New CTA Index being revealed! | Systematic Investor 311

Top Traders Unplugged
Top Traders Unplugged
868 بار بازدید - 2 هفته پیش - As August comes to an
As August comes to an end, we discuss this month of extremes for the trend-following community, marked by significant dispersion in performance and unusual price activity across multiple asset classes as well as the economy in general. We address the strengths and limitations of replication strategies and Andrew shares insights into how he thinks about appropriate correlations levels between the benchmark and the replication strategy. We discuss the challenges of the due diligence process in replication strategies including team size, why you should start allocating to managed futures and finally Andrew reveals an exciting world premiere that he and his team has been part of. #toptraders #investing #trendfollowing Episode Summary 00:49 - What has been on our radar recently? 04:17 - Industry performance update 08:07 - Just another August? 12:35 - Q1, Martin: How to reduce drawdowns in the managed futures ETF space? 14:54 - Has replication become obsolete? 25:14 - Andrew's guidelines for correlation 31:56 - Staying in sync 35:47 - How to deal with the simplicity of replication strategies 43:42 - A world premiere! 51:05 - An index madness 53:05 - Beware of the shiny new things 56:02 - How the new index works Full episode can be found here: toptradsersunplugged.com/si311 Subscribe to our podcast: iTunes: itunes.apple.com/us/podcast/top-traders-unplugged-… Spotify: open.spotify.com/show/2OnOvLbIV3AttbFLxuoaBW Follow us on social media: TWITTER: twitter.com/TopTradersLive (@TopTradersLive) FACEBOOK: www.facebook.com/toptradersunplugged INSTAGRAM: www.instagram.com/toptradersunplugged SOUNDCLOUD: soundcloud.com/toptradersunplugged-com Follow Andrew on Twitter: twitter.com/andrewdbeer1
2 هفته پیش در تاریخ 1403/06/12 منتشر شده است.
868 بـار بازدید شده
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