Podcast appearances and mentions of rob carver

With markets drifting and conviction thinning, Rob Carver joins Niels to take stock of a moment that feels suspended... not quite crisis, not quite calm. They discuss why recent rule changes around bank capital and crypto assets may carry more weight than headlines suggest, and what falling shipping volumes might be whispering about global demand. Rob breaks down the math of drawdowns, the tension between Kelly sizing and real-world volatility, and how systematic managers can fool themselves into thinking they're diversified. It's a conversation about structure, discipline, and why most edges today come from avoiding mistakes rather than discovering secrets.-----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.comAnd 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: 01:07 - What has caught out attention recently?01:23 - Rob and Niels have done the unthinkable02:59 - Fed is rolling back important capital rules05:22 - What the shipping industry reveals about the economy07:33 - Industry performance update16:00 - Q1, William: Is it possible to apply the concept of decomposing returns in commodity trading?27:24 - Q2, Raphael: About estimating the full sharpe and Kelly of trend following37:03 - Q3, Dom: Has Rob come across any useful frameworks, research, or resources for designing systems that intentionally combine systematic structure with discretionary judgment?41:52 - Are all managers the same, although we all claim to be different?52:26 - Why are bond...

Season #25 Episode#:62 Shaun Boyce and Rob CarverWant to take control of your tennis match right from the first point? In this episode of the GoTennis! Podcast, RSPA elite pro Rob Carver shares another tip that could help you win your next match.Ready to take your game to the next level? Keep listening!Special ThanksA big thank you to regeovinate.com for the use of their studio.Special thanks to Signature Tennis for their ongoing support of the podcast.Support the ShowIf you enjoyed today's tip, we'd love for you to leave a review on your podcast app! We're shortlisted for the Best Tennis and Racket Podcast Award, and your five-star ratings help us a lot.For more exciting tennis content, check out our calendar of events and exclusive deals on racket sports gear at letsgotennis.com. Don't forget to hit that follow button to stay up to date with all our latest episodes!Also, if you're a coach or director in racket sports, contact us about setting up your own branded merchandise shop through our platform!RSPA Certified Tennis Professional Rob Carver offers us one of his Tennis Tips every month in 2025 from his book you can purchase here: https://amzn.to/3ATtvvlBe Our Next GuestYou can also share your actionable insights. If you are a racket sports coach, club manager, technology expert, industry insider, athlete, or just a tennis enthusiast who has some interesting tennis stories to share, we're welcoming you! Maybe you have actionable tennis tips for beginners or pickleball tips for advanced players. You could be on one of the best tennis podcasts online. It's possible you have tennis news, pickleball news, or want to share a tennis product or pickleball paddle with our audience. You can visit https://americanracketsportsassociation.com/ and complete the podcast guest form. Shaun Boyce RSPA: shaun@tennisforchildren.comhttps://tennisforchildren.com/ Bobby Schindler RSPA: schindlerb@comcast.nethttps://windermerecommunity.net/ Geovanna Boyce: geovy@regeovinate.comhttps://regeovinate.com/ This podcast is powered by GoTennis! Atlanta: Membership has its privileges https://letsgotennis.com/https://letsgotennis.com/join/https://shop.letsgotennis.com/https://letsgotennis.com/deals/https://letsgotennis.com/podcast/ Do you want to read about some good things going on in the world of tennis?https://letsgotennis.com/stories/Check out our GoTennis! Atlanta Facebook page for deals, updates, events, podcasts, news, stories, coach...

Season #25 Episode#:20 Shaun Boyce and Rob CarverWant to take control of your tennis match right from the first point? In this episode of the GoTennis! Podcast, Shaun Boyce teams up with RSPA elite pro Rob Carver to share another tip that could help you win your next match.Ready to take your game to the next level? Keep listening!Special ThanksA big thank you to regeovinate.com for the use of their studio.Special thanks to Signature Tennis for their ongoing support of the podcast.Support the ShowIf you enjoyed today's tip, we'd love for you to leave a review on your podcast app! We're shortlisted for the Best Tennis and Racket Podcast Award, and your five-star ratings help us a lot.For more exciting tennis content, check out our calendar of events and exclusive deals on racket sports gear at letsgotennis.com. Don't forget to hit that follow button to stay up to date with all our latest episodes!Also, if you're a coach or director in racket sports, contact us about setting up your own branded merchandise shop through our platform!RSPA Certified Tennis Professional Rob Carver offers us one of his Tennis Tips every month in 2025 from his book you can purchase here: https://amzn.to/3ATtvvlShaun Boyce RSPA: shaun@tennisforchildren.comhttps://tennisforchildren.com/ Bobby Schindler RSPA: schindlerb@comcast.nethttps://windermerecommunity.net/ Geovanna Boyce: geovy@regeovinate.comhttps://regeovinate.com/ This podcast is powered by GoTennis! Atlanta: Membership has its privileges https://letsgotennis.com/https://letsgotennis.com/join/https://shop.letsgotennis.com/https://letsgotennis.com/deals/https://letsgotennis.com/podcast/ Do you want to read about some good things going on in the world of tennis?https://letsgotennis.com/stories/Check out our GoTennis! Atlanta Facebook page for deals, updates, events, podcasts, news, stories, coach profiles, club information, and more https://bit.ly/gt_facebook_pageAlso, you can support this show (and save some $) by shopping at https://letsgotennis.com/deals/Or, donate directly HEREWant to get into crypto? This is easy:

This episode is all about understanding the nuances of trend-following and how current market dynamics are shaking things up. Together with Rob Carver, we discuss the turbulence that hit financial markets in April and how that affected Trend Followers, as well as how Rob navigated the last 12 months as a trend follower. Plus, we explore the intriguing topic of safe haven assets, questioning if traditional choices like U.S. treasury bonds still hold up under pressure. We also explore a paper that the discuss the pros and cons of simplicity over complexity in strategy design.-----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.comAnd 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: 01:40 - What has caught our attention recently?06:59 - Society is going crazy09:47 - Industry performance update16:22 - How to capture the bounce in trailing stops23:20 - Industry performance numbers25:18 - Q1, Niall: What books would you recommend for a young quant entering the CTA space today?29:05 - Reviewing Rob's annual trend following performance36:26 - Should we start to rethink our approach to drawdowns?40:45 - How do we stop investors from projecting market expectations to trend following performance44:16 - How Rob defines slippage50:12 - What if we base our trend system on one indicator?54:18 - Does this trend following thing still work?58:56 - Getting to know the founders of trend...

Season #25 Episode#:20 Shaun Boyce and Rob CarverWant to take control of your tennis match right from the first point? In this episode of the GoTennis! Podcast, Shaun Boyce teams up with RSPA elite pro Rob Carver to share a game-changing tip that will help you get an advantage at the very beginning of the match.Ready to take your game to the next level? Keep listening!Special ThanksA big thank you to regeovenate.com for the use of their studio.Special thanks to Signature Tennis for their ongoing support of the podcast.Support the ShowIf you enjoyed today's tip, we'd love for you to leave a review on your podcast app! We're shortlisted for the Best Tennis and Racket Podcast Award, and your five-star ratings help us a lot.For more exciting tennis content, check out our calendar of events and exclusive deals on racket sports gear at letsgotennis.com. Don't forget to hit that follow button to stay up to date with all our latest episodes!Also, if you're a coach or director in racket sports, contact us about setting up your own branded merchandise shop through our platform!RSPA Certified Tennis Professional Rob Carver offers us one of his Tennis Tips every month in 2025 from his book you can purchase here: https://amzn.to/3ATtvvlShaun Boyce RSPA: shaun@tennisforchildren.comhttps://tennisforchildren.com/ Bobby Schindler RSPA: schindlerb@comcast.nethttps://windermerecommunity.net/ Geovanna Boyce: geovy@regeovinate.comhttps://regeovinate.com/ This podcast is powered by GoTennis! Atlanta: Membership has its privileges https://letsgotennis.com/https://letsgotennis.com/join/https://shop.letsgotennis.com/https://letsgotennis.com/deals/https://letsgotennis.com/podcast/ Do you want to read about some good things going on in the world of tennis?https://letsgotennis.com/stories/Check out our GoTennis! Atlanta Facebook page for deals, updates, events, podcasts, news, stories, coach profiles, club information, and more https://bit.ly/gt_facebook_pageAlso, you can support this show (and save some $) by shopping at https://letsgotennis.com/deals/Or, donate directly HEREWant to get into crypto? This is easy:

Today, we're diving deep into the world of CTAs and their role in investment portfolios. We discuss the balance between focusing on a single asset class versus a multi-asset approach, emphasizing that different asset classes offer unique utilities to investors. Our guests share insights from their experiences, highlighting the importance of tailored execution strategies and how technology can enhance trading performance. We also explore the growing interest from major players like Fidelity and BlackRock in trend-following strategies, raising questions about the future of CTAs in institutional portfolios. Join us as we unpack these themes and share our thoughts on the evolving landscape of systematic trading.-----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.comAnd 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.Follow Graham on LinkedIn.Follow Yoav on LinkedIn.Find out more about DUNN CapitalEpisode Timestamps:04:02 - Introduction to Yoav Git06:16 - The background behind Graham, Rob and Yoav's relationship12:15 - What is common about people working at Man AHL?15:47 - Should you focus on single or multi asset classes?24:58 - The state and outlook for fixed income and29:47 - Liquidity and how it plays a role in alternative...

