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

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...