SI292: Is Cocoa becoming Too Hot for Trend Followers? ft. Rob Carver

Top Traders Unplugged

Niels Kaastrup-Larsen

Business, Business News, Investing, News

4.8 • 670 Ratings

🗓️ 20 April 2024

⏱️ 62 minutes

🔗️ Recording | iTunes | RSS

🧾️ Download transcript

Summary

Today, Rob Carver joins me to answer questions about MatLab as a backtesting tool, why you should be careful to apply trend following in crypto and what Rob think about seasonality and relative value as strategies. We also dive into why Rob has increased his allocation to trend following and his thought process when building portfolios, how the surging price of cocoa has impacted the trend following industry and much more.

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Episode TimeStamps:

01:05 - What has been on our radar recently?

06:15 - Industry performance update

09:54 - Q1, Paul: Where can I learn MatLab?

13:38 - Q2, Byleth: What is Rob's experience with trend in crypto?

20:41 - Q3, Tauras: What are Rob's thoughts on seasonality and relative value as strategies?

26:23 - Are strategies like seasonality convergent?

27:14 - Rob's thoughts on relative value as a strategy

32:00 - Shock! Horror! I've increased my CTA allocation

41:07 - Rob's thought process on portfolio allocation

46:19 - Vol scaling with a nice cup of hot cocoa

57:43 - Path-dependence vs. non-path dependence

59:53 - Final thoughts and a cliff hanger

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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.
0:27.4	Welcome all welcome back to this week's edition of the Systematic Investor series with Rob Carver and I,
0:32.6	Neil's Castro-Larsen, where each week we take the polls of the global markets through the lens of a rules-based investor.
0:38.7	Rob, wonderful to have you back this week. Hope you're doing well, how things in the UK.
0:41.4	Yeah, I mean, it's okay here.
0:42.3	It's a bit cold and damp.
0:45.2	Niels is actually in Asia this week,
0:47.9	so looking at the window of your hotel room,
0:50.6	I'd say you've got considerably better weather than I have at the moment.
0:52.6	Well, you're absolutely right.
0:53.6	I'm in Singapore today. It's nice. It's warm.
0:57.5	So what can I say? Today, I think I have the better weather. Definitely. Not so much when it gets
1:03.2	humid later in the air, but at the moment, definitely. Yeah, no, absolutely. All right, well,
1:07.8	enough about the weather here. We've got questions. We've got some topics that are important for us to talk about today.
1:15.4	But as usual, as you know, I'm always curious to find out what's been on your radar besides the topics in the last few weeks since we last spoke.
1:25.7	Yeah, it's been quite a good year for me, and I guess probably a lot of CTAs.
1:29.9	I haven't done as well as some CTAs.
1:32.5	There's some astonishing numbers out there from a certain kind of fund, which we'll
1:36.8	touch on later.
1:38.5	So I'm up about 12.5% for the year so far, which I'm, I'm quite pleased with. So obviously,
	...

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