The A-Z of building a systematic futures portfolioIn this episode, seasoned trader Rob Carver shared his nuanced approach to building and managing a diversified futures portfolio—a methodology that appeals to advanced, technical traders, while we also covered off some of the 'basics' of futures trading, such as rolling, back-adjusting, and so on. I did my best to break down the key elements of his strategy, from market selection to dynamic optimization and continuous trading. A couple of interesting things came up, there's a lot of detail in here, and luckily you can go to his blog and books for all the technical detail.For the long-term futures trader with a smaller account, this is essential listening. How much diversification across markets and models is enough? How can we capture the benefits of this diversification with a limited account size? Rob has innovative approaches to both market diversification and model diversification to generate a highly capital efficient approach.For futures data, check out Norgate on our site: https://thealgorithmicadvantage.com/tools/www.thealgorithmicadvantage.com for more!

Join us for a fascinating and in-depth conversation with Rob Carver, where we'll discuss the current state of gold, the impact of rising borrowing costs on futures pricing, and how these elements intertwine with market trends. Along the way, we'll tackle listener questions that challenge the status quo, digging into everything from fees in the hedge fund world to the implications of recent political shifts. It's a jam-packed session for anyone looking to get a clearer picture of the investment landscape today.-----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.comAnd 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: 01:07 - What on earth is going on with gold?04:58 - The hidden fees of the hedge fund world11:25 - Industry performance update15:00 - Q1, David: Since Rob's book was published, several multi-asset leveraged ETFs have become available. Do you think these products have a place in a long-term portfolio? If so, what kind of allocation would you consider reasonable?21:17 - Q2, Carlos: Imagine a systematically traded trend following account starting with $100k across 10 markets. Over time, the account grows to $200k. Would it generally be “better” to split the capital into two separate and different trading strategies (each trading 10 instruments), or to add more instruments/markets to the existing strategy for greater market diversification?24:49 - Q3, Chris: Does the use of ETFs to backtest Rob's trend following strategies provide an accurate representation of performance?29:41 - Q4, Steve: Any pointers on how...

Today, we delve into the nuances of systematic investing with Rob Carver, focusing on the concept of replication in trend-following strategies. The discussion contrasts different approaches to replication, highlighting the potential pitfalls of return-based methods that attempt to mimic established indices. We emphasize that simply increasing the number of markets in a portfolio may not lead to better diversification, as it could ultimately expose investors to similar risk factors. We also explore the implications of a recent paper from Newfound Research, which uses random data to challenge traditional views on replication effectiveness. With insights on factors influencing CTA performance and the importance of understanding true diversification, this conversation offers valuable perspectives for both investors and practitioners in the systematic trading space.-----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 “Ten Reasons to Add Trend Following to Your Portfolio” here.Learn more about the Trend Barometer here.Send your questions to info@toptradersunplugged.comAnd 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: 00:57 - What has caught our attention recently?05:55 - Should trend followers lower their horizon?09:26 - The AI CTA's are being tracked10:37 - An economic Kayfabe13:58 - Are interest rates approaching a Minsky moment?18:44 - Industry performance update20:33 - Q1, CryptoCaptainX3: How do you manage intraday adverse price movement risk while running a daily system?25:43 - Q1.1 CryptoCaptainX3: How to manage overnight gap risk for futures instruments which trade only 6 hours a day?26:13 - Q1.2 CryptoCaptainX3: Can...

Rob Carver is back this week to discuss the importance of being able to detach yourself from the markets and taking “real” breaks from time to time and we also hear from Rob what it is like to let his systematic trading system run by itself whilst he enjoys a long summer holiday. We also discuss the underlying theory of macro momentum and how you can apply it to your own system, how he targets volatility in his portfolio and why Rob does not like using stop-losses to exit trades. We also touch on whether it's a good idea for Trump to create a U.S. Bitcoin strategic reserve, how ETFs really work and what they can bring to your portfolio, and whether or not buying one of the new CTA replication products is really the same as buying the underlying CTA index based on a recent paper from Transtrend.-----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 “Ten Reasons to Add Trend Following to Your Portfolio” here.Learn more about the Trend Barometer here.Send your questions to info@toptradersunplugged.comAnd 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: 01:18 - What has caught our attention recently?02:59 - How it feels to let your system run without you during holidays?10:45 - Industry performance update14:30 - Q1, Luis: What are your thoughts on Macro Momentum for retail traders?21:00 - Q2, Roman: How to best target portfolio volatility24:24 - Q3, Joshua: Which risk manament approach is best ATRs vs actual % of capital31:22 - Would a Bitcoin strategic reserve be a good idea?39:05 - A deep dive into ETFs48:52 - An example of a worst case scenario ETF53:13 - Can't we just buy a CTA index?59:29 -...

Today, Rob Carver shares his insights on buying put options as a tail risk strategy and how trend following can also play a part in tail risk protection...but perhaps not they way some investors may think. Rob also shares his advice for using carry in your strategies when trading rolling futures contracts. We then pivot to hear Rob's thoughts on why the U.S. election appears to be the perfect storm, and we discuss what the outcome of the election will mean for the economy. Rob also explain why he is sceptical about the AI hype and the liability issues that AI poses. Lastly, we discuss the challenges of setting the right level of fees as a manager and how investors may complain about the higher level of fees the multi-billion $ managers charge...yet still chose to invest with them.-----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 “Ten Reasons to Add Trend Following to Your Portfolio” here.Learn more about the Trend Barometer here.Send your questions to info@toptradersunplugged.comAnd 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: 00:26 - A quick talk on football (soccer)02:09 - What has been on our radar recently?05:26 - An update on Rob's portfolio.?09:37 - Industry performance update12:07 - Q1, Steve: What are Rob's advice for systematic buying of put options as a tail risk strategy?26:51 - Q2, Luis: Regarding how to use carry in your strategies when you roll from a contract to the next one33:39 - A discussion on elections38:36 - The U.S election - a perfect storm?44:41 - Should you be cautious about the AI hype?57:04 - Finding the right level of fees that investors should pay?Copyright © 2024 –

Today, Rob Carver joins me to answer questions about MatLab as a backtesting tool, why you should be careful to apply trend following in crypto and what Rob think about seasonality and relative value as strategies. We also dive into why Rob has increased his allocation to trend following and his thought process when building portfolios, how the surging price of cocoa has impacted the trend following industry 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.comAnd 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: 01:05 - What has been on our radar recently?06:15 - Industry performance update09:54 - Q1, Paul: Where can I learn MatLab?13:38 - Q2, Byleth: What is Rob's experience with trend in crypto?20:41 - Q3, Tauras: What are Rob's thoughts on seasonality and relative value as strategies?26:23 - Are strategies like seasonality convergent?27:14 - Rob's thoughts on relative value as a strategy32:00 - Shock! Horror! I've increased my CTA allocation41:07 - Rob's thought process on portfolio allocation46:19 - Vol scaling with a nice cup of hot cocoa57:43 - Path-dependence vs. non-path dependence59:53 - Final thoughts and a cliff hangerCopyright © 2023 – 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 some key discoveries...

This week, Rob Carver joins us to uncover his process of choosing which instruments to trade and how to manage the volatility of these. We also discuss how time frames affect position sizing and the ability to get reasonable exposure to a market as well as how you manage your expenses as a full time systematic trader. We round off our conversation with a deep dive into the latest paper from Man Institute to find out if differrent regimes exist in reality or just in hindsight? The paper uncovers if investors can reliably profit from correctly identifying them and if so how? and how various types of investing have performed through different regimes, including Trend Following.-----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.comAnd 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: 02:26 - What has been on our radar recently?06:31 - Industry performance update13:41 - Q1.0, Matthijs: Assuming that the trading costs are not a problem for some low-vol instrument, then how can we decide whether/how to still safely include the instrument in our portfolio?23:50 - Q1.1 Matthijs: How do we distinguish between benign naturally low-vol instruments and disasters waiting to happen due to artificially dampened volatility?26:18 - Q2, Ben: If I can trade markets like sugar or OJ on 20-day breakouts, is it reasonable to do so or is that quote-unquote too fast?32:08 - Q3, Emil: As a full time systematic trader, how do you manage your expenses, with up and down months/years?43:09 - Discussing latest Man Institute paper on regime based investing50:37 - A win for trend...

