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.