SI286: Profiting from Different Investment Regimes? ft. Rob Carver

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 different 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.

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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:

02:26 - What has been on our radar recently?

06:31 - Industry performance update

13:41 - 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 investing

50:37 - A win for trend following

59:32 - Does it matter if the Fed is tightening?

01:01:53 - The Impact of Contango vs. Backwardation

01:09:57 - Thanks for listening

Resources discussed in this Episode:

• LINK SI288: Why Not 100% Equities
• LINK SI288: Can hedge funds play the role?
• LINK SI286: The Road Ahead: Regime-Based Investing
• LINK SI286: Regime-Based Investing
• LINK SI281: History Shows What to Expect from Trend-Following When Rates Are Being Cut
• LINK SI280: Driving with the Rear-View Mirror
• LINK SI280: Stocks for the Long Run?
• LINK SI280: Dial Up Return, Not Risk: The Z-Shift Framework
• LINK SI280: Stocks for the Long Run? Sometimes Yes, Sometimes No
• LINK: Insights from AlphaSimplex

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2. Daily Trend Barometer and Market Score

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3. Other Resources that can help you

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