SI174: The Future of Trend Following ft. Alan Dunne

Published: Jan. 10, 2022, 2:13 a.m.

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Today, Alan Dunne joins us to discuss what the future could look like without central bank liquidity being pumped into the markets, macro versus quantitative trading approaches, how to avoid crowded strategies, some post analysis of a trend following research paper, whether CTAs are being gamed by other participants, analysing the various methods of price trend measurements, what may have caused a more difficult trading environment for Trend Following strategies in the 2010s, and the economic factors that lead to great periods for Trend Following.

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In this episode, we discuss:

  • What markets could look like without Federal Reserve liquidity injections
  • Macro versus quantitative approaches
  • Avoiding crowded strategies
  • What it was like to trade through 2018
  • How market participants may try to game Trend Followers
  • Measuring the strength of price trends
  • Reviewing the performance of Trend Following during the 2010s
  • Which economic factors could drive strong Trend Following performance

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Learn more about the Trend Barometer here.

Send your questions to info@toptradersunplugged.com

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Episode TimeStamps:

00:00 - Intro

00:58 - Feel free to share this podcast with like-minded friends using this link:

https://top-traders-unplugged.captivate.fm/listen

and a big thank you to those who have left a 5-star rating or review on iTunes

02:34 - Macro recap from Niels

05:02 - Weekly review of returns

12:22 - Q1: Brett; How do you define a...'