Turtle Tidbits
Turtle Tidbits is where we share sharp insights and deep dives into our favourite topic: diversified systematic trend following. From risk management to system diversification, our articles explore the principles and practices that guide our trading approach. Whether it’s unpacking the flaws in traditional risk metrics or offering practical tips from the trenches, Turtle Tidbits gives you a clear view into how we think, trade, and refine our edge. Stay tuned for regular updates packed with real-world experience and process-driven advice.
How Outlier Hunters Exploit Convexity to Achieve Infinite Yield
In the world of finance, where smooth and predictable returns are often celebrated as the gold standard, trend followers and outlier hunters adopt a radically different mindset. Instead of shying away from volatility and uncertainty, they lean into them, viewing these characteristics not as risks to be managed away but as opportunities to be exploited.
The Pitfalls of “Sharpe World” Thinking: Why It Fails to Capture Convexity
“Sharpe World” thinking is inadequate for today’s complex and unpredictable markets. It fails to account for the chaotic, non-linear realities of financial markets.
What is Convexity and Why it Matters for Trend Following
Why do some strategies thrive in chaos while others crumble under pressure? This question cuts to the heart of trading and investing, where uncertainty and volatility aren’t the exceptions—they’re the norms. The answer often lies in a powerful yet misunderstood concept: convexity.
When Stability Deceives: Preparing for Hidden Risks
Periods of calm in financial markets often conceal hidden risks, quietly accumulating until they erupt in disruptive events. This blog explores why traditional risk models, like Value at Risk (VaR) and Sharpe ratios, fail to capture these vulnerabilities.
Understanding Warehoused Risk
This blog explores the concept of warehoused risk and how effective portfolio management can enhance returns while mitigating risk.
Navigating the Complexities of Risk in Trend
Enhancing Trend Following Performance using System Diversification
ClassicTrendIndex.com Launch
The Aussie Turtles and Participating Programs are thrilled to announce the launch of ClassicTrendIndex.com…
Aussie Turtles Launch
An evening with Jerry Parker, Moritz Seibert, Moritz Heiden, Adam Havryliv and Richard Brennan… with special guest, Michael Covel…
