SI353: You Don’t Buy It for Returns. You Buy It Because It Works! ft. Yoav Git

21 Jun 2025 • 68 min • EN
68 min
00:00
01:08:30
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Some of the most effective portfolio components may generate little or no return on their own. In this episode, Niels Kaastrup-Larsen and Yoav Git explore that discomfort - why allocators often overlook strategies that offer the most structural value. Through a series of new research papers, they examine how negative correlation, volatility, and capital efficiency can outweigh standalone performance, and why trend following continues to challenge conventional assumptions. It’s a conversation about construction over conviction, contribution over headline returns, and the gap between what improves a portfolio and what investors are willing to own. ----- 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 Yoav on LinkedIn. Episode TimeStamps: 00:13 - Introduction and latest update 07:57 - Trend Following score card 12:38 - Latest paper from R.G. Niederhoffer 26:45 - Latest insights from Quantica Capital 36:55 - Review of Soc Gen's latest report on the state of the CTA Industry 44:52 - The Science and Practice of Trend-following Systems paper by Artur Sepp Resources discussed in this Episode:LINK SI353: From Tariffs to TrendsLINK SI353: Keeping up with the Trend-FollowersLINK SI353: The Science & Practice of Trend-Following Systems Copyright © 2024 – CMC...

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