We’re joined by Hari Krishnan today, to discuss the ways in which Volatility strategies can complement Trend Following as a source of portfolio protection, how to manage expectations of investors, some experiences and thoughts from the large volatility events of 2018 and 2020, how to best protect yourself from large market selloffs, how to allocate between Trend Following and Volatility across different timeframes, and the possible effects of sustained inflation may have on volatility strategies.
In this episode, we discuss:
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00:00 - Intro
02:28 - Feel free to share this podcast with like-minded friends using this link:
02:38 - Macro recap from Niels
05:11 - Weekly review of returns
11:09 - The ways in which Volatility strategies complement a Trend Following portfolio
21:33 - Managing investors’ expectations
27:57 - Some experiences and thoughts from the large volatility events of 2018 and 2020
29:44 - Look out for Hari’s new book
30:34 - How to protect yourself from large market selloffs
42:17 - How to allocate between different strategies across different timeframes
44:35 - The relative strength of Trend Following during flash crashes
54:55 - How the landscape and returns dispersion for volatility strategies looks like in 2021
58:06 - The possible effects of sustained inflation on volatility strategies
01:05:28 - Benchmark performance update
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