We’re joined today by Rob Carver to discuss how to approach position-sizing and risk-per-trade, mean reversion trading strategies, how to invest in globally diversified systematic Trend Following CTAs, ‘buying the dip’ in the S&P 500, static and dynamic optimisation when trading smaller accounts, and the inclusion of more obscure markets into a Trend Following system.
In this episode, we discuss:
How to effectively approach position-sizing
Some methods for investing in Trend Following CTAs
If 'buying the dip' in the S&P 500 is a good strategy
20:01 - Q1 & Q2; Abbey: Should I switch to a mean-reversion strategy when my Trend Following strategy is in a downtrend? Is buying the dip in Trend Following funds an accepted investment strategy, and can I also do this with the S&P 500?
32:28 - Rob, what was it like meeting Campbell Harvey for the first time?
42:08 - Static and dynamic optimisation when trading smaller accounts
01:09:41 - How does your backtest look before and after using the methodologies just described?
01:13:06 - What are some of the more obscure markets you can now trade with this newer approach, Rob?
01:20:11 - Benchmark performance update
01:21:09 - This week, we record the first of our 2-part end of year special, featuring all of my regular co-hosts on the Systematic Investor Podcast