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Trend following and Risk Mitigation Strategies

Updated: Jun 22, 2023

1st May 2023

Alan Dunne joined Niels Kaastrup-Larsen on Top Traders Unplugged podcast recently to discuss global macro developments, building alternative investment portfolios and what strategies can serve as risk mitigation strategies.

Alan discusses the recent macro and inflation data and what the extreme inversion in the 3mth-10-year yield curve is signalling.

They delve into a paper from Meketa Investment Group on Risk Mitigation Strategies and Alan outlines the key building blocks he considers when building an alternatives portfolio.

They also compare the current drawdown for trend following strategies to similar drawdowns in the past and discuss a paper from Aspect Capital on the topic of What is the outlook for trend following?


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