SI284: Choosing Your Trend Following Battles ft. Nick Baltas

Goldman Sachs's Nick Baltas joins us today, to help us uncover if it is meaningful to use factor regression to evaluate managed futures. We also weigh in on couple of articles, relating to the outlook for trend following and the state of the industry, before turning our attention to some hard core research into how to construct the optimal trend following portfolio and why it is important to be conscious of which battles you pick. Lastly, we discuss the challenge of timing an investment into trend following, the pros and cons of trading alternative markets and more.-----EXCEPTIONAL RESOURCE: Find Out How to Build a Safer & Better Performing Portfolio using this FREE NEW Portfolio Builder Tool-----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 [email protected] 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 Nick on Twitter.Episode TimeStamps:00:23 - What has caught our interest recently?03:04 - The Nikkei index finally comes out it its 35 year drawdown05:35 - Industry performance update07:37 - Q1, Oliver: Does it makes sense to use factor regression to evaluate managed futures?14:24 - The state of the industry18:17 - Is trend following flopping?27:34 - Building optimal trend following portfolios36:15 - Pick your battles49:10 - Is there a way to time trend following?53:34 - Is it actually an advantage to trade alternative markets?01:04:44 - Thanks for listeningCopyright © 2024 – CMC AG – All Rights Reserved----PLUS: Whenever you're ready... here are 3 ways I can help you in your investment Journey:1. eBooks that cover key topics that you need to know about In my eBooks,