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SI170: 'Don’t Try This At Home' ft. Rob Carver
12th December 2021 • Top Traders Unplugged • Niels Kaastrup-Larsen
00:00:00 01:23:19

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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
  • Portfolio optimisation
  • Trading lesser-known markets

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Episode TimeStamps:

00:00 - Intro

01:12 - A big thank you to those who have left a rating or review on iTunes. Feel free to share this podcast with like-minded friends using this link:

02:23 - Macro recap from Niels

04:24 - Weekly review of returns

09:12 - How do you approach position-sizing and risk-per-trade?

18:42 - Check out my new blog post: How to Invest with the Best

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