SI82: Is Machine Learning and AI just a marketing ploy? ft. Harold de Boer

Top Traders Unplugged

Niels Kaastrup-Larsen

Business, Business News, Investing, News

4.8 • 670 Ratings

🗓️ 5 April 2020

⏱️ 88 minutes

🔗️ Recording | iTunes | RSS

🧾️ Download transcript

Summary

Special guest, Harold de Boer of Transtrend, joins us on the show today to discuss why the recent returns disparity among CTAs might be good for the industry, the benefits of investing in more than one Trend Following fund, if the term ‘machine learning’ should be considered as a marketing ploy, what makes a strategy robust, why unsupervised ‘black box’ strategies may be riskier than more traditional strategies, how much the markets have changed over time, some thoughts on volatility targeting, and how CTAs can differentiate themselves in the eyes of investors.

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Episode TimeStamps:

00:00 – Intro

01:18 – Macro recap from Niels

03:14 – Weekly review of performance

06:56 – Niels: What do you make of the huge returns dispersion of CTAs during the recent market crash?

14:14 – Niels: What causes managers to have similar results?

16:42 – Moritz: Is the adoption of Machine Learning & AI more than just a marketing ploy?

25:58 – Niels: How CTAs differentiate themselves from each other, in the eyes of investors?

28:57 – Niels: Why are investors usually least invested in Trend Following strategies around the time when they need it most?

30:00 – Moritz: What is the Transtrend story?

33:14 – Moritz: How do you use synthetic markets?

35:08 – Niels; Why have you decided to lower the amount of markets you trade?

38:36 – Niels; How do you avoid taking on too much counter party risk?

45:49 – Moritz: How do you approach market...

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
0:07.2	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.
0:22.8	Mertz Seabertzssebren and I, Niels Kastelastan, are back with this week's edition of the
0:26.1	Systematic Investor Series, which is our weekly ongoing raw exploration of the world
0:30.9	of rules-based investing, and of course where we also take some of your questions.
0:35.1	But today, just like the last few weeks, we're going to deviate a bit
0:39.8	from our usual format because we have an absolutely fantastic guest joining us, namely Harold
0:44.6	DeBoer from Trans Trent. Harold has been on the podcast before, and I'm sure you will agree
0:49.5	that this is the perfect time to having back to discuss all of the things that are going on at the moment.
0:55.5	So let me start by saying welcome back to the show. Harold, we are really delighted to be
1:01.0	speaking with you today. And of course, good afternoon to you, Moritz. Hope you are both doing well
1:06.3	after a busy week, no doubt. Very busy week.
1:10.7	Yeah, absolutely. Hi, Harold. Very nice to meet you. Good afternoon, no doubt. Very busy. Busy week. Yeah, absolutely.
1:12.2	Hi, Harold. Very nice to meet you. Good afternoon, Niels.
1:15.0	Hope everyone is doing fine.
1:16.2	Sure, absolutely.
1:17.6	Very nice to be in the show.
1:19.1	Yeah. And, you know, we have lots of things to talk about with you, Hal.
1:23.0	But what Morris and I normally start out with is just do like a little market wrap in terms of
1:28.5	what happened this week from a lens of the trend following systems that we work with.
1:34.9	So if you don't mind, have an extra sip of your coffee or your water and then Morris and I
	...

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