SI275: TTU YEAR-END Special Part 1
December 22, 2023
1 hr 3 min
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679 of 941

December 22, 2023
SI275: TTU YEAR-END Special Part 1
0:00 / 1:03:59
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The Sharpe Exchange Episodes Around December 22, 2023
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1:03:59This episodeSI275: TTU YEAR-END Special Part 1
Summary
<p>Join us for part 1 of this special edition of Systematic Investor, where we are joined by all of our wonderful co-hosts for a group conversation. In this first part, we take a look back on 2023 and discuss how the year has been treating Trend Followers and CTAs at large. We also discuss volatility trading and value of adding non-trend strategies to your trend following, the outlook of the SG Trend Index and the challenge of classifying yourself in the trend following industry. Lastly, we discuss what you are looking for in a good backtest, how to approach making changes to your model and much more.</p><p><strong>-----</strong></p><p><strong>50 YEARS OF TREND FOLLOWING BOOK AND BEHIND-THE-SCENES VIDEO FOR ACCREDITED INVESTORS - </strong><a href="https://dunncapital.com/DUNN%2050-Year%20Book-TTU" rel="noopener noreferrer" target="_blank"><strong>CLICK HERE</strong></a></p><p>-----</p><p><br /></p><p>Follow Niels on <a href="https://twitter.com/toptraderslive" rel="noopener noreferrer" target="_blank"><strong>Twitter</strong></a>, <a href="https://www.linkedin.com/in/nielskaastruplarsen" rel="noopener noreferrer" target="_blank"><strong>LinkedIn</strong></a>, <a href="https://www.youtube.com/user/toptraderslive" rel="noopener noreferrer" target="_blank"><strong>YouTube</strong></a><strong> </strong>or via the <a href="https://www.toptradersunplugged.com/" rel="noopener noreferrer" target="_blank"><strong>TTU website</strong></a>.</p><p><strong>IT’s TRUE </strong>? – most CIO’s read 50+ books each year – get your FREE copy of the Ultimate Guide to the Best Investment Books ever written <a href="https://www.toptradersunplugged.com/Ultimate" rel="noopener noreferrer" target="_blank"><strong>here</strong></a>.</p><p>And you can get a free copy of my latest book “<strong>Ten Reasons to Add Trend Following to Your Portfolio</strong>” <a href="https://www.toptradersunplugged.com/10-reasons-shownotes" rel="noopener noreferrer" target="_blank"><strong>here</strong></a>.</p><p>Learn more about the Trend Barometer <a href="https://www.toptradersunplugged.com/resources/market-trends/" rel="noopener noreferrer" target="_blank"><strong>here</strong></a>.</p><p>Send your questions to <a href="mailto:info@toptradersunplugged.com%22%20%5Ct%20%22_blank" rel="noopener noreferrer" target="_blank">info@toptradersunplugged.com</a></p><p>And please <strong>share this episode</strong> with a like-minded friend and <strong>leave an honest Rating & Review</strong> on <a href="https://www.toptradersunplugged.com/reviewttu" rel="noopener noreferrer" target="_blank"><strong>iTunes</strong></a> or <a href="https://open.spotify.com/show/2OnOvLbIV3AttbFLxuoaBW" rel="noopener noreferrer" target="_blank"><strong>Spotify</strong></a> so more people can discover the podcast.</p><p>Follow Nick on <a href="https://www.linkedin.com/in/nbaltas/?originalSubdomain=uk" rel="noopener noreferrer" target="_blank">LinkedIn</a>.</p><p>Follow Alan on <a href="https://mobile.twitter.com/alanjdunne" rel="noopener noreferrer" target="_blank">Twitter</a>.</p><p>Follow Katy on <a href="https://www.linkedin.com/in/kathryn-kaminski-phd-caia-9731445/" rel="noopener noreferrer" target="_blank">LinkedIn</a>.</p><p>Follow Andrew on <a href="https://twitter.com/andrewdbeer1" rel="noopener noreferrer" target="_blank">Twitter</a> and <a href="https://www.linkedin.com/in/andrewdbeer" rel="noopener noreferrer" target="_blank">LinkedIn</a>.</p><p>Follow Cem on <a href="https://twitter.com/jam_croissant?lang=da" rel="noopener noreferrer" target="_blank">Twitter</a> and <a href="https://www.linkedin.com/in/cem-karsan-290b061a" rel="noopener noreferrer" target="_blank">LinkedIn</a>.</p><p>Follow Richard on <a href="https://twitter.com/richb118" rel="noopener noreferrer" target="_blank">Twitter</a>.</p><p>Follow Mark on <a href="https://twitter.com/mrzepczynski" rel="noopener noreferrer" target="_blank">Twitter</a>.</p><p>Follow Rob on <a href="https://twitter.com/investingidiocy" rel="noopener noreferrer" target="_blank">Twitter</a>.</p><p><strong>Episode TimeStamps:</strong></p><p><strong>00:23 -</strong> Introduction to this special edition of Systematic Investor</p><p><strong>03:07 -</strong> Looking back on 2023 and into 2024</p><p><strong>13:06 -</strong> Let's talk about volatility</p><p><strong>19:42 -</strong> Volatility from a banker's perspective</p><p><strong>25:13 -</strong> The value of non-trend strategies and smooth returns</p><p><strong>40:40 -</strong> What is going with the SG Trend Index?</p><p><strong>50:20 -</strong> How trend followers classify themselves</p><p><strong>01:02:00 -</strong> End of part 1</p><p>Copyright © 2025 – CMC AG – All Rights Reserved</p><p>----</p><p><strong>PLUS:</strong> Whenever you're ready... here are 3 ways I can help you in your investment Journey:</p><p><strong>1. eBooks that cover key topics that you need to know about </strong></p><p>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. <a href="https://www.toptradersunplugged.com/resources/ebooks/" rel="noopener noreferrer" target="_blank"><strong>Click Here</strong></a></p><p><strong>2. Daily Trend Barometer and Market Score </strong></p><p>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! <a href="https://www.toptradersunplugged.com/resources/market-trends/" rel="noopener noreferrer" target="_blank"><strong>Click Here</strong></a></p><p><strong>3. Other Resources that can help you</strong></p><p>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. <a href="https://www.toptradersunplugged.com/resources/" rel="noopener noreferrer" target="_blank"><strong>Click Here</strong></a></p><p><a href="https://www.toptradersunplugged.com/legal/privacy-policy/" rel="noopener noreferrer" target="_blank">Privacy Policy</a></p><p><a href="https://www.toptradersunplugged.com/disclaimer/" rel="noopener noreferrer" target="_blank">Disclaimer</a></p>





























