?
01:14:45 - Performance recap
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1. eBooks that cover key topics that you need to know about
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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
Click on a timestamp to play from that location
| 0:00.0 | You're about to join Jerry Parker, Maritz Siebert, and Nealz Kostrup Larson on their raw and honest |
| 0:07.3 | journey into the world of systematic investing and learn about the most dependable and consistent |
| 0:12.3 | yet often overlooked investment strategy. Welcome to the Systematic Investor podcast series. |
| 0:23.6 | Welcome, well, welcome back to this week's edition of the systematic investor series with |
| 0:27.5 | Moritz CBN and I, Niels Karz-Kastro-Larsen, where each week we take the pulse of the global |
| 0:31.4 | market through the lens of a rules-based investor. |
| 0:34.3 | If you're new to the show, let me start by saying welcome with the hope that today's |
| 0:38.2 | episode will trigger your curiosity and hunger for learning enough to check out the back |
| 0:42.2 | catalogue and listen to the past episodes that you may have missed, like last week's episode, |
| 0:47.6 | with Jerry Parker, where we did a deep dive into another trend following strategy that has |
| 0:53.3 | reported some amazing returns in the |
| 0:55.2 | past 15 months or so and discussed in detail some of the pros and cons and running such a highly |
| 1:01.1 | leveraged trend following system. But before we go into any of this, Moritz, great to be back |
| 1:07.3 | with you this week. How are you doing how are things in Germany? Really good. Well, I'm doing really good. Thank you, Neels. Nice to be back on the show. |
| 1:14.3 | Enjoyed your last episodes with Jerry, Rob, and Mark. Things in Germany are, well, the weather is good, |
| 1:20.6 | but we're still in that damn lockdown. I can't wait to get out of it. So other than that, |
| 1:24.9 | everything's fine. What's your next date where they're going to revise that, by the way? Who knows? Angola Merkel, I think, is going to make an announcement on Monday, |
| 1:33.2 | possibly with a new hard lockdown for two to four weeks because we're in that third wave |
| 1:39.7 | of coronavirus and we don't have enough vaccines, which in and by itself is really tragic. |
| 1:45.2 | I mean, we're one of the producers of the vaccines by on-tech is a German vaccine and we just, |
| 1:50.7 | the European Union just being great at being the European Union, couldn't order enough or didn't |
| 1:55.2 | order enough. They could have, but they didn't, which is why we're really lagging behind |
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