SI326: Volatility and Trends: What 2024 Held for Trend Followers ft. Katy Kaminski

Today, we examine the intriguing dynamics of systematic investing, focusing on the theme of volatility sizing and its implications for trend following strategies. We discuss how volatility often expands during profitable trades, highlighting the importance of managing risk through dynamic sizing compared to static approaches. We explore the interplay between equities and managed futures, emphasizing how these strategies can complement each other while navigating the complexities of correlation risk. As we look ahead to 2025, the conversation touches on broader economic themes, including inflation volatility and its potential impact on investment strategies. With insights from recent research, the episode provides valuable perspectives for investors seeking to understand the evolving landscape of systematic investing. ----- 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.com And 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 Alan on Twitter. Follow Katy on LinkedIn. Episode TimeStamps: 01:05 - What has caught our attention recently? 02:13 - Industry performance update 03:48 - Our takeaways from 2024 09:20 - How different speed has performed in different markets 13:25 - Has market correlation been lower than usual this year? 14:15 - Concluding on 2024 15:55 - Interesting news in the ETF space 18:29 - Key takeaways from the Hedge Nordic Roundtable 2024 20:18 - Optimism for the managed futures...