SI254: Does Trend Following Single Stocks Make Sense? ft. Nick Baltas

Nick Baltas returns to discuss single stock trend momentum dynamics and more. With his usual academic elegance, Nick dives into Portfolio Construction and Risk Management, Static vs. Dynamic positioning, how to apply each type in your trading, and why one is not “better” than the other, the key factors of portfolio construction and why the difference between cross-sectional and time-series momentum is important to understand. We also discuss trend following in single stocks and why it is a complicated matter, single stock factors trend as well CTA strategies inside ETF wrappers...the pros and cons 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 “Ten Reasons to Add Trend Following to Your Portfolio” here.Learn more about the Trend Barometer here.Send your questions to [email protected] 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 Nick on Twitter.Episode TimeStamps:01:36 - What has caught Nick's attention recently?06:28 - Industry performance update07:28 - Dynamic vs. Static positioning17:54 - Is one better than the other?22:35 - The objective of Dynamic positioning29:35 - Cross-Sectional and Time-Series Momentum: What Is the Difference?43:57 - AQR paper on single stock factor trend50:17 - CTA strategies inside and ETF wrapper...a good idea?01:00:35 - Thanks for listeningCopyright © 2024 – CMC AG – All Rights Reserved----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...