SI72: Crisis and how CTAs provide protection during stock market declines

Top Traders Unplugged

Niels Kaastrup-Larsen

Business, Business News, Investing, News

4.8 • 670 Ratings

🗓️ 26 January 2020

⏱️ 78 minutes

🔗️ Recording | iTunes | RSS

🧾️ Download transcript

Summary

Today, we discuss how CTAs provide Investors with protection during stock market declines, how the term Crisis Alpha may be linked to reduced allocations to CTAs, the psychology behind managers chasing performance, worthwhile allocation percentages to Trend Following, short-term vs long-term CTA strategies, Trend Following as the perfect portfolio, and Diversification as a way to reduce risk. Questions answered this week include: What are some of the pros and cons of CFD trading, and do you have any tips for building a portfolio of CFDs? Should instruments that rarely make money be included in backtests, and how do you measure this without curve-fitting data?

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Episode TimeStamps:

00:00 – Intro

01:25 – Macro recap from Niels

02:41 – Weekly review of performance

18:39 – Top Tweets

54:51 – Andy (via TTU VoiceMail); Questions 1/2: What are some pros & cons of CFD trading? Do you have any tips for building a CFD portfolio?

01:02:56 – James; Question 3: Should instruments that rarely ever make money, be included in backtests, and how do you measure this without curve-fitting data?

01:14:22 – Benchmark performance update

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In my eBooks, I put together some key discoveries and things I have learnt during the more than 3 decades I have worked in the Trend Following industry, which I hope you will find useful.

Transcript

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0:00.0	You're about to join Jerry Parker, Maritz Siebert, and Nealz Kastrup Larson on their raw and honest journey into the world of systematic investing and learn about the most dependable and consistent yet often overlooked investment strategy.
0:15.1	Welcome to the Systematic Investor podcast series.
0:23.2	Jared Parker,
0:24.4	Mord Seber and I, Niels Kastrolastel.
0:25.8	I'm back with this week's edition
0:27.0	of the Systematic Investor Series,
0:29.3	where each week we focus on helping you
0:31.4	build safer and better performing portfolios
0:33.5	by including trend following in the mix
0:35.2	and where we do our best to answer all of your questions.
0:39.3	Jerry Moritz, good morning, good afternoon. How are things where you are today?
0:43.3	Good morning. Cold today. About zero degrees centigrade, so cold winter day.
0:51.3	Very dark outside since we started very early this morning to get to for this podcast,
0:57.4	but it's Gasparilla weekend in Tampa,
1:01.2	is one of our version of an all-day party and the pirates invade Tampa once again.
1:08.0	Yeah, big rookie mistake on my side suggesting that we start recording at 6 a.m. Eastern
1:13.4	time because I just realized at the hotel I'm at, the coffee shop doesn't open until 7.
1:18.8	So trying to fight through this recording without any caffeine today.
1:24.2	But there we are.
1:25.5	Of course, a quick review of what happened this week. I mean,
1:30.0	I guess China, another, sort of took center stage another time, not so much for trade negotiations
1:37.7	this time, and also despite a lot of inferential people meeting up in Davos in Switzerland,
	...

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