My guest today is Nigol Koulajian, the Founder and Chief Investment Officer of Quest Partners LLC. He has been designing and trading short-term and long-term technical systems for over 22 years.
The topic is Trend Following.
In this episode of Trend Following Radio we discuss:
- Trend following performance in 2014
- Volatility vs. skew
- Why having a good Sharpe Ratio is not the be-all-end-all
- The notion that alpha in the CTA world is not a result of skill
- Correlation between tail risk and the Sharpe Ratio
- Central bank action and the Swiss Franc
- Why trend following may not be as good in equity market corrections now as it has been in the past
- Why trend following is not about the super-complicated mathematics
- Getting outsiders to understand drawdowns
- Emotional intelligence vs. intellectual intelligence
- Media bias against trend following
Listen to this episode:
- Listen to this podcast on iTunes. (Please leave a rating!)
- Listen on Spotify.
- Listen on Stitcher.
- Libysn RSS.
- Download as MP3 by right-clicking here and choosing “save as.”
- Free Video.
Jump in!