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  • 3 years ago
013: Hedge fund manager Andreas Clenow discusses cash vs risk allocation, position rebalancing and w

013: Hedge fund manager Andreas Clenow discusses cash vs risk allocation, position rebalancing and w

Andreas Clenow is a hedge fund manager who specialises in developing and trading quantitative strategies across all asset classes.
Before joining the hedge fund world by establishing his own hedge fund he maintained Global Head positions at Reuters and Equis International.
He is the author of two books, the first being international best seller ‘Following the Trend’ and the second ‘Stocks on the Move’ has just been released.
In this episode Andreas talks about trend following in stocks, why traditional approaches don't work and what you can do to account for this. We also talk about trading concepts, cash vs risk allocation, position rebalancing and building robust strategies.
Topics discussed

The origins of trend following and why a traditional trend following approach doesn't work on stocks
Why it’s a bad idea to think in terms of cash allocation and the solution
Position rebalancing, why, how and when
How hedge funds look at position sizing compared to retail traders
Why pyramiding

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