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Top Traders Unplugged

SI224: 2022 the Perfect Year for Trend Followers? (TTU Group Part 1)

Top Traders Unplugged

Niels Kaastrup-Larsen

Business, Business News, Investing, News

4.8670 Ratings

🗓️ 24 December 2022

⏱️ 73 minutes

🧾️ Download transcript

Summary

Today, the TopTradersUnplugged team get together for a group conversation on trend following and Volatility, leading up to the end of 2022. We discuss the possibility that the carry regime has ended and why 2022 was such a great year for trend following, why “the grind” has been so influential this year and why volatility strategies has been performing different than expected, and how CTAs performance compares to bonds. We also discuss how the volatility market is changing in the coming years and why you need to be active with your hedges, what the TTU team has learned from 2022 and why you have to be open to imagine the unimaginable, what the future might hold for the Crypto space and much more.

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50 YEARS OF TREND FOLLOWING BOOK AND BEHIND-THE-SCENES VIDEO FOR ACCREDITED INVESTORS - CLICK HERE

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Episode TimeStamps:

00:00 - Intro

02:14 - Q1, Zach: Have we seen the end of the carry regime? And what are the indicators?

14:16 - The perfect year for trend following?

25:52 - The wrong kind of volatility?

31:04 - Trend vs. Tail Hedge

43:04 - What is happening with volatility? 

50:38 - What did we learn from the year 2022?

01:00:40 - The...

Transcript

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0:00.0

You're about to join Neil's Kostrup Larson on a raw and honest journey into the world of systematic investing and learn about the most dependable and consistent yet often overlooked investment strategy.

0:13.2

Welcome to the Systematic Investor Series.

0:26.3

Welcome and welcome back to this week's edition of the Systematic Investor series with Rob Carver, Jim Cassan, Mark Resensky, Alan and I, Neil's Castleblassen,

0:31.6

where each week we take the pulse of the global market through the lens of a rules-based investor.

0:35.4

Now today and next week will be very special episodes

0:38.3

because we get together as a group,

0:40.7

even if Riches are unable to join us today,

0:43.3

for one big conversation and debate of topics

0:45.9

we believe have been important during the year,

0:48.2

plus we have a topic that was brought to us

0:50.4

by one of our listeners that I thought was very relevant.

0:53.4

As you know, the podcast series

0:55.0

is all about voicing our differences on the one topic that brings us together, namely systematic

0:59.5

investing. So we hope that you will enjoy this group conversation over the next two weeks.

1:04.8

We're recording today on December 6th, and this conversation will be split into two parts

1:09.5

and published on December 24th and December 31st

1:13.1

and therefore there will be no market wrap or performance updates we have a long list of great

1:18.4

topics and we'll be discussing those but before we kick off with the first topic maybe i could just

1:26.3

sort of like we did last year, Jim was not here,

1:30.6

but like we did last year, some of you had made some special preparations for the conversation.

1:35.5

I remember Rob was, you know, you had warmed up well with some Christmas themes. I know people

1:41.4

can't see us, but maybe Rob, you can just sort of highlight a little bit

...

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