Today we continue our interview with Andreas Clenow, where we cover topics such as backtesting & system design, whether we see any growth in the CTA industry, long-term vs short-term Investing, and how to go about raising initial AUM. Questions include: How important are drawdowns when analysing performance? Is Crisis Alpha an appropriate label for CTAs today? How do you choose parameters for your Trading Models?

-----

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

-----

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 “Ten Reasons to Add Trend Following to Your Portfolio” 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.

Episode TimeStamps:

00:00 – Intro

01:54 – Niels; Question One: How does one go about choosing parameters for their Trading models? Question Two: Do you stick with your model, or do you look to recalibrate it over time?

07:37 – Jerry; Question Two: Have you noticed that longer-term systems have always produced better results than shorter-term, even though we may think otherwise? How important are drawdowns when analysing performance?

13:48 – Moritz; Question One: Would you still go out and start a Trend Following fund today? If so, how would you go out and raise the initial AUM?

16:25 – Niels; Question Two: How should CTAs & Trend Followers present themselves? Is Crisis Alpha an appropriate label?

22:32 – Niels; Question Three: If you could invite 4 people to dinner, from past or present, who would you choose?

24:00 – Niels; Question Four: Anything you would like to share regarding your latest book?

26:23 – Brian; Question One: Do you think Options strategies distort Trends and the performance of Trend Following strategies?

27:08 – Benchmark performance update

----

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

SI70: How to design and backtest your system ft. Andreas Clenow (Part 2)