SI241: Trend Following...The Perfect Risk Mitigation Strategy ft. Alan Dunne

Top Traders Unplugged

Niels Kaastrup-Larsen

Business, Business News, Investing, News

4.8 • 670 Ratings

🗓️ 28 April 2023

⏱️ 67 minutes

🔗️ Recording | iTunes | RSS

🧾️ Download transcript

Summary

Alan Dunne returns to the show for a weekly conversation on Trend Following, where we reflect on the current global macro environment and the challenges that markets are facing at the moment. We discuss how to approach the percentage allocation to Trend Following when reaching retirement age and the current drawdowns that we see in the trend space, how to use risk mitigation strategies to create a more robust portfolio and how pension funds might end up filling the entire trend following space. We also discuss how Alan would go about constructing an alternative investment portfolio, the outlook for trend following and much more.

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Episode TimeStamps:

02:32 - Broad macro observations

10:21 - Consumer confidence and political obstacles

14:44 - Looking towards China

18:53 - Trend following update

24:38 - Q1, Lawrence: What to do when approaching retirement drawdown?

29:53 - Q2, Lawrence: How can smaller investors benefit from allocating to CTAs

31:31 - A trend following rollercoaster

36:33 - Using risk mitigation strategies

45:52 - Risk mitigation in pension funds

50:57 - How to build an Alternative Portfolio?

01:00:06 - What does the future holds for trend following?

01:04:51 - Thanks for listening

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PLUS: Whenever you're ready... here are 3 ways I can...

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.
0:13.0	Welcome to the Systematic Investor Series.
0:27.4	Welcome, welcome back to this week's edition of the Systematic Investor series with Alan Don and I,
0:33.5	Niels Castrolusen, where each week we take the pulse of the global markets through the lens of a rules-based investor.
0:37.9	If you're new to the show, I hope that today's episode will trigger your curiosity enough to check out the back catalog and listen to the past episode that you may have missed,
0:42.2	like last week's episode with Nick, where we, among many topics, discussed a couple of academic
0:47.9	papers that were critical of time series momentum as a strategy, but also a paper that discussed
0:53.8	how volatility
0:54.5	can actually be used to define the direction of market moves.
0:59.2	Also, I would like to encourage you to listen to the midweek episode
1:03.2	where Jem and I had a wide-ranging conversation
1:06.5	on the current state of the global macro environment.
1:10.0	Jim has some very strong views on where we are heading
1:13.0	and he does not rule out an explosion in volatility as a consequence,
1:17.3	so you probably want to listen to that episode in the not too distant future.
1:22.2	And of course, lastly, I would invite you to enjoy the CTA miniseries
1:26.2	where Alan and I have had the privilege of speaking to many of the decision makers of most of the largest CTAs in the world.
1:34.0	We dive into the most pressing topics and have gained unprecedented access to these industry leaders who share some exceptional insight to the CTA world.
1:44.2	So head over and check it all out after you're done listening to me and Alan today.
1:49.4	Alan, great to have you back on the podcast.
1:51.5	How are you doing? How are things in Dublin?
1:53.4	All is good here, Neil's. Good to be back.
	...

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