Si297: Trend Following as a Return Enhancement Overlay ft. Alan Dunne
Top Traders Unplugged
Niels Kaastrup-Larsen
4.8 • 670 Ratings
🗓️ 25 May 2024
⏱️ 63 minutes
🧾️ Download transcript
Summary
In today’s episode, Alan Dunne helps us uncover the latest news and data within the global macro landscape. We also discuss the state of the quant macro space, how it compares to trend following and what allocators should consider when comparing the two. Then we break down how family offices are looking to allocate assets at the moment before we turn our attention to a potential new narrative within the trend following world - namely, how trend following can be used as an return enhancement overlay, instead of "crisis alpha". We also dive deep into fees and returns in the multi-strategy space and much more.
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Episode TimeStamps:
01:01 - What has been on our radar recently?
06:58 - Is OpenAI falling apart?
09:19 - U.K. and European Parliament elections - should investors care?
11:52 - What is neoliberalism?
12:54 - Unpacking the current global macro landscape
19:07 - Are central banks defeating their own purpose?
22:42 - Industry performance update
25:39 - What is going on with quant macro?
32:00 - Trend follower or quant macro fund - what is hardest to analyze?
34:39 - How are family offices looking to allocate assets currently?
37:43 - Any allocation to whiskey?
39:31 - Trend following: Return Enhancement Overlay or Crisis Alpha?
47:13 - Advice for using trend following as an enhancement overlay
49:46
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. |
| 0:26.0 | Welcome all welcome back to this week's edition of the Systematic Investor Series with Alan Don and I, Neil's Castor Blaston, where each week we take the pulse of the global |
| 0:30.2 | market through the lens of a rules-based investor. |
| 0:33.2 | Alan, wonderful to be back with you this week. |
| 0:35.3 | How are you doing? |
| 0:35.8 | Very well, thanks, Neil's. |
| 0:37.0 | Great to be back. I saw Dublin was a busy you doing? Very well. Thanks, Neal. Great to be back. |
| 0:38.4 | I saw Dublin was a busy place last night. I was watching some kind of European football championship game. |
| 0:44.6 | And I thought of you, actually, since it was going on in Dublin. |
| 0:49.0 | That's right, just up the road here in the Avivis Stadium. So very busy around the area yesterday afternoon |
| 0:55.6 | and lots of security and personnel, |
| 0:59.1 | but I think it all went off very well. |
| 1:01.7 | So, yeah. |
| 1:03.2 | Absolutely. |
| 1:04.1 | Italians won, as I understand it. |
| 1:06.7 | All right. |
| 1:07.3 | Well, I'm sure people didn't tune in |
| 1:08.9 | to listen to us to talk about football, |
| 1:10.7 | but you never know. |
| 1:12.2 | We've got a few other topics to tackle today. |
... |
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