Episode description
Episode description
Today, we’re delighted to welcome Roberto Osorio, Vice President, Trading Systems at DUNN Capital, onto the show. Niels pitches Roberto some of our most fiercely debated topics so far, such as the optimal amount of markets to trade, diversification in all of its forms, the pros & cons of Volatility Targeting, how to accurately recognise model decay, Black Swan strategies and why they maintain popularity regardless of performance, the best look-back period for Trend Following strategies, and if today’s speed of information flow has led to stock market crashes & fast recoveries being the new normal.
-----
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.
Episode TimeStamps:
00:00 – Intro
03:07 – Macro recap from Niels
08:49 – Weekly review of performance
09:26 – Interview with Roberto Osorio
12:03 – Niels: Can you help settle the debate of how many markets are optimal to trade?
19:00 – Niels: What are your thoughts on Volatility-targeting?
30:41 – Niels: How do you recognise model decay?
36:23 – Niels: What do you think is the best look-back period for Trend Following models?
44:40 – Niels: What is your view on the most effective ‘type’ of Trend Following model?
50:43 – Niels: What makes DUNN Capital so unique?
55:52 – Benchmark performance update
Copyright © 2024 – CMC AG – All Rights Reserved
----
PLUS: Whenever you're ready... here are 3 ways I can help you in your investment Journey:
1. eBooks that cover key topics that you need to know about
In my eBooks, I put together...