SI217: Finding the Optimal Trend Following Allocation ft. Rob Carver
Today, Rob Carver joins us for our weekly conversation on Trend Following, where we also address this week's press conference held by Chairman Powell. We discuss the most optimal time period for trend following and how trend following differ from short-term trading. Then we explain the challenges in the UCITS space and how regulation affects these products, and why it is important to correctly distinguish asset classes and trading strategies from each other. We also discuss Rob’s approach to building mean reversion systems, the importance of analyzing trading costs and if it is worth learning how to trade futures, if you have a small account. Lastly, we discuss hedge fund replication and how Rob approaches it, and how to decide, how much you should allocate to Trend Following and much more.-----50 YEARS OF TREND FOLLOWING BOOK AND BEHIND-THE-SCENES VIDEO FOR ACCREDITED INVESTORS - CLICK HERE-----Follow Niels on Twitter, LinkedIn, YouTube or via the TTU website.IT’s TRUE ? – most CIO’s read 50+ books each year – get your FREE copy of the Ultimate Guide to the Best Investment Books ever written here.And you can get a free copy of my latest book “Ten Reasons to Add Trend Following to Your Portfolio” here.Learn more about the Trend Barometer here.Send your questions to info@toptradersunplugged.comAnd please share this episode with a like-minded friend and leave an honest Rating & Review on iTunes or Spotify so more people can discover the podcast.Follow Rob on Twitter.Episode TimeStamps: 00:00 - Intro02:58 - The biggest takeaways from the week?11:36 - Industry performance update13:27 - Status on Rob’s book14:38 - Q1, Simon: What is the shortest term that Rob has looked at in trend following / momentum?25:26 - Q2, Matthew: Relationship between UCITS funds's lower vol and Trend Following allocation? & Advice for small investors32:20 - Comment, Mark: Confusing asset classes and trading strategies39:22 - Q3, Toby: About building mean reversing systems40:58 - Q4, Zach: How to approach holding periods and rolling costs?43:22 - Q5, Anis: Cash...