TTU95: Redefining Trend Following ft. Katy Kaminski, Alex Greyserman & Roberto Osorio – 1of2

Thanks for tuning back into our show, we know it has been a while since we’ve published an episode. However, you are in for a real treat: this is the first episode where we have a roundtable of guests, representing some of the most prominent firms in the trend following space. Our guests have a combined 100 years of track record, and we’ll explore it all in this episode.

We discuss the history of trend following, what it takes to practice trend following, and the human biases that effect our trading.

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In This Episode, You’ll Learn:

  • The history of trend-following
  • The phenomenon of momentum
  • When the concept of trend following that we know today came about
  • Why Katy & Alex gathered data from hundreds of years ago
  • Katy talks about their book on Trend Following
  • Why markets are not getting more efficient
  • Why  the edge in Trend Following is “knowing what you don’t know”
  • How long it took for Alex to start believing in trend following
  • Roberto’s first exposure to trend following
  • Why humility is necessary to practice trend following
  • The importance of taking the human emotion out of the decision process
  • Katy’s voodoo finance and heuristics
  • Are all CTA’s trend-followers?
  • Alex’s Random Entry System that uses coin flips
  • The three decisions that are involved in a trade
  • The fact and fiction of how difficult it is to do trend-following
  • Why humans suffer from representative bias
  • The factor of simplicity when making a trend following system

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Resources & Links Mentioned in this Episode:


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