SI194: Trend Following & Manager Selection ft. Alan Dunne


Manage episode 330055263 series 2464808
By Niels Kaastrup-Larsen. Discovered by Player FM and our community — copyright is owned by the publisher, not Player FM, and audio is streamed directly from their servers. Hit the Subscribe button to track updates in Player FM, or paste the feed URL into other podcast apps.

Today, Alan Dunne joins us to discuss manager selection and how to overcome behavioural biases, based on his paper, “Solving the Manager Selection Puzzle”, narratives and dealing with randomness in Trend Following, the end of the 60/40 portfolio and moving from public to private equity, trend following performance and quantitative investment strategies, trend following in an ever changing world and the expectation of going back to “normal”, the challenges of globalization and demographics and much more.



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Episode TimeStamps:

00:00 - Intro

02:14 - Summary of the week

11:47 - The Challenges of Manager selection

18:22 - The Influeence of Randomness

25:57 - Alan's own Vulnerability

28:16 - The 5 Step Solution

30:03 - When the honest answer is what investors want to hear

46:42 - The evolution of the 60/40 portfolio - Barrons article

55:51 - Trend following in the Press

01:02:53 - Will we ever go back to "normal"

01:06:11 - The Great Demographic Twist

01:09:00 - Performance Update

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

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2. Daily Trend Barometer and Market Score

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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

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