Today, we examine the intriguing dynamics of systematic investing, focusing on the theme of volatility sizing and its implications for trend following strategies. We discuss how volatility often expands during profitable trades, highlighting the importance of managing risk through dynamic sizing compared to static approaches. We explore the interplay between equities and managed futures, emphasizing how these strategies can complement each other while navigating the complexities of correlation risk. As we look ahead to 2025, the conversation touches on broader economic themes, including inflation volatility and its potential impact on investment strategies. With insights from recent research, the episode provides valuable perspectives for investors seeking to understand the evolving landscape of systematic investing.

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Episode TimeStamps:

01:05 - What has caught our attention recently?

02:13 - Industry performance update

03:48 - Our takeaways from 2024

09:20 - How different speed has performed in different markets

13:25 - Has market correlation been lower than usual this year?

14:15 - Concluding on 2024

15:55 - Interesting news in the ETF space

18:29 - Key takeaways from the Hedge Nordic Roundtable 2024

20:18 - Optimism for the managed futures...

SI326: Volatility and Trends: What 2024 Held for Trend Followers ft. Katy Kaminski

Top Traders Unplugged