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SI416: 137 Years of Trend: What the Evidence Really Shows ft. Yoav Git
Niels Kaastrup-Larsen and Yoav Git examine why trend following continues to endure despite decades of changing markets and persistent skepticism. They revisit AQR’s 137-year study of trend following, exploring diversification, volatility scaling and the behavioral and economic forces behind persistent trends. The conversation also turns to the mechanics of commodity markets, using the 2020 oil collapse to show how inventories, storage capacity and forced futures rolls can produce extreme price moves. Along the way, they discuss investor trust, systematic risk intervention, CTA implementation and why understanding market structure matters just as much as building the signal. IT's TRUE - most CIO's read 50+ books each year - get your copy of the Ultimate Guide to the Best Investment Books ever written here: www.toptradersunplugged.com/Ultimate And you can get a free copy of my latest book "Ten Reasons to Add Trend Following to Your Portfolio" here: www.toptradersunplugged.com/10-reasons-optin Send your questions to info@toptradersunplugged.com Follow Niels on Twitter and Yoav on LinkedIn: @TopTradersLive & www.linkedin.com/in/yoavgit/ And please share this episode with a like-minded friend and leave an honest rating & review on iTunes and Spotify so more people can discover the podcast.





