SI78: Tom Basso’s research on higher Trend Following returns as volatility increases

Top Traders Unplugged

Niels Kaastrup-Larsen

Business, Business News, Investing, News

4.8 • 670 Ratings

🗓️ 8 March 2020

⏱️ 76 minutes

🔗️ Recording | iTunes | RSS

🧾️ Download transcript

Summary

This week, we discuss the potential benefits of investing in more than one systematic fund, Tom Basso’s research finding that Trend Following returns increase as market volatility increases, the process behind Moritz’s discretionary trade last week, sizing positions according to volatility, the historic rally in government bonds, and the importance of good risk management. Questions we answer include: What software do you use to manage and monitor your portfolios? How much importance do you place on pyramiding into & out of positions? Have you found that some markets trend better than others?

-----

50 YEARS OF TREND FOLLOWING BOOK AND BEHIND-THE-SCENES VIDEO FOR ACCREDITED INVESTORS - CLICK HERE

-----

Follow Niels on Twitter, LinkedIn, YouTube or via the TTU website.

IT’s TRUE ? – most CIO’s read 50+ books each year – get your FREE copy of the Ultimate Guide to the Best Investment Books ever written here.

And you can get a free copy of my latest book “Ten Reasons to Add Trend Following to Your Portfolio” here.

Learn more about the Trend Barometer here.

Send your questions to [email protected]

And please share this episode with a like-minded friend and leave an honest Rating & Review on iTunes or Spotify so more people can discover the podcast.

Episode TimeStamps:

00:00 – Intro

01:26 – Macro recap from Niels

03:00 – Weekly review of performance

29:11 – Top Tweets

50:16 – Dante; Question 1: What software do you use to monitor your portfolios?

52:15 – Andrew; Question 2: How much importance do you place on the effect of pyramiding into & out of positions?

59:28 – Mike; Question 3: Do you size positions based on volatility, and how does this affect correlations?

01:04:12 – James; Question 4: Do you believe particular markets ‘trend’ better than others?

01:11:44 – Benchmark performance update

----

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

1. eBooks that cover key topics that you need to know about

In my eBooks, I put together some key discoveries and things I have learnt during the more than 3 decades I have...

Transcript

Click on a timestamp to play from that location

0:00.0	You're about to join Jerry Parker, Maritz Seabert, and Nealz Kostrup Larson on their raw and honest
0:07.3	journey into the world of systematic investing and learn about the most dependable and consistent
0:12.3	yet often overlooked investment strategy. Welcome to the Systematic Investor podcast series.
0:22.3	Welcome or welcome back to this week's edition of the Systematic Investor series with
0:26.3	Moritz-Zibur and I, Nealz Castle Larsen, where we each week take the pulse of the global
0:30.7	market through the lens of a rules-based investor.
0:34.1	Now for long-term listeners, our conversation is intended to keep you focused and
0:40.2	inspired to continue your trend following journey. And if you're new to the show, we hope that
0:44.9	today's episode will trigger your curiosity to go and check our back catalog of all the
0:51.4	episodes that you may have missed from the past.
0:56.0	Jerry's out this week, so Moritz's good afternoon.
0:59.5	How are things with you?
1:00.5	Good afternoon, Niels.
1:01.4	I'm doing great.
1:02.1	I hope the same is true for you.
1:03.1	It just started snowing here in Munich or just south of Munich,
1:06.9	which I think you've spotted through my webcam.
1:09.0	If you didn't tell me it started, then I wouldn't have noticed it. So finally, a bit of a wintory feeling because quite frankly,
1:16.8	this winter hasn't been a real winter for us. We're normally used to some snow, but it's been
1:21.6	pretty warm. So I don't mind the snowflakes outside of my window. That's right. I mean, I don't
1:27.2	know if you can say that the markets are either very hot or it's been a cold winter for investors.
1:33.5	They're frosty.
	...

Please login to see the full transcript.

Previous episode | Next episode

Disclaimer: The podcast and artwork embedded on this page are from Niels Kaastrup-Larsen, and are the property of its owner and not affiliated with or endorsed by Tapesearch.

Generated transcripts are the property of Niels Kaastrup-Larsen and are distributed freely under the Fair Use doctrine. Transcripts generated by Tapesearch are not guaranteed to be accurate.