SI210: Trend Following Q & A ft. Rob Carver

Rob Carver returns after his extended holiday and kicks off by taking a nostalgic look back to 1985 as the British Pounds this week hit the lowest level since that year, to reflect on how markets tend to go in cycles. We also address dynamic optimisation, whether it contributes to make more markets "tradable" and the use of "non-tradable" markets, how Rob uses correlation and clustering for his classification approach and his strategy allocating to Trend Following. Additionally, we discuss techniques for Trend Following on single stocks and determining distances in a continuous MA crossover system, strategies to increase the capacity of a Trend Following program and running multiple different systems together, and much more. ----- EXCEPTIONAL RESOURCE: Find Out How to Build a Safer & Better Performing Portfolio using this FREE NEW Portfolio Builder Tool ----- 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 “The Many Flavors of Trend Following” 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 Rob on Twitter. Episode TimeStamps: 00:00 - Intro 03:52 - Key takeaways from the week? 15:35 - What does the future hold for interest rates and inflation? 22:52 - Industry performance update 25:52 - Q1, Joakim: Does dynamic optimisation in itself make more markets tradable? 32:21 - Q1, Follow-up: About adding "non-tradable" markets 35:39 - Q2, Kristen: Futures markets and Rob’s classification approach  43:15 - Q3, Kristoffer: How to treat CTAs? And deciding between allocating to investment-grade corporate bonds or high yield bonds 49:46 - Q4, Elie: Book recommendations for relevant statistical concepts + why not build a trend following portfolio of single stocks which are optimized for low correlation? 57:15 - Q4,...