Podcasts Business Investing Top Traders Unplugged TTU38: The Real Secret Behind Trend Following & How It Works ft. Martin Lueck of Aspect Capital 2of2

TTU38: The Real Secret Behind Trend Following & How It Works ft. Martin Lueck of Aspect Capital 2of2

Published: Oct. 9, 2014, 2:30 a.m.

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In the second part of our conversation with AHL founder and Aspect Capital Director, we dive into the details of his firm\\u2019s strategies and models. We explore how the models evolve, how he deals with risk management, and his advice for would-be fund managers. Investors and managers alike will gain deep knowledge from this episode.

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In This Episode, You\\u2019ll Learn:

  • How their model changes are very small and gradual.
  • What the Diversified Program of Aspect looks like today.
  • How Martin weights the portfolio between financial markets and commodity markets.
  • How his model allows them to grow the company.
  • About foreign exchange markets and liquidity.
  • The 2008 crisis and how it affected their models.
  • The real secret behind trend following and how it works.
  • How they are making the transition to a \\u201cbox-to-box\\u201d execution approach.
  • How Martin defines risk and risk management.
  • About model risk.
  • How their risk team operates.
  • Why correlations are a crucial to look at.
  • How drawdowns are different than open-ended risk and how to explain that to investors.
  • Why succession planning is not an issue for the company right now.
  • What his biggest challenge is.
  • The evolution that is going on in the managed futures industry in general.
  • How small firms are struggling but may see opportunities in the future.
  • What Martin would ask David Harding if he were interviewing him.
  • What investors forget or don\\u2019t know to ask.
  • Martin\\u2019s advice for managers or would-be managers.
  • A vacation the Martin took his family on, that turned traumatic for a moment and that British Airways learned a lot from.

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Resources & Links Mentioned in this Episode:


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And you can get a free copy of my latest book \\u201cThe Many Flavors of Trend Following\\u201d here.

Learn more about the Trend Barometer here.

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