SI133: Volatility Targeting ft. Rob Carver - a podcast by Niels Kaastrup-Larsen

Rob Carver joins us today to discuss whether it’s a good idea to adjust your strategy during different periods of volatility, Bitcoin’s expected role as an inflation-hedge, whether commodities are more suited to shorter-term trading than other markets, the NFT frenzy and its credibility as an investment asset, volume analysis and whether it can be play worthwhile part in a Trend Following system, and why volatility may not be a good measure of risk.
In this episode, we discuss:
The case for and against Volatility Targeting
Whether Bitcoin can offset any risks from a high-inflationary environment
Whether commodities can be suitable for long-term strategies
The credibility of NFTs as an asset class
Volume analysis as a trading signal
Volatility as a measure of risk
Follow Niels on https://twitter.com/toptraderslive (Twitter), https://www.linkedin.com/in/nielskaastruplarsen (LinkedIn), https://www.youtube.com/user/toptraderslive (YouTube) or via the https://www.toptradersunplugged.com/ (TTU website).
Follow Rob on https://my.captivate.fm/@InvestingIdiocy (Twitter).
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Send your questions to info@toptradersunplugged.com
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Episode TimeStamps:
00:00 – Intro
02:24 – Macro recap from Niels
04:17 – Weekly review of performance
31:32 – Q1; Dennis: How can a retail trader with limited capital access the commodity markets?
41:47 - Q2; Dennis: How would you deal with big intraday volatility such as in 2020?
51:02 - Q3; Cat: Is volume analysis overrated?
56:16 - Q4; Gustavo: Why should we be worried about volatility if it is going our way?
01:05:52 - Q5; Emra: How often should you recalibrate your system? Why do you recommend not locking in profits early, after unusually sharp portfolio increases?
01:16:08 – Benchmark performance update
01:12:25 – Recommended listening or reading this week: https://www.oaktreecapital.com/docs/default-source/memos/something-of-value.pdf%22%20%5Ct%20%22_blank (Howard Marks’ latest memo)
01:27:35 – Recommended listening or reading this week: https://www.macrovoices.com/954-macrovoices-263-juliette-declercq-why-equities-stand-on-much-stronger-ground-than-consensus-seem-to-believe (MacroVoices Podcast featuring Juliette Declercq)

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