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Top Traders Unplugged

SI311: BREAKING: New CTA Index being revealed ft. Andrew Beer

Top Traders Unplugged

Niels Kaastrup-Larsen

Business, Business News, Investing, News

4.8670 Ratings

🗓️ 1 September 2024

⏱️ 61 minutes

🧾️ Download transcript

Summary

As August comes to an end, we discuss this month of extremes for the trend-following community, marked by significant dispersion in performance and unusual price activity across multiple asset classes as well as the economy in general. We address the strengths and limitations of replication strategies and Andrew shares insights into how he thinks about appropriate correlations levels between the benchmark and the replication strategy. We discuss the challenges of the due diligence process in replication strategies including team size, why you should start allocating to managed futures and finally Andrew reveals an exciting world premiere that he and his team has been part of.

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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:

00:49 - What has been on our radar recently?

04:17 - Industry performance update

08:07 - Just another August?

12:35 - Q1, Martin: How to reduce drawdowns in the managed futures ETF space?

14:54 - Has replication become obsolete?

25:14 - Andrew's guidelines for correlation

31:56 - Staying in sync

35:47 - How to deal with the simplicity of replication strategies

43:42 - A world premiere!

51:05 - An index madness

53:05 - Beware of the shiny new things

56:02 - How the new index works

Copyright © 2024 – CMC AG – All Rights Reserved

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PLUS: Whenever you're ready... here are 3 ways I can help you in your investment...

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.

0:28.1

Welcome, I welcome back to this week's edition of the Systematic Investor Series with Andrew B&I, Neil's Cars from Larson,

0:32.7

where each week we take the pulse of the global markets through the lens of a rules-based investor.

0:36.5

Andrew, it is absolutely wonderful to have you back on the podcast this week.

0:37.6

How are you keeping and where do we find you today? Thank you, Neil, for having me back. It's always great to join you on these.

0:43.3

Everything's good for the tail end of the summer. You're looking forward to the fall.

0:47.9

Absolutely. Absolutely. Now, I am very much looking forward to this conversation today. I'm looking

0:53.1

forward to all of our conversations, of course, but this one in particular, because you are going to share something,

0:58.1

it's kind of like a world premiere, I think, with our audience. And as you told me before we hit

1:04.6

record, it's like a real scoop in the journalistic sense. So I'm sure the audience will be on their edge to hear what

1:13.9

that is. But of course, we'll have to wait a little bit because before we get to all of that

1:18.0

good stuff, we're going to be, I'm going to be asking you the usual question. And that is,

1:22.8

what are the things that's kind of been on your radar lately since we last spoke?

1:28.7

Well, so outside of work, I read an editorial in the Wall Street Journal a little while ago.

1:34.5

It was actually editorial about how is it possible that the Democrat strategy with Kamala Harris

1:40.5

is basically to avoid any details and any, you know, relevant

1:45.3

policy decisions.

1:46.1

This is a guy for the Wall Street Journal that is basically challenging that.

1:49.4

But there was a paragraph in it that I found really, really interesting, which he talked about,

1:55.0

because you and I think a little bit have talked a little bit about social media and the way

...

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