Profitable Trading in Different Market Regimes | Systematic Investor 286

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.
#toptraders #investing #trendfollowing
Episode Summary
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
Full episode can be found here:
toptradsersunplugged.com/si286
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[@dreamingwolf8382]

Bizarre British opinions on American politics aside, this was very informative.

[@bdthomasrhul]

Custody with Coinbase, not Binance.

[@rstallings69]

coinbase is the main custodian im pretty sure for the bitcoin etfs, not binance

[@eTaupe]

OMG !! the joke on COCOA almost killed. I fell of my chair laughing