When it comes to investing, there are countless strategies to choose from, each with its own set of pros and cons. One strategy that has stood the test of time is trend following, a technique that involves analyzing market trends and making trades based on those trends. Despite its proven track record, some investors remain […]
Category: Trend Following and Systematic Strategies
14
Mar
2023
OUCH! A massive Bond Reversal hits Trend
So anyone watching CNBC or picking up the WSJ has heard of Silicon Valley Bank by now. The failed startup bank which caused the Fed to step in and sort of guarantee deposits across all regional banks. But while all that real world, actual customers and their bank deposits stuff were going on – here […]
02
Mar
2023
You still don’t have enough Trend Following or Foreign Equity exposure with Meb Faber
Grab your favorite trucker hat/baseball cap, and settle in for this episode where Jeff picks Meb Faber’s @MebFaber brain on everything from skiing to picking an investment advisor because they can get you on at Riviera Country Club. We’ve got Meb Faber back on the show to nominally talk about trend following – but as […]
16
Feb
2023
We’re Back!! Talking Trend, Miami, and Volatility with Nasdaq’s Kevin Davitt
We’re back with a new episode of The Derivative, and this time we’re talking all things trend following, Miami, and volatility with Kevin Davitt from Nasdaq. This episode starts by clarifying some questions about trend-following strategies and sharing some quick thoughts on volatility in 2022. It was a unique year for trend following, with […]
07
Feb
2023
Meb Faber Asks: Why Aren’t More Investor’s Allocated to Trend Following?
Amidst all the new year wishes, new year resolutions, and just normal new year meaning new work – you may have missed Meb Faber’s weekend post at the end of January. You may be wondering why so few investors have an allocation to trend following: Astonishing to me that the vast majority of investors have […]
03
Nov
2022
Getting Long Skew in Short (term) trading models, with Quest Partner’s President, Michael Harris
Jeff loves it when he sits across from someone who, like him, has been in the niche-managed futures part of the investment world for their entire career. There’s not all that many of them, and today’s guest, Michael Harris(@mikeharris410) fits the bill. Michael’s unique backstory began within the Sales and Product Development group at Morgan […]
15
Sep
2022
Trends, Inflation Protection, & Getting Investors to the Finish Line with Eric Crittenden of Standpoint
In the chaotic world we’ve endured since 2020, it turns out all you needed was an outlier loving strategy to get you through the storm. We’re talking managed futures and trend following in particular, which tend to thrive in periods of turmoil. But how can you effectively prepare for a wide range of market environments […]
05
Aug
2022
A Standpoint Story
Cool video from the team at Standpoint animating their equity curve versus global equities for the past 30 months, see below. It’s a little disconcerting to see the past 30 months of our lives, some of the oddest and stressful months a lot of us have ever seen, distilled down into a scant two minutes […]
04
Aug
2022
It’s not whether commodities keep going up, it’s whether they remain distinct and volatile with Tim Pickering of Auspice
This week we’re adding a different twist to our typical episode, and we’re diving into WHY Commodities can be accretive in your portfolio with Tim Pickering(@AuspiceTim). Tim is the Founder, President, and CIO of Auspice Capital Advisors and leads the strategic decision-making and the vision for Auspice’s diverse suite of award-winning rules-based quantitative investment strategies. […]
20
Jul
2022
With Commodity Prices Down, Are CTAs/Trend Followers Getting Crushed?
Word in the Twitter streets is of a commodity blood bath: Remember, CPI is a lagging indicator Commodity $s have plummeted from peaks: Lumber -58%, Nickel -54%, Aluminum -37%, NatGas -31%, Steel -28%, Wheat -28%, Zinc -25%, Lead -23%, Copper -22%, Soybeans -18%, Corn -16%, Cotton -14%, Cocoa -14%, Oil -13%, OJ -11%(Rosenberg Research) — […]
