SI194: Trend Following & Manager Selection ft. Alan Dunne

Today, Alan Dunne joins us to discuss manager selection and how to overcome behavioural biases, based on his paper, “Solving the Manager Selection Puzzle”, narratives and dealing with randomness in Trend Following, the end of the 60/40 portfolio and moving from public to private equity, trend following performance and quantitative investment strategies, trend following in an ever changing world and the expectation of going back to “normal”, the challenges of globalization and demographics and much more.

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Episode TimeStamps:

00:00 - Intro

02:14 - Summary of the week

11:47 - The Challenges of Manager selection

18:22 - The Influeence of Randomness

25:57 - Alan's own Vulnerability

28:16 - The 5 Step Solution

30:03 - When the honest answer is what investors want to hear

46:42 - The evolution of the 60/40 portfolio - Barrons article

55:51 - Trend following in the Press

01:02:53 - Will we ever go back to "normal"

01:06:11 - The Great Demographic Twist

01:09:00 - Performance Update

Resources discussed in this Episode:

• LINK: Solving the Manager Selection Puzzle

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