SI318: How Trend Following Changes with Interest Rates ft. Katy Kaminski

Top Traders Unplugged

Join Katy and I as we delve into the intriguing dynamics of trend following in the context of changing interest rates. We cover how trend-following strategies can be a valuable addition to investment portfolios, especially in high-rate environments where traditional fixed income may offer diminished diversification benefits. Katy shares insights from her latest paper, which explores the performance of trend-following strategies during various economic crises, emphasizing the importance of adaptability in turbulent markets. The conversation also touches on the recent Nobel Prize buzz surrounding MIT and its implications for innovation in finance, as well as review the latest quarterly insights from Quantica. As we navigate through market trends, you are encouraged to consider how a well-allocated trend-following strategy can enhance portfolio resilience amidst ongoing economic uncertainties.

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Episode TimeStamps:

01:06 - What has caught our attention recently?

04:01 - What is going on with Danske Commodities?

06:29 - Energy traders are the new star athletes

07:47 - Industry performance update

09:55 - How has 2024 treated us so far?

13:58 - The implications of major regime transitions

18:33 - What made Katy write her paper, "Trend Following in a Defensive Rotation"?

24:22 - How has fixed income behaved over a long period of time?

29:02 - How does trend following portfolios react to the correlation between stocks and bonds?

33:27 - Katy's thoughts on the large dispersion between managers this year

36:44 - Can you use carry trading with the SG Trend Index?

39:48 - Timing trends is a fool's game

42:31 - Bill Eckhardt is coming on the podcast next week!

43:35 - The outlook for trend following

46:42 - How do trend following strategies perform in different interest rate environments

52:15 - Do investors agree with the findings of the Quantica paper?

55:31 - Are investors disappointed about the trend following performance?

01:00:40 - What is up for next week?

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