Embracing Trend Following: Guide to Transforming Investor Portfolios | Top Traders Unplugged 143 скачать в хорошем качестве

Embracing Trend Following: Guide to Transforming Investor Portfolios | Top Traders Unplugged 143

Today, we are joined by Guillaume Jamet, Principal Manager and Co-CIO at Metori Capital Management, for a conversation on how they use a scientific approach to uncover market complexities in order to generate performance. We discuss their alternative view on sharpe and how they add value to a trend following program using research, why CTAs and trend following is not as easy as it might seem and how they break down conventional rules in markets to fix what is not working. We also discuss how they approach manager selection and the pros and cons of trading alternative markets like China, how they make investors embrace trend following in their portfolio and much more. #toptraders #investing #trendfollowing #cta Episode Summary 02:17 - Introduction to Metori Capital Management 04:08 - Their investment philosophy 09:47 - An alternative view on Sharpe 18:44 - Adding value to a trend following program 21:08 - Signal filtering and embedding correlations 24:46 - The better technique and right timeframe 27:35 - Selecting and changing parameters 30:18 - Their view on replication 32:50 - Advice on evaluating and selecting managers 35:48 - Benefiting from alternative markets 39:30 - The risk of alternative markets 41:29 - Looking beyond China 42:18 - Incorporating ESGs with alternative markets 45:20 - Overcoming investors' trend following barriers 49:39 - The role of trend in a multi-asset portfolio 53:47 - Are risk mitigation strategies going out of fashion? 55:49 - Too much money in trend following? 58:57 - Trend following disagreements 01:00:56 - Expectations for 2023 01:02:55 - Thanks for listening Full episode can be found here: https://toptradsersunplugged.com/ttu143 Subscribe to our podcast: iTunes: https://itunes.apple.com/us/podcast/t... Spotify: https://open.spotify.com/show/2OnOvLb... Follow us on social media: TWITTER:   / toptraderslive   (@TopTradersLive) FACEBOOK:   / toptradersunplugged   INSTAGRAM:   / toptradersunplugged   SOUNDCLOUD:   / toptradersunplugged-com   Metori Capital Management: https://www.metori.com/en/metori-engl...