Join us for a compelling conversation with Nick Baltas on the topic of trend following, where we explore the rising appetite for institutions to buy-the-dip in fixed income markets and how the SVB event has impacted liquidity. Discover if you can time trend following by adding additional signals to your model, the academic sceptisism of timeseries momentum as a strategy and why trend following goes beyond volatility scaling. We also delve into the scientific versus practical approach to trend following, and compare narratives of different investment approaches and how we may have to come up with a better one for trend following. Don't miss out on this insightful episode!
EXCEPTIONAL RESOURCE: Find Out How to Build a Safer & Better Performing Portfolio using this FREE NEW Portfolio Builder Tool
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 “The Many Flavors of Trend Following” here.
Learn more about the Trend Barometer here.
Send your questions to firstname.lastname@example.org
Follow Nick on Twitter.
02:21 - Looking back on the week
13:19 - Reflecting on the CTA series
19:23 - The impact of the SVB event
23:02 - Industry performance update
24:39 - Q1, Tim: Regarding backtest and timing trends
35:08 - Two Critical Views on Trend Following
40:15 - Time-series momentum: Is it there?
43:28 - Defending trend following
54:01 - The Role of Volatility...and what it predicts
57:06 - The trend following narrative
01:06:05 - Paper from Aspect Capital
01:09:34 - Thanks for listening
Resources discussed in this Episode:
Copyright © 2023 – 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