Embracing Trend Following: Guide to Transforming Investor Portfolios | Top Traders Unplugged 143

Today, we are joined by Guillaume Jamet, Principal Manager and Co-CIO at Metori Capital Management, for a conversation on how they use a scientific approach to uncover market complexities in order to generate performance. We discuss their alternative view on sharpe and how they add value to a trend following program using research, why CTAs and trend following is not as easy as it might seem and how they break down conventional rules in markets to fix what is not working. We also discuss how they approach manager selection and the pros and cons of trading alternative markets like China, how they make investors embrace trend following in their portfolio and much more.
#toptraders #investing #trendfollowing #cta
Episode Summary
02:17 - Introduction to Metori Capital Management
04:08 - Their investment philosophy
09:47 - An alternative view on Sharpe
18:44 - Adding value to a trend following program
21:08 - Signal filtering and embedding correlations
24:46 - The better technique and right timeframe
27:35 - Selecting and changing parameters
30:18 - Their view on replication
32:50 - Advice on evaluating and selecting managers
35:48 - Benefiting from alternative markets
39:30 - The risk of alternative markets
41:29 - Looking beyond China
42:18 - Incorporating ESGs with alternative markets
45:20 - Overcoming investors' trend following barriers
49:39 - The role of trend in a multi-asset portfolio
53:47 - Are risk mitigation strategies going out of fashion?
55:49 - Too much money in trend following?
58:57 - Trend following disagreements
01:00:56 - Expectations for 2023
01:02:55 - Thanks for listening
Full episode can be found here:
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[@ryanbarrett3268]

Very interesting about the serenity ratio - thanks.