Top Traders Unplugged25 Sep 2014

TTU34: The Art of Risk Management ft. Luc Van Hof of Capital Hedge – 2of2

In the second part of our interview with hedge fund founder Luc Van Hof, we dive into the philosophy and creation behind his trading models. We also discuss why he is a risk averse person, what hobbies help him stay focused at work, and what investors and fund managers can do to grow their business and trade smarter.

Welcome to Part 2 of our conversation with Luc Van Hof.

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

In This Episode, You’ll Learn:

How to avoid model decay and how to avoid the risk when the model may stop working in the future.
How to diversify your types of models – dynamic filtering that takes place. Automatic de-leveraging when a certain market goes down.
How Luc chooses his models and why he does:
Short term trend following
Short term mean reversion
What concepts for his models repeat themselves over and over again, pattern recognition.
About volatility risk premium strategies.
How he tests his models that have so many moving parts in short timeframes.
His views on position sizing.
What investors should look at in terms of risk management
Maximum Exposure for a trade – determines the maximum risk that a trade can generate for the total of the portfolio.
How Luc deals with drawdowns.
Why he is a risk averse person.
Why he is still researching other trading ideas when he thinks he’s found a way that mitigates risk effectively.
How he gets his ideas from math puzzles, reading about geometry and logic.
Why investors should look at the predictability of returns and how to convince investors what and how you are going to trade is something that is going to work.
Why discipline is the main characteristic that people need to be a successful fund manager.
The books that he recommends for managers starting out wanting to be successful.
How his hobbies such as nature, reading, and music help to keep him balanced in a busy financial world.

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Resources & Links Mentioned in this Episode:

Follow Niels on Twitter, LinkedIn, YouTube or via the TTU website.

IT’s TRUE ? – most CIO’s read 50+ books each year – get your FREE copy of the Ultimate Guide to the Best Investment Books ever written here.

And you can get a free copy of my latest book “Ten Reasons to Add Trend Following to Your Portfolio” here.

Learn more about the Trend Barometer here.

Send your questions to info@toptradersunplugged.com

And please share this episode with a like-minded friend and leave an honest Rating & Review on iTunes or Spotify so more people can discover the podcast.

Follow Luc Van Hof on Linkedin.

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2. Daily Trend Barometer and Market Score

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