Rob Carver returns to the show to discuss whether there is a risk that the Trend Following risk premium could one day disapear and how he manages exogenous and endogenous risks in a trend following system, how he thinks of trading single stocks instead of stock indices in a diversified multi-asset trend program and what the minimum lookback period would be, in order to be considered “long term”. We also discuss the irony of the newly approved crypto ETF, how the nature of bitcoin has changed 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.comAnd 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: 00:23 - What has caught our attention recently?10:14 - Industry performance update11:26 - Q1, Norbert: What is the long-term expectation for the trend-following risk premium as measured by the SG Trend Index after costs and its stability or sustainability?19:46 - Q2, Bruno: What is Rob's method for balancing endogenous and exogenous risk management and controls in a system29:36 - Q3, Oliver: What is Rob's take on trading single stocks instead of stock indecies in a diversified multi-asset trend program37:57 - Q4, Critter: What would the minimum lookback period be to be considered "long term"?41:59 - Q5, Chris: Can you share a couple names of software companies that do robust backtesting of trade strategies45:57 - Cypto ETFs have been approved!52:42 - Allocating to bitcoin01:04:31 - Looking into 202401:08:38 - Thanks for listeningCopyright © 2023 – CMC AG – All Rights...

Rob Carver is back this week speaking with Alan Dunne about constructing and assessing trend following and non-trend following trading strategies. We delve into mean reversion strategies and over what time frames they might be effective and what are the pitfalls in trying to combine trend following with mean reversion. We also discuss the theory and reality of the benefits of faster trend following, Rob's experience of this and his approach avoiding over-fitting when constructing trading strategies. We wrap up with some thoughts on AHL's Trend ETF and how a strategy trading 20 markets might perform versus a more diversified program. -----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.comAnd 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.Follow Alan on LinkedIn.Episode TimeStamps: 02:00 - Update on recent events?09:13 - Industry performance update09:38 - Why is it going so well for Rob?12:15 - The ongoing debate on term premia17:40 - Returns in bonds versus equities21:13 - Q1, Andrej: What's your take on systematic strategies complimenting trend?35:22 - Q2, Harry: Can you speak about the lure of high frequency strategies for traders with modest capital?40:46 - The challenges of fast trend following42:15 - Trading with different account sizes45:07 - Q3, Ravi: Techniques to prevent overfitting of a strategy51:45 - Using boot strapping52:42 - Q4.1, Tommy:...

Episode#:43 Shaun Boyce and Bobby SchindlerIn this Tennis Tip, USPTA Certified Tennis Professional Rob Carver tells us to "Never Smell Like SHOULD" after a tennis match.USPTA Certified Tennis Professional Rob Carver offers us one of his Tennis Tips every month in 2023 from his book you can purchase here: https://amzn.to/3ATtvvlShaun Boyce USPTA: shaun@tennisforchildren.comhttps://tennisforchildren.com/

Rob Carver joins me to reveal some surprising news about his new “job”. We discuss portfolio optimization and why you should be concerned about certain types optimization techniques, why Rob believes trend following a trend following ETF is a bad idea, when is the best time to buy trend followers and how to use factors when applying an exponential moving average. We also discuss safe trading and how to achieve the most diversification for your portfolio, the dodgy behaviour that exists in the crypto space 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.comAnd 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: 02:15 - Update of the week07:50 - Industry performance update10:49 - Q1, Scott: Should i be concerned about adjusting portfolio weights according to the backtested sharpe ratio of my system?18:52 - Q2.1, Andrew: Is trend following the trend following ETFs a good idea?28:16 - Q2.2, Andrew: What is the advantage of factors of 4?34:13 - Q2.3, Andrew: About using free backtesting systems40:46 - Rob becoming a crypto adviser...what!45:12 - Trading safely52:22 - Dodgy behaviour in the crypto space57:37 - Paper: A different point of skew01:05:04 - Thanks for listening Copyright © 2023 – 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...

Episode#:33 Shaun Boyce and Bobby SchindlerSummer Tennis Tip by USPTA Certified Pro Rob Carver - get to the net and shorten the point USPTA Certified Tennis Professional Rob Carver offers us one of his Tennis Tips every month in 2023 from his book you can purchase here: https://amzn.to/3ATtvvlShaun Boyce USPTA: shaun@tennisforchildren.comhttps://tennisforchildren.com/

Episode#:26 Shaun Boyce and Bobby SchindlerMixed Doubles Tennis Tip by USPTA Certified Pro Rob Carver - consider to stay back on the returnUSPTA Certified Tennis Professional Rob Carver offers us one of his Tennis Tips every month in 2023 from his book you can purchase here: https://amzn.to/3ATtvvlShaun Boyce USPTA: shaun@tennisforchildren.comhttps://tennisforchildren.com/

Rob Carver is back to discuss the economic unpredictability that has defined this year so far and how Rob approaches backtesting his system, how to make a signal continuous in a discrete system and if there are ways to figuring out when is the right time to trend follow. We also unpack what Rob means by “you can't eat sharpe ratio” and what he would change in his strategy if he had more resources available. We then turn to discuss the CTA industry and how to find out which CTA you should buy, why Niels is skeptical about predicting the performance of a strategy and why you need to know what you don't know, the absurdity of the debt ceiling and much more.-----EXCEPTIONAL RESOURCE: Find Out How to Build a Safer & Better Performing Portfolio using this FREE NEW Portfolio Builder Tool-----ATTENTION TTU TRIBE : SIGN-UP for Rick Rule's Symposium: Once in a life-time natural resource insights from the BEST investors in the world via a first-class livestream or Live event!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.comAnd 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: 00:52 - Update from Rob07:13 - Calculating slippage and "midprice"12:41 - Industry performance update15:26 - Q1, David: About continuous trading signal construction20:49 - Hidden Markov models - What and why?27:34 - Q2.1, Elie: Is there value in relative vol targeting for traders who can't take on leverage?32:37 - Q2.2, Elie: About alternative ways of rebalancing signals37:49 - Q3, QuantLurk: What would more resources do to your strategies?42:41 - Which CTA should you...

Episode#:20 Shaun Boyce and Bobby SchindlerTennis Tip by USPTA Certified Pro Rob Carver - Hit The Gas When You Want To PassUSPTA Certified Tennis Professional Rob Carver offers us one of his Tennis Tips every month in 2023 from his book you can purchase here: https://amzn.to/3ATtvvlShaun Boyce USPTA: shaun@tennisforchildren.comhttps://tennisforchildren.com/

Join us for an engaging conversation with Rob Carver, where we delve into the world of systematic trend following. We explore topics like how to forecast future market volatility and the pros and cons of using a Value at Risk methodology. We also discuss the benefits and drawbacks of tail risk hedging, and whether percentage or price differences are better for estimating standard deviation. As a surprise twist, we also explore the reasons why you should NOT be a trend follower. Tune in for a fun and thought-provoking discussion with Rob.----------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.comAnd 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: 02:40 - What happened since last time? 09:42 - Industry performance update 10:38 - Q1, Ricardo: When are you writing a book on backtesting with Python?13:28 - Q2, Bruno: How to best forecast volatility?20:49 - Q3, Skip: How is overall portfolio affected by not being pure trend? 25:41 - Libor Futures being replaced 30:41 - Blogpost about estimating standard deviation 38:01 - Article by Man-AHL on trend following performance following a sharp correction43:37 - Bloomberg article about tail risk hedging56:22 - Reasons Not to trend follow 01:09:50 - Thanks for listening Copyright © 2023 – 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

Episode#:15 Bobby Schindler and Shaun J BoyceATP: Tennis Tip from USPTA Certified Pro Rob Carver “Be the parent”This tennis tip comes from USPTA certified pro Rob Carver who suggests for parents to be parents and let the coach give the advice.Shaun Boyce USPTA: shaun@tennisforchildren.comhttps://tennisforchildren.com/

Today, I'm joined by Rob Carver for the weekly trend following conversation, where we reflect on the takeaways from the CTA series and the performance of the year so far. We discuss parameter and markets selection through research and testing and why Rob dislikes stops in moving average systems, what happens if a brokerage firm fails. We also discuss why you have to be cautious when using dynamic position sizing and Rob's advice for using backtesting, how articles from big financial media often creates a false or skewed narrative in the way they present data and information, why adding a lot of instruments to your portfolio is not as good an idea as it might seem. And finally we discuss Rob's latest article in the Financial Times 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.comAnd 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: 02:19 - Reflecting on the TTU CTA series 04:57 - Performance update 09:59 - Q1, Gene: Question about underfitting and overfitting 16:47 - Q2, James: What types of stops are commonly used in moving average systems? 18:49 - Q3, Chris: How far back do you go in backtesting? 22:20 - Q4.1, Kyle: What happens if an FCM goes belly up? 26:37 - Q4.2, Kyle: Questions regarding "Following the Trend" by Andreas Clenow39:22 - Applying a commission rate for your backtest 44:22 - Q5.1, Matthijs: The optimal moment to roll a contract? 46:14 - Q5.2, Matthijs: View on adding a defensive strategy to a multi-strat CTA? 47:52 - Q5.3, Matthijs:

