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SI166: Riding the Waves of Volatility ft. Hari Krishnan
15th November 2021 • Top Traders Unplugged • Niels Kaastrup-Larsen
00:00:00 01:08:24

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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:

  • Complementing Trend Following portfolios with Volatility strategies
  • Maintaining composure during different market environments
  • The sharp selloffs of 2018 and 2020
  • Sound approaches for re-allocating money at appropriate times
  • The resilience of Trend Following
  • Volatility strategies during long periods of sustained inflation

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Check out our series on Volatility here, and our Global Macro series here.

Learn more about the Trend Barometer here.

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And you can get a free copy of my latest book "The Many Flavors of Trend Following" here.

Send your questions to info@toptradersunplugged.com

Follow Niels & Hari on Twitter:

@TopTradersLive & @HariPKrishnan2

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Episode TimeStamps:

00:00 - Intro

02:28 - Feel free to share this podcast with like-minded friends using this link: https://top-traders-unplugged.captivate.fm/listen and a big thank you to those who have left a 5-star rating or review on iTunes

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