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The Double-Edged Sword of Trend Following 

Excess Returns
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18 сен 2024

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Комментарии : 9   
@gregorybainathsah7284
@gregorybainathsah7284 4 месяца назад
Really good insights in this episode! I never considered the volatility above/below the 200MA might be different
@ExcessReturns
@ExcessReturns 4 месяца назад
Thank you!
@HepCatJack
@HepCatJack 5 месяцев назад
There are cellular phone routers that can replace a home's wifi in an emergency. A UPS backup can keep the PC's powered up in a power failure. Using a laptop will also give you some battery power. A large enough solar cell with an inverter to generate 120 V AC also has a decent chance of keeping a recent computer tablet or laptop powered up.
@NegSkew
@NegSkew 5 месяцев назад
Did anyone advocate 60/40 before the 40 year bond trend started in early eighties. It is now in likely 40 year bond down trend. I prefer long/short trend following with futures. There exist blended approaches with managed futures trend following funds alongside long equity. These have outperformed with half the drawdown. Will it work in the future… didn’t work during Globalization QE dampening of period monetary and fiscal inflation stimuli.
@HepCatJack
@HepCatJack 5 месяцев назад
Lynn Alden mentioned the 60/40 stock/bond portfolio in her most recent newsletter. It does not do well in inflationary times.
@NegSkew
@NegSkew 5 месяцев назад
It’s not about being RIGHT twice. That is overly capricious. It is about being LESS WRONG over time. 200+ years of trend following. Need professional to select when to change system. Successful 70s trend following systems are different than those in 2022 but they are profitable beyond market. They both keep loses small and let profits run.
@IAmTheEggMan111
@IAmTheEggMan111 4 месяца назад
Solid thought
@fhthecat7898
@fhthecat7898 4 месяца назад
I came here for Rob Arnott, but I was deceived
@ExcessReturns
@ExcessReturns 4 месяца назад
Sorry about that. The covers may have been crossed up for a minute. Here is the Arnott video. ru-vid.com/video/%D0%B2%D0%B8%D0%B4%D0%B5%D0%BE-Jn3qo8tFda4.html
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