1 hr 7 min
TTU123: Trend Following Master Class ft. Russell Korgaonkar, CIO at Man AHL Top Traders Unplugged
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- Investing
In this first episode of the new mini series with the largest and most successful trend followers in the world, we are joined by Russell Korgaonkar, CIO at Man AHL, for a conversation on how Man AHL uses trend following in their trading strategy. We discuss the philosophy behind their work and why they believe trend following is a great strategy, as well as what makes Man AHL stand out to investors and how they make trend following more digestible while maintaining "crisis alpha". We also discuss Korgaonkar’s view on CTA replication and their process of improving their trend following system and models, why having a good execution system is important for enabling different sources of alpha and why they use dynamic position sizing to maximize their returns, how they overcome periods of drawdowns and how you price your work as a CTA, how much you should allocate to trend and much more.
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EXCEPTIONAL RESOURCE: Find Out How to Build a Safer & Better Performing Portfolio using this FREE NEW Portfolio Builder Tool
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Follow Niels on Twitter, LinkedIn, YouTube or via the TTU website.
IT’s TRUE ? – most CIO’s read 50+ books each year – get your FREE copy of the Ultimate Guide to the Best Investment Books ever written here.
And you can get a free copy of my latest book “The Many Flavors of Trend Following” here.
Learn more about the Trend Barometer here.
Send your questions to info@toptradersunplugged.com
And please share this episode with a like-minded friend and leave an honest Rating & Review on iTunes or Spotify so more people can discover the podcast.
Follow Alan on Twitter.
Learn more about Man AHL
Episode Timestamps:
00:00 - Intro
02:22 - Introduction to Man AHL
03:45 - Their trading strategy
06:18 - Why does trend following work?
10:11 - A unique type of trend following?
15:46 - A trade-off in the objectives
19:14 - The effect of adding carry
21:13 - Picking from the strategy menu?
22:46 - Too much focus on Sharpe?
24:33 - Replication - yay or nay?
29:54 - Have the models become outdated?
35:55 -...
In this first episode of the new mini series with the largest and most successful trend followers in the world, we are joined by Russell Korgaonkar, CIO at Man AHL, for a conversation on how Man AHL uses trend following in their trading strategy. We discuss the philosophy behind their work and why they believe trend following is a great strategy, as well as what makes Man AHL stand out to investors and how they make trend following more digestible while maintaining "crisis alpha". We also discuss Korgaonkar’s view on CTA replication and their process of improving their trend following system and models, why having a good execution system is important for enabling different sources of alpha and why they use dynamic position sizing to maximize their returns, how they overcome periods of drawdowns and how you price your work as a CTA, how much you should allocate to trend and much more.
-----
EXCEPTIONAL RESOURCE: Find Out How to Build a Safer & Better Performing Portfolio using this FREE NEW Portfolio Builder Tool
-----
Follow Niels on Twitter, LinkedIn, YouTube or via the TTU website.
IT’s TRUE ? – most CIO’s read 50+ books each year – get your FREE copy of the Ultimate Guide to the Best Investment Books ever written here.
And you can get a free copy of my latest book “The Many Flavors of Trend Following” here.
Learn more about the Trend Barometer here.
Send your questions to info@toptradersunplugged.com
And please share this episode with a like-minded friend and leave an honest Rating & Review on iTunes or Spotify so more people can discover the podcast.
Follow Alan on Twitter.
Learn more about Man AHL
Episode Timestamps:
00:00 - Intro
02:22 - Introduction to Man AHL
03:45 - Their trading strategy
06:18 - Why does trend following work?
10:11 - A unique type of trend following?
15:46 - A trade-off in the objectives
19:14 - The effect of adding carry
21:13 - Picking from the strategy menu?
22:46 - Too much focus on Sharpe?
24:33 - Replication - yay or nay?
29:54 - Have the models become outdated?
35:55 -...
1 hr 7 min