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Trend Following with Russell Korgaonkar of Man AHL | Top Traders Unplugged 123

In this first episode of the new mini series with the largest and most successful trend followers in the world, we are joined by Russell Korgaonkar, CIO at Man AHL, for a conversation on how Man AHL uses trend following in their trading strategy. We discuss the philosophy behind their work and why they believe trend following is a great strategy, as well as what makes Man AHL stand out to investors and how they make trend following more digestible while maintaining "crisis alpha". We also discuss Korgaonkar’s view on CTA replication and their process of improving their trend following system and models, why having a good execution system is important for enabling different sources of alpha and why they use dynamic position sizing to maximize their returns, how they overcome periods of drawdowns and how you price your work as a CTA, how much you should allocate to trend and much more. #toptraders #investing #trendfollowing #cta #managedfutures Episode Summary 00:00 - Intro 02:22 - Introduction to Man AHL 03:45 - Their trading strategy 06:18 - Why does trend following work? 10:11 - A unique type of trend following? 15:46 - A trade-off in the objectives 19:14 - The effect of adding carry 21:13 - Picking from the strategy menu? 22:46 - Too much focus on sharpe? 24:33 - Replication - yay or nay? 29:54 - Have the models become outdated? 35:55 - The importance of execution 39:06 - Dynamic vs static position sizing 44:24 - Overcoming drawdowns 48:42 - Discussion on capacity and fees 52:18 - How to think about expected returns 57:09 - Can you trend follow trend following? 58:50 - Managing the cash 01:00:21 - Disagreements in trend following 01:02:03 - Questions to ask as an allocator 01:03:49 - Expectations for 2023 01:05:51 - Thanks for listening === Subscribe to our podcast: iTunes: https://itunes.apple.com/us/podcast/t... Spotify: https://open.spotify.com/show/2OnOvLb... Follow us on social media: TWITTER:   / toptraderslive   (@TopTradersLive) FACEBOOK:   / toptradersunplugged   INSTAGRAM:   / toptradersunplugged   SOUNDCLOUD:   / toptradersunplugged-com   Russell Korgaonkar:   / russell-korgaonkar-14471551