SI290: Honey, I Shrunk the Trend Following ft. Andrew Beer
Top Traders Unplugged
Niels Kaastrup-Larsen
4.8 • 670 Ratings
🗓️ 6 April 2024
⏱️ 75 minutes
🧾️ Download transcript
Summary
Today, we are joined by Andrew Beer to discuss why the current surge in Cocoa prices really is a big deal for our industry, but how CTAs have been selling it this year, against many main stream media reports. We also dig into how the strong performance in Q1 2024 is helping Trend Following making its way into more Model Portfolios and the existential crisis that we are seeing in the Model Portfolio world. We explain how the narrative around trend following is changing and why replication strategies are becoming less radical. And we wrap up our conversation touching on what the optimal allocation to trend following should be based on the latest publication from Man Institute, the challenges of dealing with unrealistic expectations in the trend following space and much more.
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Episode TimeStamps:
01:16 - What has been on our radar recently?
05:38 - Industry performance update
06:49 - What is the big deal with Cocoa?
11:49 - What causes the rising Cocoa prices?
13:56 - A fantastic start to the year for trend following
16:58 - Industry performance update continued
18:12 - Q1, Peter: What percentage of your liquid net worth do you have invested in DBMF?
22:05 - What does Q1 2024 mean for CTAs?
30:51 - A period of normalcy
34:02 - A change in the trend following narrative
42:54 - Are replication strategies becoming less radical?
46:22 - Stacking returns -...
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 |
| 0:07.2 | and learn about the most dependable and consistent yet often overlooked investment strategy. |
| 0:13.2 | Welcome to the Systematic Investor Series. |
| 0:33.1 | Welcome and welcome back to this week's edition of the systematic investor series with Andrew Beer and I, Neil's Kastrolassen, where each week we take the pulse of the global market through the lens of a rules-based investor. |
| 0:39.1 | Andrew, wonderful to have you on the podcast this week. How are you keeping? Where are you based today? |
| 0:44.4 | Oh, well, thank you. Thank you. It's real. So it's great to be back here. And I always appreciate you. You inviting me back for these. I'm back in Connecticut. I was actually on my way to Little Rock, |
| 0:49.5 | Arkansas last night to see one of our clients. And unfortunately, because of been Clement, |
| 0:53.5 | whether seven hours |
| 0:55.2 | into my stay at the airport my flight was canceled so i'm back at home with uh with with proper reporting |
| 1:01.4 | equipment that's uh that's our luck i guess you know in a sense it's two broken records talking today |
| 1:08.6 | right where we we love talking about the same thing, |
| 1:11.2 | but we're going to always try and talk about it in a different way, |
| 1:14.1 | plus a few other things that comes along. |
| 1:17.3 | But before we get into all of that stuff, |
| 1:20.3 | I'm always curious from your side of the pond, |
| 1:23.4 | from your vantage point, |
| 1:25.8 | sort of what's been keeping you, |
| 1:28.2 | not necessarily busy, |
| 1:29.7 | but what have you been focusing on, |
| 1:31.7 | what's been on your radar |
| 1:32.7 | that doesn't really reflect |
| 1:34.8 | what we're going to be talking about, |
... |
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