SI298: The Trend Following ETF Revolution ft. Katy Kaminski
Top Traders Unplugged
Niels Kaastrup-Larsen
4.8 • 670 Ratings
🗓️ 1 June 2024
⏱️ 60 minutes
🧾️ Download transcript
Summary
Together with Katy Kaminski, we dive deep into the ETF space to better understand how you can utilize a new wave of ETFs as an investor. Katy describes the transition many Trend Following managers have gone through to get into the ETF space and how you can integrate the Trend Following ETFs in your own portfolio. We discuss if or how due diligence in the ETF space may be different from traditional due diligence and the different paths into the ETF space managers have chosen. We also discuss fee considerations when building ETF models and how to choose the right replicator, and if we are likely to have too many firms replicating the same few CTA indices. We end our conversation with some thoughts on how AI will impact the trend following industry 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:
01:07 - What has been on our radar recently?
02:56 - Industry performance update
07:41 - Our thoughts on CTA offerings in the ETF space
13:40 - Is giving people more liquidity a good thing?
17:32 - Why include ETFs in your portfolio?
21:43 - Use cases for ETFs
25:00 - How does the due diligence process work in the ETF space?
28:58 - Are we becoming a Relative Return industry?
32:01 - Is the increasing trader anonymity a problem?
34:33 - The different paths into the ETF space
40:57 - How ETFs compare to classic managed futures products
43:30 -...
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 |
| 0:09.0 | and learn about the most dependable and consistent yet often overlooked investment strategy. |
| 0:14.0 | Welcome to the Systematic Investor Series. |
| 0:28.5 | Welcome and welcome back to this week's edition of the Systematic Investor Series with Katie Kaminsky and I, Neil's Castro-Larsen, where each week we take the pulse of the global market |
| 0:32.7 | through the lens of a rolls-based investor. |
| 0:35.4 | Katie, it is so great to have you back this week. |
| 0:38.6 | How are you doing? |
| 0:39.9 | What's going on where you are? |
| 0:41.4 | I'm good. |
| 0:42.3 | You know, weather's turning. |
| 0:43.5 | It's soon June, so, you know, things are good. |
| 0:47.2 | Summer's on away, so things are good. |
| 0:50.8 | You know, even though I'm a few hours ahead of you, |
| 0:53.5 | it is June 1st tomorrow, and the weather doesn't feel like June whatsoever over here in Switzerland. |
| 1:00.4 | It feels like February, to be frank. |
| 1:02.5 | I hope there is a change in the weather as we move into the summer months for sure. |
| 1:08.9 | But we're not here to talk about the weather, Katie. But what I do want to know before |
| 1:13.1 | we dive into all our good topics, and they're going to be a little bit juicy today, I think. |
| 1:17.7 | It's always interesting to hear what's been on your radar, I mean, things that you just find |
| 1:23.1 | interesting or come across that's not really related to what we're going to speak about later on. |
| 1:29.2 | So I'm curious whether you've come across anything interesting at the moment. |
| 1:34.7 | I mean, I think, you know, one of the things that shocked me this week is, I don't know if you saw the headline about |
... |
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