Informações:

Sinopsis

Today, Alan Dunne joins us to discuss what the future could look like without central bank liquidity being pumped into the markets, macro versus quantitative trading approaches, how to avoid crowded strategies, some post analysis of a trend following research paper, whether CTAs are being gamed by other participants, analysing the various methods of price trend measurements, what may have caused a more difficult trading environment for Trend Following strategies in the 2010s, and the economic factors that lead to great periods for Trend Following. In this episode, we discuss: What markets could look like without Federal Reserve liquidity injections Macro versus quantitative approaches Avoiding crowded strategies What it was like to trade through 2018 How market participants may try to game Trend Followers Measuring the strength of price trends Reviewing the performance of Trend Following during the 2010s Which economic factors could drive strong Trend Following performance Check out our series on Volatility h