Does Trend Following Work? Meb Faber and Jerry Parker Answer All Your Questions
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- Опубликовано: 4 авг 2024
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Today’s returning guest is Jerry Parker, CEO of Chesapeake Holding Company. Jerry began his career in 1983 when he was accepted into Richard Dennis’ Turtle Program.
In today’s episode, Meb & Jerry discuss the launch of their new ETF, the Cambria Chesapeake Pure Trend ETF (MFUT). They delve into the fund, which uses a systematic trend following strategy across stocks, bonds, currencies, and commodities. Jerry covers the key principles of trend following, the importance of capturing big trends, and the benefit of trend following in a portfolio.
To learn more about the Cambria Chesapeake Pure Trend ETF, visit www.cambriafunds.com/mfut
Investing involves risk. Principal loss is possible.
Distributed by Foreside Fund Services, LLC.
To see links or read the transcript of the episode, visit us at www.themebfabershow.com
(0:26) Welcome to our guest, Jerry Parker
(0:42) The Cambria Chesapeake Pure Trend ETF
(10:10) The various assets the fund trades
(13:09) The benefit of short positions
(19:08) Trend following principles
(22:08) The importance of following rules and hunting outliers
(33:16) How trend following fits in a portfolio
(43:00) Excitement about ETFs and the future of managed futures 
Развлечения
No way! I watched me myself & Irene last night 😂.
Good discussion!
great episode, listened on itunes already :) !
What is a replicator?
Hey Chesapeake, does MFUT run the same trend following system that TFPN runs? Seems like Chesapeake run both etf's. From what I read, TFPN trades up to 500 markets/instruments while MFUT trades approx 100. Fees are 1.1% per annum for TFPN and 0.75% for MFUT. Any other differences?
biggest difference is the risk budget to equities. It's 50% for tfpn and 25% for MFUT
@@stiffeification How about EQCHX (AXS Chesapeake Strategy Fund)?
Where do I find the links in the show notes?
www.themebfabershow.com/episodes/7upQbiRveJ8
We gotta get the links to the movies 😂
How should we choose between MFUT and TFPN?
I have both.
Could you post the paper you referenced at the end? Thank you
www.themebfabershow.com/episodes/7upQbiRveJ8
Any plans for a UCITS offering?
Time will tell. TFPN up 5.9% so far this year.
How does a fund have expertise across 4 different asset classes? I love this trend investing and holding your winners or letting them run! Very insightful interview!! Definitely sounds interesting.
What's the "secret sauce" to CTA systematic trend followers? If they tell me their entry/exit/sizing rules like the Turtles did, can I replicate their results or are there more to it than that? And are they continuously trying to come up with new systems or are the systems mostly static?