SI318: How Trend Following Changes with Interest Rates ft. Katy Kaminski
Top Traders Unplugged
Niels Kaastrup-Larsen
4.8 • 670 Ratings
🗓️ 19 October 2024
⏱️ 62 minutes
🧾️ Download transcript
Summary
Join Katy and I as we delve into the intriguing dynamics of trend following in the context of changing interest rates. We cover how trend-following strategies can be a valuable addition to investment portfolios, especially in high-rate environments where traditional fixed income may offer diminished diversification benefits. Katy shares insights from her latest paper, which explores the performance of trend-following strategies during various economic crises, emphasizing the importance of adaptability in turbulent markets. The conversation also touches on the recent Nobel Prize buzz surrounding MIT and its implications for innovation in finance, as well as review the latest quarterly insights from Quantica. As we navigate through market trends, you are encouraged to consider how a well-allocated trend-following strategy can enhance portfolio resilience amidst ongoing economic uncertainties.
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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:
01:06 - What has caught our attention recently?
04:01 - What is going on with Danske Commodities?
06:29 - Energy traders are the new star athletes
07:47 - Industry performance update
09:55 - How has 2024 treated us so far?
13:58 - The implications of major regime transitions
18:33 - What made Katy write her paper, "Trend Following in a Defensive Rotation"?
24:22 - How has fixed income behaved over a long period of time?
29:02 - How does trend following portfolios react to the...
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. |
| 0:28.0 | Welcome, well, welcome back to this week's edition of the Systematic Investor Series with Eddie Kaminsky and I in Newcastro Blastro, where each week we take the pulse of the global |
| 0:32.6 | market through the lens of a roles-based investor. |
| 0:35.8 | Katie, it is so great to have you back this week. How are you doing? |
| 0:40.9 | What's been going on where you are? I'm good. Things are good. Fall is in full gear in Massachusetts |
| 0:45.6 | and we're doing well, you know, just, you know, interesting times. It's a nice time of the year. I don't mean what's going on in the world. I just mean that it's's a nice time of the year. |
| 0:56.4 | I don't mean what's going on in the world. |
| 0:58.6 | I just mean that it's actually a nice time of the year where it's not too hot, it's not too cold, |
| 1:01.3 | and there's a little bit of color on the trees. |
| 1:03.9 | We're going to try and put some color on the financial markets today, |
| 1:07.4 | but as we always do before we dive into all the fun stuff, I'm always curious to hear |
| 1:13.9 | what's been kind of on your radar outside the topics we're going to be talking about in the |
| 1:19.4 | last few weeks since we last spoke. |
| 1:21.6 | Well, I think, I mean, a fun thing that's been happening this past, you know, recently is, |
| 1:26.5 | I don't know if you saw, but the |
| 1:28.8 | Nobel Prize went to two MIT professors plus one from Chicago. So I think there's just been a ton of |
| 1:35.7 | buzz here in excitement. There's also been some prizes for chemistry and other other interesting |
| 1:41.8 | places related to MIT. |
| 1:50.6 | So all of us are just like in the full noble coming kind of like excitement right now. |
| 1:56.6 | Just innovation and people doing exciting things that have contributed to society. |
... |
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