SI312: Should You Just Buy a CTA Index? ft. Rob Carver

Rob Carver is back this week to discuss the importance of being able to detach yourself from the markets and taking “real” breaks from time to time and we also hear from Rob what it is like to let his systematic trading system run by itself whilst he enjoys a long summer holiday. We also discuss the underlying theory of macro momentum and how you can apply it to your own system, how he targets volatility in his portfolio and why Rob does not like using stop-losses to exit trades. We also touch on whether it’s a good idea for Trump to create a U.S. Bitcoin strategic reserve, how ETFs really work and what they can bring to your portfolio, and whether or not buying one of the new CTA replication products is really the same as buying the underlying CTA index based on a recent paper from Transtrend.

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Episode TimeStamps:

01:18 - What has caught our attention recently?

02:59 - How it feels to let your system run without you during holidays?

10:45 - Industry performance update

14:30 - Q1, Luis: What are your thoughts on Macro Momentum for retail traders?

21:00 - Q2, Roman: How to best target portfolio volatility

24:24 - Q3, Joshua: Which risk manament approach is best ATRs vs actual % of capital

31:22 - Would a Bitcoin strategic reserve be a good idea?

39:05 - A deep dive into ETFs

48:52 - An example of a worst case scenario ETF

53:13 - Can't we just buy a CTA index?

59:29 - The best way to think about indices

01:07:41 - Turning a backtest into an index

Resources discussed in this Episode:

• LINK: Just Buy the Index!

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