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TTU136: Trend Following... C'est la vie ft. Philip Seager, Head of Absolute Return at Capital Fund Management
Today, we are joined by Philip Seager, Head of Absolute Return at Capital Fund Management (CFM), for a conversation on how they incorporate trend following in their investment strategy. We discuss their research on how trend following has performed historically and how they use the data in their trading and the role trend following play in their portfolio construction. We also discuss the right way of doing research when it comes to quant based strategies and how they differentiate themselves from other trend followers, how they keep risk stable and forecast gaps in markets, how you should use trend following in a multi-asset portfolio and how they estimate capacity, the risk of investing in a replicator strategy and much more.
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IT\u2019s TRUE ? \u2013 most CIO\u2019s read 50+ books each year \u2013 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 \u201cTen Reasons to Add Trend Following to Your Portfolio\u201d here.
Learn more about the Trend Barometer here.
Send your questions to info@toptradersunplugged.com
And 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.
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Learn more about Capital Fund Management.
Episode Timestamps:
02:05 - Introduction to Capital Fund Management\t
05:32 - Their investment philosophy\t
12:27 - Periods of under-performance\t
19:13 - Trend following - a small piece?
24:58 - Do Trend Followers have a dual mandate?\t
31:32 - Their research process\t
36:22 - Enhancing a trend program\t
37:46 - Using machine learning\t
40:47 - Different types of trend followers\t
46:56 - Controlling the risk\t
51:20 - Dealing with drawdowns\t
54:44 - Achieving convexity\t
57:03 - Looking...