On this episode my very special guests are Ryan Abrams, Portfolio Manager at Wisconsin Alumni Research Association, Ela Karahasanoglu, VP at Workplace Safety and Insurance Board, and Carrie Lo, Director of Hedge Strategies at CalSTRS, for a fun and insightful conversation about how to mitigate the Risk in a Portfolio using Managed Futures.

-----

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

In This Episode, You’ll Learn:

• How Carrie diligently prepared her new Risk Mitigation Strategies (RMS)
• How much CalSTRS will initially allocate to the RMS part for their $200bn+ portolio
• How Ryan uses risk mitigation strategies in his organization
• How Ela is slowly restructuring her alternative portfolio
• The risks of risk parity strategies
• Is trend-following really an opportunity cost question?
• How Carrie has worked with the CalSTRS board on implementing this strategy
• Why Ela has focused more on tail-risk strategies
• Carrie’s manager selection process

-----

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.

Learn more about Ryan Abrams and Wisconsin Alumni Research Association

Learn more about Ela Karahasanoglu and Workplace Safety and Insurance Board

Learn more about Carrie Lo and CalSTRS

Copyright © 2025 – CMC AG – All Rights Reserved

----

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 worked in the Trend Following industry, which I hope you will find useful. Click Here

2. Daily Trend Barometer and Market Score

One of the things I’m really proud of, is the fact that I have managed to published the Trend Barometer and Market Score each day for more than a decade...as these tools are really good at describing the environment for trend following managers as well as giving insights into the general positioning of a trend following strategy! Click Here

3. Other Resources that can help you

And if you are hungry for more useful resources from the trend following world...check out some precious resources that I have found over the years to be really valuable. Click Here

Privacy Policy

Disclaimer