SI170: 'Don’t Try This At Home' ft. Rob Carver

Top Traders Unplugged

Niels Kaastrup-Larsen

Business, News, Business News, Investing

4.8 • 712 Ratings

🗓️ 12 December 2021

⏱️ 83 minutes

🔗️ Recording | iTunes | RSS

🧾️ Download transcript

Summary

We’re joined today by Rob Carver to discuss how to approach position-sizing and risk-per-trade, mean reversion trading strategies, how to invest in globally diversified systematic Trend Following CTAs, ‘buying the dip’ in the S&P 500, static and dynamic optimisation when trading smaller accounts, and the inclusion of more obscure markets into a Trend Following 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:

How to effectively approach position-sizing
Some methods for investing in Trend Following CTAs
If 'buying the dip' in the S&P 500 is a good strategy
Portfolio optimisation
Trading lesser-known markets

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And you can get a free copy of my latest book “Ten Reasons to Add Trend Following to Your Portfolio” here.

Learn more about the Trend Barometer here.

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Episode TimeStamps:

00:00 - Intro

01:12 - A big thank you to those who have left a rating or review on iTunes. Feel free to share this podcast with like-minded friends using this link:

https://top-traders-unplugged.captivate.fm/listen

02:23 - Macro recap from Niels

04:24 - Weekly review of returns

09:12 - How do you approach position-sizing and risk-per-trade?

18:42 - Check out my new blog post: How to Invest with the Best

20:01 - Q1 & Q2; Abbey: Should I switch to a mean-reversion strategy when my Trend Following strategy is in a downtrend? Is buying the dip in Trend Following funds an accepted investment strategy, and can I also do this with the S&P 500?

32:28 - Rob, what was it like meeting Campbell Harvey for the first time?

42:08 - Static and dynamic optimisation when trading smaller accounts

01:09:41 - How does your backtest look before and after using the methodologies just described?

01:13:06 - What are some of the more obscure markets you can now trade with this newer approach, Rob?

01:20:11 - Benchmark performance update

01:21:09 - This week, we record the first of our 2-part end of year special, featuring all of my regular co-hosts on the Systematic Investor Podcast

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PLUS: Whenever you're ready... here are 3 ways I can help you in your investment Journey:

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

Disclaimer

Transcript

Click on a timestamp to play from that location

0:00.0	You're about to join Jerry Parker, Maritz Seabert, and Nealz 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.
0:22.5	Welcome and welcome back to this week's edition of the Systematic Investor series
0:25.9	with Rob Carver and I, Neil's Castblassen, where each week we take the pulse of the global
0:30.2	market through the lens of a rules-based investor.
0:32.8	If you're new to the show, let me start by saying welcome with the hope that today's
0:37.2	episode will trigger
0:38.0	your curiosity and hunger for learning, enough to check out the back catalogue and listen to
0:42.8	the past episodes that you may have missed. Like last week's conversation with Rich, where we
0:47.8	discussed the misconception of volatility as risk, we also had some thoughts on the various
0:53.2	measures of risk and drawdowns
0:55.7	as an opportunity to buy the dip in the trend following strategies. So if you missed that episode,
1:01.4	I invite you to check it out as well as, of course, the midweek episode that was published
1:07.4	yesterday with Cam Harvey, which will come back to a little bit later.
1:12.1	Now, as you may know, the aim of the podcast is to democratize the hedge fund, CTA or Quant Investment
1:17.6	World, whatever you prefer to call it. And if you want to be part of our community and this journey,
1:23.4	what we ask of you is that if you can comment, if you can send us your question,
1:28.1	if you can share these episodes and not least, if you can rate and review them in iTunes,
1:32.5	we would greatly appreciate it.
1:34.3	Because this is the way for us to see that you're getting some value from our time and dedication each week
	...

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