Episode#:06 Bobby Schindler and Shaun J BoyceATP: 366 Tennis Tips with Rob CarverBobby and Shaun talk with USPTA certified teaching professional Rob Carver who shares his love of the game on court in a "boots on the ground" kind of way and has compiled a list of 366 Tennis Tips into his new book.Get your copy here: https://amzn.to/3CuWGFWShaun Boyce USPTA: shaun@tennisforchildren.comhttps://tennisforchildren.com/

An independent systematic futures trader and investor, writer, and research consultant. Author of 3 trading books: “Systematic trading”, “Smart Portfolios”, “Leveraged Trading”. Author of the upcoming “Advanced futures trading strategies”. His resume includes working for AHL, a large systematic hedge fund, and part of the man group. Prior to that he worked as a research manager for CEPR, an economic think tank, and traded exotic derivatives for Barclays investment bank. Confessions of a Market Maker presents Rob Carver---------------------------------------------------------------------------------------------Rob Carver on Twitter: https://twitter.com/investingidiocy?s=20&t=DypFsAPj3mM1H_SOdTcJVA Rob's Website & Blog: https://www.systematicmoney.org/ JJ on Twitter: https://twitter.com/vwaptrader1?s=20&t=DypFsAPj3mM1H_SOdTcJVA Ray on Twitter: https://twitter.com/AllxDayxRayx---------------------------------------------------------------------------------------------Any listener of this podcast that has the skills to pass an evaluation can become a prop trader fully funded by either APEX Trader or Topstep Funding. Our own microefutures trading community has many members who are now fully funded; no need to trade with your own money; keep 90% of your profits. To learn more, visit our website at microefutures.com

Today, Rob Carver returns to the show for the first weekly trend following conversation in 2023, where we discuss the unusual situation with the vol market and how to use stops and moving average crossovers when entering and exiting trades, what it takes to run a trend following portfolio in 2023 and why it is not for everyone, how Kurtosis and skew is used in managed futures, Rob's process of picking parameters and why using a mixture parameter speed is the most optimal approach. We also discuss the U.S. debt ceiling and why it can become a potential problem, speed in trend following and why you shouldn't put all your eggs in one basket, how much math you need to work in the financial markets 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.comAnd 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: 02:18 - What happened since we last spoke?09:58 - Industry performance update12:49 - A1, Andrew: Use stop or wait for crossover?18:41 - Q2, Joseph: Is running your own trend following portfolio reasonable in 2023?22:58 - Q3, Bart: The importance of Kurtosis26:53 - Q4, Ross: How to pick parameters?41:22 - Defending optimization43:32 - The U.S Debt ceiling48:05 - The need for speed in trend following56:16 - Optimal trend following with transaction cost59:05 - How much Math is needed to be a Trend Follower?01:04:12 - Thanks for listening Copyright © 2023 – CMC AG – All Rights Reserved----PLUS: Whenever you're...

Today, Rob Carver joins us for conversation on Trend Following with something for the both the individual everyday investor and the trend following nerds. We also catch up on this week's events which included news of the biggest one-week outflow of US Equity Mutual & ETF funds since April 2021 and the news that Blackstone will be limiting investor redemption's in one of their Real Estate funds. We discuss how Rob uses dynamic market selection to diversify his portfolio and how he plans out his trading year when it comes to deep dive analysis, how he implements and tests his continuous trend systems and if he believes in using tail protection strategies to manage risk. We also discuss how Rob implement his carry strategy, portfolio optimization and momentum factor investing, what the special Year-End Group episodes will bring and much more.--------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.comAnd 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 - Intro03:39 - What happened this week?20:22 - Industry performance update22:25 - Q1, Elie: Can you run a continous system without daily vol targeting? Can you calculate signal scaling with in-sample data? More info on the mean reversion system with a high sharpe?34:42 - Q2, Matthijs: How does Rob think about protecting/diversifying his portfolio with tail protection strategies?42:54 - Q3, Richard: Has Rob considered conditioning his carry forecasts based on asset class? Should I account for using the spread of nearest contract to nearest plus when calculating the raw carry forecast?49:44 - AQR Paper on Portfolio Optimization54:26 - Article from Alpha Architect on momentum...30 years after Jegadeesh and Titman's seminal paper01:00:56 - What is coming up in the special Year-End Group Episodes?01:05:43 - Thanks for...

Today, Rob Carver joins us for our weekly conversation on Trend Following, where we also address this week's press conference held by Chairman Powell. We discuss the most optimal time period for trend following and how trend following differ from short-term trading. Then we explain the challenges in the UCITS space and how regulation affects these products, and why it is important to correctly distinguish asset classes and trading strategies from each other. We also discuss Rob's approach to building mean reversion systems, the importance of analyzing trading costs and if it is worth learning how to trade futures, if you have a small account. Lastly, we discuss hedge fund replication and how Rob approaches it, and how to decide, how much you should allocate to Trend Following and much more. ---- ---- Follow Niels on https://twitter.com/toptraderslive (Twitter), https://www.linkedin.com/in/nielskaastruplarsen (LinkedIn), https://www.youtube.com/user/toptraderslive (YouTube) or via the https://www.toptradersunplugged.com/ (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 https://www.toptradersunplugged.com/Ultimate (here). And you can get a free copy of my latest book “The Many Flavors of Trend Following” https://www.toptradersunplugged.com/flavor (here). Learn more about the Trend Barometer https://www.toptradersunplugged.com/resources/market-trends/ (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 https://www.toptradersunplugged.com/reviewttu (iTunes) or https://open.spotify.com/show/2OnOvLbIV3AttbFLxuoaBW (Spotify) so more people can discover the podcast. Follow Rob on https://my.captivate.fm/@InvestingIdiocy (Twitter). Episode TimeStamps: 00:00 - Intro 02:58 - The biggest takeaways from the week? 11:36 - Industry performance update 13:27 - Status on Rob's book 14:38 - Q1, Simon: What is the shortest term that Rob has looked at in trend following / momentum? 25:26 - Q2, Matthew: Relationship between UCITS funds's lower vol and Trend Following allocation? & Advice for small investors 32:20 - Comment, Mark: Confusing asset classes and trading strategies 39:22 - Q3, Toby: About building mean reversing systems 40:58 - Q4, Zach: How to approach holding periods and rolling costs? 43:22 - Q5, Anis: Cash equities vs. futures for trend following? 46.29 - Rob's take on hedge fund replication 01:00:18 - Trend Following - How much is enough? 01:06:42 - Announcement Copyright © 2022 – 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 some key discoveries and things I have learnt during the more than 3 decades I have worked in the Trend Following industry, which I hope you will find useful. https://www.toptradersunplugged.com/resources/ebooks/ (Click Here) 2. Daily Trend Barometer and Market Score One of the things I'm really proud of, is the fact that I have managed to published the Trend Barometer and Market Score each day for more than a decade...as these tools are really good at describing the environment for trend following managers as well as giving insights into the general positioning of a trend following strategy! https://www.toptradersunplugged.com/resources/market-trends/ (Click Here) 3. Other Resources that can help you And if you are hungry for more useful resources from the trend following world...check out some precious resources that I have found over the years to be really valuable. https://www.toptradersunplugged.com/resources/ (Click Here) https://www.toptradersunplugged.com/legal/privacy-policy/ (Privacy Policy) https://www.toptradersunplugged.com/disclaimer/ (Disclaimer)

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. ---- ---- Follow Niels on https://twitter.com/toptraderslive (Twitter), https://www.linkedin.com/in/nielskaastruplarsen (LinkedIn), https://www.youtube.com/user/toptraderslive (YouTube) or via the https://www.toptradersunplugged.com/ (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 https://www.toptradersunplugged.com/Ultimate (here). And you can get a free copy of my latest book “The Many Flavors of Trend Following” https://www.toptradersunplugged.com/flavor (here). Learn more about the Trend Barometer https://www.toptradersunplugged.com/resources/market-trends/ (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 https://www.toptradersunplugged.com/reviewttu (iTunes) or https://open.spotify.com/show/2OnOvLbIV3AttbFLxuoaBW (Spotify) so more people can discover the podcast. Follow Rob on https://my.captivate.fm/@InvestingIdiocy (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, Follow-up: About determining distance in a continuous MA crossover system 01:02:11: - Q5, Douggie: What is the capacity of a strategy? 01:09:04 - Q6, Adam: About running multiple different systems together and splitting risk 01:13:17 - Q7, Michael: What's behind Rob's low trailing vol? 01:14:16 - Q8, “Toby” (Rob): Can you (Rob) explain your new book? 01:21:39 - Thanks for listening Copyright © 2022 – 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 some key discoveries and things I have learnt during the more than 3 decades I have worked in the Trend Following industry, which I hope you will find useful. https://www.toptradersunplugged.com/resources/ebooks/ (Click Here) 2. Daily Trend Barometer and Market Score One of the things I'm really proud of, is the fact that I have managed to published the Trend Barometer and Market Score each day for more than a decade...as these tools are really good at describing the environment for trend following managers as well as giving insights into the general positioning of a trend following strategy! https://www.toptradersunplugged.com/resources/market-trends/ (Click Here) 3. Other Resources that can help you And if you are hungry for more useful resources from the trend following world...check out some precious

