Convexity: The Trend Following Game-Changer What if the key to long-term trading success isn’t just about capturing trends but harnessing convexity? I recently sat down with Niels Kaastrup-Larsen on the Systematic Investor Series of Top Traders Unplugged to dive deep...
Introduction At ATS Trading Solutions, we’ve long recognized the power of convexity in trading. While many investors chase smooth, predictable returns, trend followers have historically thrived by embracing uncertainty, volatility, and non-linearity–hallmarks of financial markets. The inspiration for this article...
Better Brakes, Faster Gains: Unlocking the True Power of Convexity in Outlier Hunting David Dredge, the founder and CIO of Convex Strategies, recently shared powerful insights on risk and growth during a thought-provoking podcast discussion. His key message: better brakes...
The Market Breathes: Equities Rise and Volatility Subsides The third week of January 2025 has been defined by a revitalized market sentiment. Equities rallied strongly, while volatility, as reflected by the VIX, plummeted over 14%. The TTU Trend Barometer remained...
Happy New Year from Fred and Rich! To all our subscribers and members, we want to wish you a joyful and prosperous start to 2025. May this year bring you success, growth, and plenty of opportunities to seize. As we...
Welcome to December 2024’s Summary of Compelling Trend Following Insights As the year winds down, this month’s blog is packed with compelling insights, spanning podcasts, articles, and performance reports that delve into the intricate world of trend-following, adaptive strategies, and...
Introduction The year 2024 unfolded as a pivotal chapter for trend-following strategies, defined by challenges and opportunities in equal measure. Financial markets navigated a landscape marked by heightened volatility, dispersion, and deeply idiosyncratic trends, testing the resilience and adaptability of...
Introduction Position sizing often operates in the background of trading strategies, overshadowed by the allure of entry signals or timing models. Yet, it is this quiet but powerful mechanism that determines how risk is allocated, trends are exploited, and long-term...
As 2024 draws to a close, the Systematic Investor podcast hosted two special episodes featuring the series co-hosts: Katy Kaminski, Cem Karsan, Rob Carver, Mark Rzepczinski, Richard Brennan, Alan Dunne, Nick Baltas, Andrew Beer, and Niels Kaastrup-Larsen. Over the course...
Unlocking the Secrets of Cause and Effect: A Deep Dive into The Book of Why Judea Pearl, a trailblazer in the fields of artificial intelligence and causal inference, along with accomplished science writer Dana Mackenzie, has crafted a book that...
