Today, Rob Carver returns to the show for the first weekly trend following conversation in 2023, where we discuss the unusual situation with the vol market and how to use stops and moving average crossovers when entering and exiting trades, what it takes to run a trend following portfolio in 2023 and why it is not for everyone, how Kurtosis and skew is used in managed futures, Rob's process of picking parameters and why using a mixture parameter speed is the most optimal approach. We also discuss the U.S. debt ceiling and why it can become a potential problem, speed in trend following and why you shouldn’t put all your eggs in one basket, how much math you need to work in the financial markets and much more.

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Episode TimeStamps:

02:18 - What happened since we last spoke?

09:58 - Industry performance update

12:49 - A1, Andrew: Use stop or wait for crossover?

18:41 - Q2, Joseph: Is running your own trend following portfolio reasonable in 2023?

22:58 - Q3, Bart: The importance of Kurtosis

26:53 - Q4, Ross: How to pick parameters?

41:22 - Defending optimization

43:32 - The U.S Debt ceiling

48:05 - The need for speed in trend following

56:16 - Optimal trend following with transaction cost

59:05 - How much Math is needed to be a Trend Follower?

01:04:12 - Thanks for listening

SI226: Trend Following - the Do's & the Dont's ft. Rob Carver

Top Traders Unplugged