Rob Carver joins us to discuss the eventful month of June and take questions from listeners regarding moving average crossover systems including what the best exit rules are for these systems, and why it might not be a good idea to enter all existing positions for new accounts. We also debate the sustainability of short-term Trend Following and intraday trading, and how much of the profit from TF Systems can be expected to come from Long sided trades as well as ways of investing into UCITS funds with pension money without paying too high fees. Finally, Rob shares some very important aspects on the relationship between optimal leverage and CAGR and much more. ---- ---- Follow Niels on https://twitter.com/toptraderslive (Twitter), https://www.linkedin.com/in/nielskaastruplarsen (LinkedIn), https://www.youtube.com/user/toptraderslive (YouTube) or via the https://www.toptradersunplugged.com/ (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 https://www.toptradersunplugged.com/Ultimate (here). And you can get a free copy of my latest book “The Many Flavors of Trend Following” https://www.toptradersunplugged.com/flavor (here). Learn more about the Trend Barometer https://www.toptradersunplugged.com/resources/market-trends/ (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 https://www.toptradersunplugged.com/reviewttu (iTunes) or https://open.spotify.com/show/2OnOvLbIV3AttbFLxuoaBW (Spotify) so more people can discover the podcast. Follow Rob on https://my.captivate.fm/@InvestingIdiocy (Twitter). Episode TimeStamps: 00:00 - Intro 05:53 - Performance update from Rob and Niels 15:23 - Q1, Andrew: How best to use Moving Average Crossover Systems 20:40 - Q2, Greg: The downside of entering all existing positions for new accounts 24:13 - Q3, Algernond: Getting into UCITS funds at a reasonable price 28:04 - Q4, Michael: Has Rob considered refocussing on short-term trading? 44:20 - Q5, Anders: How much profit comes from long-sided trades & why?  55:08 - Understanding the relationship between CAGR & Leverage 01:17:58 - Thanks for listening https://qoppac.blogspot.com/ (LINK: Highest CAGR through Optimal Leverage) Copyright © 2022 – 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 some key discoveries and things I have learnt during the more than 3 decades I have worked in the Trend Following industry, which I hope you will find useful. https://www.toptradersunplugged.com/resources/ebooks/ (Click Here) 2. Daily Trend Barometer and Market Score One of the things I'm really proud of, is the fact that I have managed to published the Trend Barometer and Market Score each day for more than a decade...as these tools are really good at describing the environment for trend following managers as well as giving insights into the general positioning of a trend following strategy! https://www.toptradersunplugged.com/resources/market-trends/ (Click Here) 3. Other Resources that can help you And if you are hungry for more useful resources from the trend following world...check out some precious resources that I have found over the years to be really valuable. https://www.toptradersunplugged.com/resources/ (Click Here) https://www.toptradersunplugged.com/legal/privacy-policy/ (Privacy Policy) https://www.toptradersunplugged.com/disclaimer/ (Disclaimer)

Karen Pestaina, the editor and founder of TennisPanorama.com, goes over the top Americans playing on the green lawns of London. She cites former Atlantan Coco Gauff, Jessica Pegula, Frances Tiafoe and Taylor Fritz as players who could go deep. Looking to help you up your performance year-round, Rob Carver has written 366 Days of Tennis: A Tip a Day to Improve Your Game. Based on his students writing down his advice, Carver, of Marietta, Ga., decided to do the same in 2020. It took him a year to compile his one-a-day book. In this episode's highlights are Rogers, Ark.'s junior Kavya Kurichety along with two 2022 USTA Southern award winners from North Carolina: Special Tennis Event of the Year, Atlantic Tire Championships in Cary, and Team Tennis Event of the Year, Lake Norman Tennis Association.

Today, Rob Carver joins us to discuss recent events in the world of Trend Following and takes questions from listeners regarding what it takes to do Trend Following full-time and how much capital is needed to do so. We also discuss potential benefits of adding a mean reversion system on a short term time frame and exploring trend following in spreads, what Rob thinks of trading alternative markets, how to mitigate the pain from false breakouts and how to select a universe of stocks to apply your existing rules. Finally, we break down the latest research paper from AHL dealing with the outlook of Trend Following, how Trend Following perform in crisis periods, in periods of rising interest rates and much more. ---- ---- Follow Niels on https://twitter.com/toptraderslive (Twitter), https://www.linkedin.com/in/nielskaastruplarsen (LinkedIn), https://www.youtube.com/user/toptraderslive (YouTube) or via the https://www.toptradersunplugged.com/ (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 https://www.toptradersunplugged.com/Ultimate (here). And you can get a free copy of my latest book “The Many Flavors of Trend Following” https://www.toptradersunplugged.com/flavor (here). Learn more about the Trend Barometer https://www.toptradersunplugged.com/resources/market-trends/ (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 https://www.toptradersunplugged.com/reviewttu (iTunes) or https://open.spotify.com/show/2OnOvLbIV3AttbFLxuoaBW (Spotify) so more people can discover the podcast. Follow Rob on https://my.captivate.fm/@InvestingIdiocy (Twitter). Episode TimeStamps: 00:00 - Intro 03:14 - Market recap 05:51 - What has caught Rob's attention recently? 13:35 - Q1, Ben: Going Full-Time a a Trend Follow - How much capital do I need? 22:16 - Q2, Gambit: Should I add a Mean Reversion & Spread Trading model? 31:47 - Q3, Younggotti: Alternative assets and markets - do they help? 36:44 - Q4, FluffyDunny: How to best avoid False Breakouts 39:36 - Q5, Mendel: How to select your universe of stocks to trade 44:37 - AHL Paper: Gaining Momentum - Where Next for Trend Following? 01:07:22 - Bloomberg article 01:10:00 - Industry performance update https://www.man.com/maninstitute/gaining-momentum-trend (LINK Gaining Momentum: Where Next for Trend-Following?) Copyright © 2022 – 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 some key discoveries and things I have learnt during the more than 3 decades I have worked in the Trend Following industry, which I hope you will find useful. https://www.toptradersunplugged.com/resources/ebooks/ (Click Here) 2. Daily Trend Barometer and Market Score One of the things I'm really proud of, is the fact that I have managed to published the Trend Barometer and Market Score each day for more than a decade...as these tools are really good at describing the environment for trend following managers as well as giving insights into the general positioning of a trend following strategy! https://www.toptradersunplugged.com/resources/market-trends/ (Click Here) 3. Other Resources that can help you And if you are hungry for more useful resources from the trend following world...check out some precious resources that I have found over the years to be really valuable. https://www.toptradersunplugged.com/resources/ (Click Here) https://www.toptradersunplugged.com/legal/privacy-policy/ (Privacy Policy) https://www.toptradersunplugged.com/disclaimer/ (Disclaimer)

Today, Rob Carver joins us to discuss what happened in the Trend Following world the past few weeks and takes questions from listeners regarding long/short portfolios and how to choose the right criteria for stock selection, positive and negative skew strategies and why mixing them together can be beneficial, interest rates and what to do with uninvested cash in your trading account, the substance and value of big research teams and whether they are “overthinking” the systematic investment game, asset classes and allocating risk, important differences between a moving average crossover strategy and a breakout strategy and much more. ---- ---- Follow Niels on https://twitter.com/toptraderslive (Twitter), https://www.linkedin.com/in/nielskaastruplarsen (LinkedIn), https://www.youtube.com/user/toptraderslive (YouTube) or via the https://www.toptradersunplugged.com/ (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 https://www.toptradersunplugged.com/Ultimate (here). And you can get a free copy of my latest book “The Many Flavors of Trend Following” https://www.toptradersunplugged.com/flavor (here). Learn more about the Trend Barometer https://www.toptradersunplugged.com/resources/market-trends/ (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 https://www.toptradersunplugged.com/reviewttu (iTunes) or https://open.spotify.com/show/2OnOvLbIV3AttbFLxuoaBW (Spotify) so more people can discover the podcast. Follow Rob on https://my.captivate.fm/@InvestingIdiocy (Twitter). Episode TimeStamps: 00:00 - Intro 02:21 - Market recap 04:55 - Update from Rob 14:50 - Q1, Adrian: “Good” criterias for stock selection? 22:32 - Q2, Emre: Arguments for mixing positive/negative skew strategies? 28:12 - Q3, Blink18: What to do with uninvested cash? 33:45 - Q4, Harry Hindsight: What do big research teams really do? 42:38 - Q5, Richard: Should the class level of an instrument be a criteria for inclusion? 48:34 - Q6, Adam: Difference between moving average crossover and breakout strategy? 54:14 - Q7, James: Common methodologies for position size? 57:34 - The Financial plumbing 01:05:20 - Fixed income markets are not all the same 01:11:20 - War Stories 01:17:25 - Performance Copyright © 2022 – 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 some key discoveries and things I have learnt during the more than 3 decades I have worked in the Trend Following industry, which I hope you will find useful. https://www.toptradersunplugged.com/resources/ebooks/ (Click Here) 2. Daily Trend Barometer and Market Score One of the things I'm really proud of, is the fact that I have managed to published the Trend Barometer and Market Score each day for more than a decade...as these tools are really good at describing the environment for trend following managers as well as giving insights into the general positioning of a trend following strategy! https://www.toptradersunplugged.com/resources/market-trends/ (Click Here) 3. Other Resources that can help you And if you are hungry for more useful resources from the trend following world...check out some precious resources that I have found over the years to be really valuable. https://www.toptradersunplugged.com/resources/ (Click Here) https://www.toptradersunplugged.com/legal/privacy-policy/ (Privacy Policy) https://www.toptradersunplugged.com/disclaimer/ (Disclaimer)

