Richard Brennan is back to discuss the lurking uncertainty in the economy and take a deep dive into absolute momentum. What is it, how is it used and how does it relate to trend following? How does complex systems really function and evolve over time and what role does correlation play in system design? And financial markets is in fact chaotic systems, then how do predictive modellers trade them? Is there an edge from price following techniques in their ability to trade in highly complex and sometimes chaotic environment? Why noise is not as random as it might occur, how risk should be calculated in complex systems and much more.

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50 YEARS OF TREND FOLLOWING BOOK AND BEHIND-THE-SCENES VIDEO FOR ACCREDITED INVESTORS - CLICK HERE

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Episode TimeStamps:

02:31 - What has happened since last conversation?

08:04 - Industry perfomance update

14:08 - Q1, Correy: If an investor is heavily weighed equities, as most are, are they better off with trend following providers that don't include equities as one of the utilized asset classes?

20:06 - A deep dive into absolute momentum

30:30 - Different implementations, same results

45:47 - The role of correlation

50:56 - Calculating risk in complicated systems

01:14:10 - The weakness of the Sharpe Ratio

01:21:04 - Know your manager well

01:24:19 - Thanks for listening

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PLUS: Whenever you're ready... here are 3 ways I can help you in your investment Journey:

1. eBooks that cover key topics that you need to know about

In my eBooks, I put together some key discoveries and things I have learnt during the more than 3 decades I have worked in the Trend Following industry, which I hope you will find useful. Click Here

2. Daily Trend Barometer and Market Score

One of the things I’m really proud of, is the fact that I have managed to published the Trend Barometer and Market Score each day for more than a decade...as these tools are really good at describing the environment for trend following managers as well as giving insights into the general positioning of a trend following strategy! Click Here

3. Other Resources that can help you

And if you are hungry for more useful resources from the trend following world...check out some precious resources that I have found over the years to be really valuable. Click Here

Disclaimer

SI258: Absolute Momentum in a Chaotic Environment ft. Richard Brennan

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