Listen to the full episode here: Why the Best Portfolios Are Built to Be Wrong: https://www.toptradersunplugged.com/podcast/why-the-best-portfolios-are-built-to-be-wrong-ft-david-dredge-richard-brennan/ I have just spent two hours with Dave Dredge and Niels Kaastrup-Larsen, and I am still thinking about it. Here is the odd thing...
Click on the image above to listen to the podcast Why Markets Can’t Stop Trending In this episode of the Systematic Investor series, Niels and I dig into a question that sounds simple but unravels almost everything the textbooks teach:...
I joined Niels Kaastrup-Larsen on Episode 391 of the Systematic Investor Series to walk through the empirical research behind The Fractals of Finance. What follows is a summary of the conversation, from the crude oil shock that opened proceedings to...
In my recent conversation with Niels Kaastrup-Larsen, we stepped back from day-to-day market noise and looked at something more structural. The globalised world that compressed cycles, smoothed imbalances, and truncated trends is fading. In its place, we are moving...
Not all trend followers play the same game. In Episode 361, Richard Brennan joins Niels Kaastrup-Larsen to break down four archetypes of systematic trend following — Replicators, Core Diversifiers, Crisis Risk Offsets, and Outlier Hunters. They explore the debates that...
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...
In this episode of the Systematic Investor Series, Niels and I dive into a dynamic discussion on managing uncertainty in financial markets. From geopolitical tensions influencing the ruble’s collapse to the critical interplay of trend-following models in chaotic environments. I...
In this episode of Top Traders Unplugged, I join host Niels Kaastrup-Larsen to explore the often misunderstood world of backtests and their role in trading. We delve into why backtests, despite their popularity, can be misleading and why relying too...
Finding the Optimal Trend Following Rules ft. Richard Brennan In episode 300 of the Systematic Investor Series, Niels and Rich delve into the transformative potential of mathematical models and artificial intelligence (AI) in trend-following strategies. They explore insights from the...
In this episode of “Top Traders Unplugged,” Niels Kaastrup-Larsen and I challenge the view that a small allocation is adequate for trend following investments and we discuss why investors should consider a more significant stake in trend following strategies. We...
