SI312: Should You Just Buy a CTA Index? ft. Rob Carver

Rob Carver is back this week to discuss the importance of being able to detach yourself from the markets and taking “real” breaks from time to time and we also hear from Rob what it is like to let his systematic trading system run by itself whilst he enjoys a long summer holiday. We also discuss the underlying theory of macro momentum and how you can apply it to your own system, how he targets volatility in his portfolio and why Rob does not like using stop-losses to exit trades. We also touch on whether it’s a good idea for Trump to create a U.S. Bitcoin strategic reserve, how ETFs really work and what they can bring to your portfolio, and whether or not buying one of the new CTA replication products is really the same as buying the underlying CTA index based on a recent paper from Transtrend.-----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 Rob on Twitter.Episode TimeStamps: 01:18 - What has caught our attention recently?02:59 - How it feels to let your system run without you during holidays?10:45 - Industry performance update14:30 - Q1, Luis: What are your thoughts on Macro Momentum for retail traders?21:00 - Q2, Roman: How to best target portfolio volatility24:24 - Q3, Joshua: Which risk manament approach is best ATRs vs actual % of capital31:22 - Would a Bitcoin strategic reserve be a good idea?39:05 - A deep dive into ETFs48:52 - An example of a worst case scenario ETF53:13 - Can't we just buy a CTA index?59:29 -...