TIP333: Trend Following w/ Niels Kaastrup-Larsen

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By Stig Brodersen and The Investor's Podcast Network. 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.

On today’s show, we have a veteran of the finance industry, Mr. Niels Kaastrup-Larsen. We discuss how simulations of trend following work together with an equities portfolio, and how models built on historical data perform in a year with a pandemic that we have never seen before.

Niels has been part of the hedge fund industry for more than 25 years. Throughout that period of time, he's implemented a trend-following approach to investing.

IN THIS EPISODE, YOU'LL LEARN:

  • Why trend following has a place in any diversified portfolio?
  • How rule-based strategies work in a market when you don’t have historical data
  • If trend following can give you returns not affected by the low-interest-rate environment
  • How to best measure risk and return

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