SI62: The benefits of running a multi-strategy portfolio

17/11/2019 1h 16min
SI62: The benefits of running a multi-strategy portfolio

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Episode Synopsis

In this week’s edition, we discuss the possible benefits of running a multi-strategy portfolio, whether or not you need to have a ‘feel’ for the markets before constructing a model, the new all-time highs on the Dow, Trend Following as a viable solution to the end of the 60/40 portfolio, and the longer-term drawbacks of chasing performance from different fund managers.  Questions we cover this week include: What really went wrong with LTCM? Should Trend Followers also employ Buy & Hold strategies? Is it ok to ‘leave money on the table’?  How would you go about getting into the CTA industry? -----50 YEARS OF TREND FOLLOWING BOOK AND BEHIND-THE-SCENES VIDEO FOR ACCREDITED INVESTORS - CLICK HERE-----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.Episode TimeStamps:00:00 – Intro01:05 – Events review04:00 – Weekly review of performance17:10 – Top tweets51:50 – Question 1: Carl; Is the stop price impacted by the cost of execution?55:30 – Question 2: Saleh; Can you design a system that works in both trending markets and range bound markets?01:01:55 – Question 3: Edrico; When adding new markets, do you consider correlations to existing markets in a system?01:04:10 – Question 4: Glen; How would you break into the CTA industry?01:13:35 – Benchmark performance updateCopyright © 2025 – 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 Trend Following

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