Do Short-Term Trend Following strats make sense?

Do Short-Term Trend Following strats make sense? | Systematic Investor 244

Рет қаралды 1,839

Жыл бұрын

Richard Brennan returns to discuss the idea of applying trend following on a shorter term time frame and why this might not make sense, the most optimal solutions for selecting managers, how to best avoid selection bias in the process and why the validated track record of a fund manager is so important. We also discuss how the analogy of hunting on the savana can be applied to trend following and what a cheetah and a spider can teach us about hunting trends and much more.
#toptraders #investing #trendfollowing
Episode Summary
00:23 - Changes in the podcast format
01:30 - Review of the week
05:03 - Q1, Zach: Regarding the viability of short-term systems
12:48 - A deep dive into manager selection
28:37 - The optimal process and results
30:58 - Diversification in manager selection
33:51 - Hunting the trends
46:29 - The Knowledge Project
55:44 - Thanks for listening
Full episode can be found here:
toptradsersunplugged.com/si244
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Пікірлер: 4

@idxerr Жыл бұрын

Happy Birthday to your father, Niels.

@TopTradersUnplugged Жыл бұрын

Thank you so much CJ

@westnash Жыл бұрын

Good move to be more focused on topic. My problem with all these trend following interviews is everyone talks mambo jombo on their process but no specifics.

@TopTradersUnplugged Жыл бұрын

It's true that we are not providing you with a specific set of parameters for a trend following model, although people like Rich has often given pretty concrete examples of what he uses in his model...because you should not rely on what other people are doing (and they should not give away their secret sauce). You need to study in detail and test in detail your own trend following models...or learn enough to be able to find managers that you can invest with. If some of the terms we use are "mumbo jumbo"...then just look up the terms on the internet so you understand them James.