TTU124: Trend Following with a Twist ft. Harold de Boer, Managing Director at Transtrend

Published: Jan. 20, 2023, 5 a.m.

Today, we are joined by Harold de Boer, Head of R&D and Managing Director at Transtrend, for a conversation on their unique approach to trend following. We discuss the investment philosophy at Transtrend and what makes them stand out against other investors, why markets trend and what history can teach us about trend following, how the war in Ukraine impacts markets and how Transtrend stays diversified. We also discuss why Transtrend has not deviated from trend and the importance of differentiating yourself, why de Boer believes computers have been become a disadvantage and why de Boer does not think trading more markets is always better. Lastly, we discuss Transtrend\u2019s approach to pricing their work and why they think ESG\u2019s have become a \u201cstrange thing\u201d, what de Boer is most excited for in 2023 and much more.

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Learn more about Transtrend

Episode Timestamps:

02:27 - Introduction to Transtrend

03:47 - The investment philosophy

17:55 - Being unconventional

21:27 - Pure trend following vs. Trend following plus

29:25 - What is the investment objective?

32:53 - Developing and evaluating systems

37:34 - Human + computer = better than computer?

40:34 - Weaknesses of CTA replication strategies

47:17 - Is trading more markets better?

51:54 - Managing risk and liquidity concerns

56:06 -