Today Rob Carver joins me to discuss how the Trend Following world is reacting to the aweful situation in Ukraine and how it affects markets and volatility, discussing the moral aspects of trend following in times of crises and we take lots of questions from our community regarding how to handle parabolic market moves, if trend following is over-crowded, who we believe is the next David Harding, how to allocate to different speeds of Momentum/Trend Following as well as thoughts on rebalancing assets and portfolios and much more. ---- In this episode, we discuss: How the aweful situation in Ukraine affects trend following and volatility Rebalancing strategies within your portfolio The advantage of systematizing your trading When I sat down with the founds of AHL at Abbey Road Studios ---- Follow Niels on https://twitter.com/toptraderslive (Twitter), https://www.linkedin.com/in/nielskaastruplarsen (LinkedIn), https://www.youtube.com/user/toptraderslive (YouTube) or via the https://www.toptradersunplugged.com/ (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 https://www.toptradersunplugged.com/Ultimate (here). And you can get a free copy of my latest book “The Many Flavors of Trend Following” https://www.toptradersunplugged.com/flavor (here). Learn more about the Trend Barometer https://www.toptradersunplugged.com/resources/market-trends/ (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 https://www.toptradersunplugged.com/reviewttu (iTunes) or https://open.spotify.com/show/2OnOvLbIV3AttbFLxuoaBW (Spotify) so more people can discover the podcast. Follow Rob on https://my.captivate.fm/@InvestingIdiocy (Twitter). Episode TimeStamps: 00:00 - Intro 02:15 - Update on markets 05:50 - What has caught attention and review on performance 27:08 - Status on Rob's book 29:27 - Q1, Harry: What might next frontier be that seems silly today, but common sense later? Who's the next Harding and what do you speculate he's obsessing about? 34:04 - Q2, Ravi: What are the implications to the markets and the wider global economy? 39:00 - Q3, Zoran: How do you navigate through such events (war in Ukraine) as a systematic investor? How do you address the instant multiple X increase in ATR for a) adding positions and b) adjusting stop losses 46:00 - Q4, Richard: If trend following ever became overcrowded, could you identify it and would you take any action? 51:55 - Q5, Y: Should traders rely on the experience of past wars/conflicts or is this time different? 55:31 - Q6, Emre: Any advice on rebalancing my assets and portfolio? 01:02:35 - Q7, Gene: How do you and your guests reason about the timing of your trades? Do they automate anything to avoid the system interfering with their life? 01:08:03 - Q8, Akul: Why not dynamically change the allocations to different speeds of momentum (as Campbell et al. suggest) to make the portfolio more dynamic/opportunistic? 01:14:32 - Q9, Zach: Is there a way to add trend following volatility instruments to a systematic trend following portfolio? 01:18:53 - Q10, Carl: For those who have multiple strategies A) when do you rebalance across your strategies, and B) when you do rebalance, how do you go about reducing and increasing positions on the strategies with balances being reduced and increased from the rebalancing decision? 01:22:12 - Thank you for listening, and whats coming up next Copyright © 2022 – 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 some key discoveries and things I have learnt during the more than 3 decades I have worked in the Trend Following industry, which I hope you...

Rob Carver joins us today to discuss the different ways that Trend Following is perceived by investors, the optimum amount of positions to trade at once, rating the riskiness of various investment strategies, Trend Following on the VIX, suitable risk amounts per market, what to do with the free cash in your futures account, if Trend Followers pyramid positions, trading CFDs and dealing with transaction costs, and the best lookback period when measuring correlations. In this episode, we discuss: The perception of Trend Following among various types of investors How many positions to trade at once The ‘riskiness' of various investment strategies Combining Trend Following and Volatility strategies Risk-per-futures contract How much cash to keep on the sidelines and what to do with it Pyramiding positions CFD trading and navigating commissions Measuring correlations effectively Follow Niels on https://twitter.com/toptraderslive (Twitter), https://www.linkedin.com/in/nielskaastruplarsen (LinkedIn), https://www.youtube.com/user/toptraderslive (YouTube) or via the https://www.toptradersunplugged.com/ (TTU website). Follow Rob on https://twitter.com/InvestingIdiocy (Twitter). IT's TRUE

We're joined today by Rob Carver to discuss how to approach position-sizing and risk-per-trade, mean reversion trading strategies, how to invest in globally diversified systematic Trend Following CTAs, ‘buying the dip' in the S&P 500, static and dynamic optimisation when trading smaller accounts, and the inclusion of more obscure markets into a Trend Following system. In this episode, we discuss: How to effectively approach position-sizing Some methods for investing in Trend Following CTAs If 'buying the dip' in the S&P 500 is a good strategy Portfolio optimisation Trading lesser-known markets Follow Niels on https://twitter.com/toptraderslive (Twitter), https://www.linkedin.com/in/nielskaastruplarsen (LinkedIn), https://www.youtube.com/user/toptraderslive (YouTube) or via the https://www.toptradersunplugged.com/ (TTU website). Follow Rob on https://twitter.com/InvestingIdiocy (Twitter). IT's TRUE

"When the market turns and goes negative, strategies like Trend Following tend to do really well. They provide that hedge. So it's completely inappropriate to compare Trend Following to a long equity portfolio, because Trend Following has different properties - it has hedging properties." - Cam HarveyHow should you protect your portfolio against large losses, but without giving up its upside potential? To answer this question, and many more, I invited back professor of finance at Duke University, Campbell Harvey to the show. I also thought it would be fitting if Rob Carver, could also join us, considering Rob and Cam used to work together at Man AHL. Enjoy the show as we discuss how to navigate a crisis in the markets, and what to expect in terms of the global outlook for investing. Thank you for listening and please welcome to the show, our guest, Campbell Harvey. In This Episode, You'll Learn: How to manage a portfolio through a crisis The motivation behind writing his new book Various methods of portfolio protection Diversification within Trend Following systems Volatility targeting and why it can be a powerful tool “When you have a portfolio of different assets, the noise cancels out, you reduce the volatility, and that's good for you.” - Cam HarveyThe journey of volatility going from a measure to an input Drawdowns as an important metric to monitor Timing portfolio rebalances effectively The 60 / 40 portfolio, diversification, and inflation Follow Niels on https://twitter.com/toptraderslive (Twitter), https://www.linkedin.com/in/nielskaastruplarsen (LinkedIn), https://www.youtube.com/user/toptraderslive (YouTube) or via the https://www.toptradersunplugged.com/ (TTU website). Follow Cam on https://twitter.com/camharvey (Twitter) and Rob on Twitter. IT's TRUE

Rob Carver joins us today to discuss the perception of cryptocurrencies since the new Bitcoin futures ETF was launched, scaling into and out of positions, the possibility of a synthetic Bitcoin supply resulting from the new futures ETF, how to approach climate change and ESG investing as a Trend Follower, ideas for selecting which markets to trade, the benefits and drawbacks of trading single stocks, and how to embrace a creative mindset. In this episode, we discuss: The new credibility of cryptocurrencies Scaling into positions using various methods ESG investing as a Trend Following investor How to select the optimum markets to trade Trading single stocks Embracing creativity as a systematic investor Follow Niels on https://twitter.com/toptraderslive (Twitter), https://www.linkedin.com/in/nielskaastruplarsen (LinkedIn), https://www.youtube.com/user/toptraderslive (YouTube) or via the https://www.toptradersunplugged.com/ (TTU website). Follow Rob on https://twitter.com/InvestingIdiocy (Twitter). IT's TRUE

Rob Carver returns to the show today to discuss the varying performances among CTAs during the notable market moves of the last few weeks, how to decide whether one system is better or worse than another, spread betting as part of a diversified portfolio, raising initial capital when starting a new firm, some thoughts on the US debt ceiling & its proposed '1 trillion dollar' coin, and how to safely improve your system while still adhering to its rules. In this episode, we discuss: Why returns dispersion among CTAs is higher than ever recently How to gauge a system's long-term effectiveness Spread betting in the UK as an alternative to futures How to raise AUM when starting a new firm The US debt ceiling and its proposed '1 trillion dollar' coin Adding parameters to a system Follow Niels on https://twitter.com/toptraderslive (Twitter), https://www.linkedin.com/in/nielskaastruplarsen (LinkedIn), https://www.youtube.com/user/toptraderslive (YouTube) or via the https://www.toptradersunplugged.com/ (TTU website). Follow Rob on https://twitter.com/InvestingIdiocy (Twitter). IT's TRUE

