Image by Jeremy Bishop

Systematic Investor

In the Systematic Investor Series on Top Traders Unplugged, Alan Dunne, speaks to Niels Kastrup-Larsen about what's new and interesting in the financial markets from the perspective of an allocator to Global Macro, Managed Futures and Trend Following strategies.

Stacking Returns in a

Tightening Cycle

July 2022

In this episode we discuss the merits and challenges or ‘return stacking’ in asset allocation and we delve in my recent research paper The Return of the Philips Curve which examines why the current rate tightening cycle may be more similar to the 1960s, 1970s and early 1980s than those of the last two decades

A New Era For Currencies

April 2022

With some commentators now calling for a shift in the global monetary order to Bretton Woods III, we discuss the cyclical and structural trends in currencies.  We look at the strategies of one of the first hedge fund managers, Alfred Winslow Jones, and why they are still relevant today.  

A New Golden Era for Trend Following

February 2022

With bonds and equities both posting negative returns we discuss why Trend Following is performing well and why managed futures strategies may part of the solution as investors reassess the 60-40 portfolio.

Overcoming Behavioural Biases in

Manager Selection

May 2022

In this episode we discuss my recent paper, Solving the Manager Selection Puzzle,  which focuses on the behavioural biases investors may experience when selecting investment managers, particularly CTAs, and strategies for overcoming these biases

To Trend Follow or not to Trend Follow

March 2022 

In this episode  we go back to to first principles and discuss what causes major price trends in markets.

How large US public pension plans use Trend Following strategies in their portfolios and whether its too late to allocate to Trend Following after recent strong performance are among the other topics we delve into.

The Future of Trend Following

Jan 2022

In this episode we discuss the reasons why Trend Following strategies had a difficult period in the 2010s and look ahead to why the market environment in the coming decade look more favourable for the strategy.