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Top Traders Unplugged

TTU06: Why Trend Following Systems Make Money Over Time ft. Tushar Chande – 2of2

41 min • 12 juni 2014

We’re back with the second part of our conversation with the Head of Research at Rho Asset Management. In this episode we discuss the details of Managing Equity Curves, Trade Length in CTA systems and how Rho achieves to get the optimal position size when entering new trades.

Thank you for visiting, now let’s continue the interview with Tushar Chande.

In This Episode, You’ll Learn:

  • How Rho creates for algorithms to decide the size of a new position
  • The difference between the models in terms of trade length
  • The trade frequency Rho Asset Management
  • About the design philosophy in creating the profile of its Altius Program
  • Discussing the research cycle and the research reviews
  • Major findings that led to the creation of the Altius Program
  • Why trend following systems make money over time
  • How the CTA strategies will overcome challenges in the future
  • The main thing investors should take away as a benefit of investing with CTAs

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 “The Many Flavors of Trend Following” here.

Learn more about the Trend Barometer here.

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