We're joined today by Rob Carver to discuss why investors worried about inflation need to be invested in Trend Following strategies, the Russell 2000 being mainly comprised of companies that are losing money, long and short positions when Trend Following on ETFs, the difficulties in combining simple methods into a balanced and profitable system, open trade equity risk and if it can predict future returns, the perils of over-optimisation, embracing the mindset of Trend Following, and the results of an experiment where retail investors traded the same stocks as a professional fund, leading to different outcomes. You can read some of Rob's work https://qoppac.blogspot.com/ (here). In this episode, we discuss: Trend Following as a solution to rising inflation The major stock indices being of composed of mainly companies are losing money Trend Following on ETFs Predicting future returns using current risk exposure Retail traders versus professional money managers Follow Niels on https://twitter.com/toptraderslive (Twitter), https://www.linkedin.com/in/nielskaastruplarsen (LinkedIn), https://www.youtube.com/user/toptraderslive (YouTube) or via the https://www.toptradersunplugged.com/ (TTU website). Follow Rob on https://my.captivate.fm/@InvestingIdiocy (Twitter). IT's TRUE

We're joined today by Rob Carver to discuss why investors worried about inflation need to be invested in Trend Following strategies, the Russell 2000 being mainly comprised of companies that are losing money, long and short positions when Trend Following on ETFs, the difficulties in combining simple methods into a balanced and profitable system, open trade equity risk and if it can predict future returns, the perils of over-optimisation, embracing the mindset of Trend Following, and the results of an experiment where retail investors traded the same stocks as a professional fund, leading to different outcomes. You can read some of Rob's work here. If you would like to leave us a voicemail to play on the show, you can do so here. Check out our Global Macro series here. Learn more about the Trend Barometer here. IT's TRUE

Rob Carver is on the show with us today to discuss why Elon Musk & the Chinese government might be proving that Bitcoin may not be as decentralised as first assumed, whether you should adjust your system according to the instrument being traded, some processes for reinvesting profits into your portfolio over time, thoughts on position sizing, different ways of defending against inflation, if short-term Trend Following may actually be as good as long-term Trend Following, and the sweet spot for number of different futures contracts a good system should trade. In this episode, we discuss: If Bitcoin is really as decentralised as it's reputed to be Adjusting your system on an individual trade basis What to do with your trading profits Defending against inflation Short-term Trend Following versus long-term Trend Following Follow Niels on https://twitter.com/toptraderslive (Twitter), https://www.linkedin.com/in/nielskaastruplarsen (LinkedIn), https://www.youtube.com/user/toptraderslive (YouTube) or via the https://www.toptradersunplugged.com/ (TTU website). Follow Rob on https://my.captivate.fm/@InvestingIdiocy (Twitter). IT's TRUE

Rob Carver is on the show with us today to discuss why Elon Musk & the Chinese government might be proving that Bitcoin may not be as decentralised as first assumed, whether you should adjust your system according to the instrument being traded, some processes for reinvesting profits into your portfolio over time, thoughts on position sizing, different ways of defending against inflation, if short-term Trend Following may actually be as good as long-term Trend Following, and the sweet spot for number of different futures contracts a good system should trade. If you would like to leave us a voicemail to play on the show, you can do so here. Check out our Global Macro series here. Learn more about the Trend Barometer here. IT's TRUE

We’re joined today by Rob Carver to discuss the process of selecting single stocks for a Trend Following system, Rob’s holy trinity of security selection, the JP Morgan-backed fund making huge bets, via options,  on the market remaining quiet, the knock-on effects from funds who make large, risky bets, the sweet-spot for average holding periods in a Trend Following system, ‘caveman-style’ Trend Following versus scaling in and out of positions, how to hedge against inflation, how Trend Following historically has performed really well in rising interest-rate environments, and thoughts on Tesla’s recent earnings, a lot of which were from government subsidies and selling bitcoin. Thanks to Matt for leaving us a voicemail. If you would like to leave us a voicemail to play on the show, you can do so here. Check out our Global Macro series here. Learn more about the Trend Barometer here. IT's TRUE

We're joined today by Rob Carver to discuss the process of selecting single stocks for a Trend Following system, Rob's holy trinity of security selection, the JP Morgan-backed fund making huge bets, via options, on the market remaining quiet, the knock-on effects from funds who make large, risky bets, the sweet-spot for average holding periods in a Trend Following system, ‘caveman-style' Trend Following versus scaling in and out of positions, how to hedge against inflation, how Trend Following historically has performed really well in rising interest-rate environments, and thoughts on Tesla's recent earnings, a lot of which were from government subsidies and selling bitcoin. In this episode, we discuss: Which stocks to select for a profitable Trend Following system Rob's 'Holy Trinity' for selecting securities The ripple effects of large funds who make large and risky bets The most profitable holding periods in Trend Following systems 'Caveman-style' Trend Following How to hedge against inflation Trend Following's success in rising interest-rate environments Tesla's recent earnings Thanks to Matt for leaving us a voicemail. If you would like to leave us a voicemail to play on the show, you can do so https://www.speakpipe.com/ttuvoicemail (here). Follow Niels on https://twitter.com/toptraderslive (Twitter), https://www.linkedin.com/in/nielskaastruplarsen (LinkedIn), https://www.youtube.com/user/toptraderslive (YouTube) or via the https://www.toptradersunplugged.com/ (TTU website). Follow Rob on https://my.captivate.fm/@InvestingIdiocy (Twitter). IT's TRUE

This is “ReSolve’s Riffs” – live on YouTube every Friday afternoon to debate the most relevant investment topics of the day, hosted by Adam Butler, Mike Philbrick and Rodrigo Gordillo of ReSolve Global. Although most of us like to think that we will rise to the occasion when the moment comes, various studies show that the vast majority of people will sink to the level of their training in the heat of battle. A systematic response to dynamic scenarios, removing one’s emotions from the equation, has been the standard approach in the military for millennia. In the world of investing, rules-based methodologies remain a contentious topic, even though a majority of the most successful asset managers are quants. Rob Carver (Independent Systematic Researcher and Author) knew early on that his investment career could only take the ‘systematic path’. He joined us for a great conversation that covered: His early days on a trading floor, which felt like trying to solve Sudoku puzzles with a dozen angry men screaming at him Drawing inspiration from Thomas Bass, author of The Predictors Nuances across different rules-based methodologies Allowing intuition to seep in – when and how to sin The chasm between managing 3rd party capital versus your own money The evolution of his systematic thinking – the humility and beauty of ensembles Model fitting, automation and optimization – going down a quant rabbit hole Rob also detailed some of his experiences during major market selloffs, particularly in the Great Financial Crisis and more recently in the Covid Crash. We also established that systematic investing just isn’t sexy enough for Hollywood, and we’ll likely never see Keanu Reeves starring in “The Covariance Matrix” (h/t Breaking the Market). Thank you for watching and listening. See you next week

Rob Carver joins us today to discuss whether it's a good idea to adjust your strategy during different periods of volatility, Bitcoin's expected role as an inflation-hedge, whether commodities are more suited to shorter-term trading than other markets, the NFT frenzy & its credibility as an investment asset, volume analysis and whether it can be play worthwhile part in a Trend Following system, and why volatility may not be a good measure of risk. In this episode, we discuss: The case for and against Volatility Targeting Whether Bitcoin can offset any risks from a high-inflationary environment Whether commodities can be suitable for long-term strategies The credibility of NFTs as an asset class Volume analysis as a trading signal Volatility as a measure of risk Follow Niels on https://twitter.com/toptraderslive (Twitter), https://www.linkedin.com/in/nielskaastruplarsen (LinkedIn), https://www.youtube.com/user/toptraderslive (YouTube) or via the https://www.toptradersunplugged.com/ (TTU website). Follow Rob on https://my.captivate.fm/@InvestingIdiocy (Twitter). IT's TRUE

Rob Carver joins us today to discuss whether it’s a good idea to adjust your strategy during different periods of volatility, Bitcoin’s expected role as an inflation-hedge, whether commodities are more suited to shorter-term trading than other markets, the NFT frenzy & its credibility as an investment asset, volume analysis and whether it can be play worthwhile part in a Trend Following system, and why volatility may not be a good measure of risk. If you would like to leave us a voicemail to play on the show, you can do so here. Check out our Global Macro series here. Learn more about the Trend Barometer here. IT's TRUE

