Following an eventful week with major market rotations, I'm joined by Nick Baltas to discuss the impact of this weeks turbulence on trend followers. We discuss how trend following strategies had already started to adapt to the market rotations in July and what the consequence of leaving the short fixed income trade behind meant for overall performance in August. We also discuss how the market rotations has changed investors’ perception of trend following speed and why there is no “one size fits all” when investing. Lastly, we discuss how risk management has evolved, how it impacts the trend following industry and if we can draw any parallels to previous market "events".

-----

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.

Follow Nick on Twitter.

Episode TimeStamps:

01:45 - What has been on our radar recently?

03:49 - Industry performance update

05:37 - An eventful week

11:22 - Putting the market rotations into context

18:58 - How have trend following strategies started to change recently?

26:40 - How trend following performs according to data

29:03 - How Baltas view the difference between dynamic and static position sizing?

34:07 - Has the perception of speed shifted after this week?

45:07 - How does this period compare to previous periods with market shocks?

50:17 - Zero day options - part of the problem?

54:58 - The evolution of risk management

01:02:10 - A recap of this week's headlines

Copyright © 2024 – 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