• SI335: Trend Following or Mean Reversion: What Works Best When? ft. Rob Carver

  • Feb 15 2025
  • Length: 1 hr and 25 mins
  • Podcast

SI335: Trend Following or Mean Reversion: What Works Best When? ft. Rob Carver

  • Summary

  • 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.

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    50 YEARS OF TREND FOLLOWING BOOK AND BEHIND-THE-SCENES VIDEO FOR ACCREDITED INVESTORS - CLICK HERE

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    Episode TimeStamps:

    01:07 - What on earth is going on with gold?

    04:58 - The hidden fees of the hedge fund world

    11:25 - Industry performance update

    15:00 - 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...

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