We have a special episode for you today featuring Turtle Trading legend Jerry Parker and renown Systematic Investor Robert Carver, who debate the topic of Volatility Targeting and how actively one should manage open trade equity risk. We also discuss the benefits of ‘Hybrid Trend Following' versus classical Trend Following, breakouts & moving averages versus other trend indicators, whether the 2020 market crash should have caused systematic investors to update their strategies, and if short positions should still have a place in today's Trend Following portfolios. In this episode, we discuss: The level of active-management that should be involved in controlling open trade equity risk The benefits and drawbacks of volatility-targeting Modern Trend Following methods compared to classical Trend Following The 2020 ‘Covid Crash' and its possible long-term effects on systematic investing How important are short positions in a rules-based portfolio? Follow Niels on https://twitter.com/toptraderslive (Twitter), https://www.linkedin.com/in/nielskaastruplarsen (LinkedIn), https://www.youtube.com/user/toptraderslive (YouTube) or via the https://www.toptradersunplugged.com/ (TTU website). Follow Jerry on https://twitter.com/mrzepczynski (Twitter). Follow Rob on http://twitter.com/investingidiocy (Twitter). IT's TRUE

We have a special episode for you today featuring Turtle Trading legend Jerry Parker and renown Systematic Investor Robert Carver, who debate the topic of Volatility Targeting and how actively one should manage open trade equity risk.  We also discuss the benefits of ‘Hybrid Trend Following’ versus classical Trend Following, breakouts & moving averages versus other trend indicators, whether the 2020 market crash should have caused systematic investors to update their strategies, and if short positions should still have a place in today’s Trend Following portfolios. Check out the episode that sparked today’s debate here! If you would like to leave us a voicemail to play on the show, you can do so here. Check out our Global Macro series here. Learn more about the Trend Barometer here. IT's TRUE

On this BST live show, Rob Carver from systematicmoney.org joins us to discuss “3 ways traders kill trading strategies”. Here are just some of the topics you’ll discover in this episode: What can go wrong with strategies in live trading, The impact of model complexity on prediction error, (and are simple models really better than more complicated ones - the answer may surprise you!), The dangers of overstated backtest performance, The impact of historic costs on backtest results, The 3 types of overfitting, including 1 that most traders don’t even realise they’re doing, and how to reduce their impact on your trading models, Strategy robustness and letting data define complexity, The overfitting "levels of sin", Correcting for the "multiple testing problem", Fitting metrics, sample size, data quality, prediction error and much more.

Rob Carver returns to the show today to give us his thoughts on the WallStreetBets Reddit forum & their Gamestop short-squeeze, the gamification of trading, why Robinhood had to suspend trading on Gamestop, the attempted short-squeeze in the Silver market, Rob’s recent article on how to become a systematic trader, Niels’ journey into the CTA industry, the importance of diversifying amongst investment processes as well as securities, the rise of passive investing over active, and whether the ascendency of passive investing will lead to extreme levels of market volatility in the future. If you would like to leave us a voicemail to play on the show, you can do so here. Check out our Global Macro series here. Learn more about the Trend Barometer here. IT's TRUE

We’re joined today by Rob Carver to discuss how quant managers compared to discretionary managers in 2020, Winton Capital’s underperformance and resulting loss of AUM, the pressure for successful Trend Following firms to expand into different investment styles, why March & December 2020 were generally the best for Trend Followers despite being so different, how a portfolio combining a few historically successful Trend Following firms has proven to be a very potent investment strategy, navigating negative interest rate environments, how to look at Sharpe Ratios effectively, and how to calculate the ‘Serenity Ratio’ of various strategies. If you would like to leave us a voicemail to play on the show, you can do so here. Check out our Global Macro series here. Learn more about the Trend Barometer here. IT's TRUE

Today, Robert Carver joins us to discuss JP Morgan’s comments on markets being fabricated by central bank liquidity, Tesla’s incredible swings in market cap, thoughts on Warren Buffett’s recent ‘value’ purchase, the point at which diversification in a portfolio becomes dilution, and the benefits of diversifying among different Trend Following managers. If you would like to leave us a voicemail to play on the show, you can do so here. Learn more about the Trend Barometer here. IT's TRUE - most CIO's read 50+ books each year - get your 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. Send your questions to info@toptradersunplugged.com Follow Niels, Moritz & Rob on Twitter: @TopTradersLive, @MoritzSeibert, & @InvestingIdiocy And please share this episode with a like-minded friend and leave an honest rating & review on iTunes so more people can discover the podcast. Episode Summary 0:00 - Intro 0:45 - Check out the first 2 recent episodes of our Global Macro series 1:58 - Macro recap from Niels 3:18 - Weekly review of returns 11:44 - Thoughts on Warren Buffett’s recent ‘value’ purchase of the Dominion Energy’s natural gas pipelines & current Apple position 14:59 - Discussion on Mark Zepczynski’s article on being over-diversified 31:05 - Thoughts on AQR article regarding Tail Risk hedging 34:48 - Performance recap 35:41 - Check out Rob Carver’s recent article on his blog   Subscribe on:

Rob Carver describes diversification, portfolio construction, & correlations. IT'S TRUE - most CIO's read 50+ books each year! Get your copy of the Ultimate Guide to the Best Investment Books ever written here. Follow me at @TopTradersLive And please share this episode with a like-minded friend and leave an honest rating & review on iTunes so more people can discover the podcast. Subscribe on:

You can’t read, watch or listen to Rob Carver for any length of time without recognizing that he has done a lot of thinking about the problem of uncertainty. Traders will connect with Rob’s story of experiencing a large and unexpected loss (is there another kind?) that led him to question whether his models were in sync with the current market environment. The experience contained a silver lining, as it prompted Rob to formalize an approach for analyzing what to expect from strategies in different market environments. Rob shared his thinking and his findings, which many listeners might find quite surprising. Rob has thought more deeply than most about how to design portfolios that are most likely to perform out of sample. We discuss how Rob thinks about the construction of strategic policy portfolios but we also dive deep into quantitative strategy design. I was especially fascinated to discuss Rob’s recent presentation on the “Three Judases” that cause many systematic strategies to fail in live trading. Rob is an open book and generously distills mission critical wisdom from decades of trading into digestible nuggets that will add value for almost any investor.

Remembering John Candy with Alycia's Restaurant, Kathy Kennedy and Bob Irving (1:15); Rob Carver on a tragic incident in the city (16:20); Obama moderator Michael Burns (23:05); and Jino Distasio on the city budget (28:00)

Amy Unruh and Sara Robinson join the podcast this week to talk with Mark and Melanie about the alpha launch of Cloud AutoML Vision. Cloud AutoML is a suite of products enabling developers with limited ML expertise to build high quality models using transfer learning and Neural Architecture Search techniques. AutoML Vision is the first product out the gate with a focus on making it easy to train customized vision models. About Amy Unruh Amy is a developer relations engineer for the Google Cloud Platform, where she focuses on machine learning and data analytics as well as other Cloud Platform technologies. Amy has an academic background in CS/AI and has also worked at several startups, done industrial R&D, and published a book on App Engine. About Sara Robinson Sara is a developer relations engineer on Google's Cloud Platform team, focusing on big data and machine learning. She worked on providing initial product feedback and building a demo for the AutoML Vision launch. Cool things of the week Google Brain Looking Back on 2017 blog Shout-out to Kaz Sato for his TensorFlow Rock Paper Scissors example Running dedicated game servers in Kubernetes Engine blog Kaggle Learn site Honorable mention… - Scientists put a worm brain in a lego robot blog Interview Cloud AutoML: Making AI accessible to every business blog Cloud AutoML Vision site Cloud AutoML Vision Access Request | Whitelist Application form Cloud images example video Shout-out thanks to Rob Carver for domain expertise in helping label cloud images. Coastline images example readme and filenames csv Using Machine Learning to Explore Neural Network Architecture blog Learning Transferable Architecture for Scalable Image Recognition arXiv paper Neural Architecture Search with Reinforcement Learning arXiv paper Progressive Neural Architecture Search arXiv paper Learning2learn video Cloud Vision site docs Question of the week How does someone in academia get GCP credits? Google Cloud Platform Education Grants site Where can you find us next? Melanie is speaking at AI Congress in London Jan 30th and she will be at FOSDEM in Brussels in Feb. Mark will be at the Game Developer's Conference | GDC in March.

Throughout Nova Scotia you’ll find – if you look – people like Rob Carver using the resources around them, their imagination and passion to bring communities together. On a particularly gorgeous, sunny and warm spring day earlier this month I met Rob at his family home on a hill overlooking the ocean to hear about the Lost Shores Grand Fondo, a cycling event in the Italian Tradition. A Big Ride he dreamt up that attracted almost 300 cyclists to the area last fall. With more than 100 volunteers, bbq’ed ribs, local beer, music, and the support of the municipality, Rob’s created a unique draw for Guysborough. One that promises to grow in it’s second year this fall. Learn more about Guysborough’s Lost Shores Grand Fondo at lostshoresgranfondo.ca The event will take place September 9th. Registration is now open. You can find back episodes at engagenovascotia.ca, on Itunes or by using the Stitcher Radio app. Do you have a story of engagement, community development and innovation that you’d like to share? Email me at jeff@engagenovascotia.ca Find Engage on Facebook, or follow us on Twitter @EngageNS Art for the series by Meghan Rushton meghanrushton.com Songs by Rich Aucoin, you can buy his music on iTunes,