26 The Systematic Investor Series – March 10th, 2019


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Is it more profitable to be longer-term? When is Trend Following the wrong strategy to use? Should you ‘ease’ into a trade, or go all in, and how should you adjust position size? Other talking points include where to trade Single Stock Futures, how to include Options into a Trend Following strategy, as well as recent quotes from Stanley Druckenmiller about being greedy in the markets, and the quotes from Howard Marks on the psychology of the markets.

You can download your free guide to Systematic Investing, and subscribe to our mailing list by visiting TopTradersUnplugged.com

Get a free copy of my latest book “The Many Flavors of Trend Following” here.

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Feel free to leave an honest review on iTunes.

Episode Summary

00:00 – Intro
01:35 – Weekly review
6:15 – Top tweets
29:35 – Question 1: Antonio; How do you determine if your Trend Following model is broken?
45:00 – Question 2: Seth; How does Jerry diversify his single stock portfolio?
47:20 – Question 3: Dave; Could you discuss specific details of your systems?
48:15 – Question 4/5/6: Carlos; How does Jerry trade single stock futures given liquidity? What is your opinion on using alternative data for position sizing/signal generation? What is your opinion on adjusting position sizes using momentum/pyramiding/etc.?
58:20 – Question 7: Walter; What exchange does Jerry use to trade single stock futures/where is the liquidity?
1:03:30 – Question 8: Brian; Do you use options strategies? If so would you discuss your strategies?
1:09:50 – Question 9: Glen; Please discuss your execution process once a system provides a signal.
1:15:00 – Question 10/11: Keith; If establishing a new system, do you put on all positions as of a specific date or sit in cash waiting for new entry signals? How do you adjust positions when new money comes in?
1:19:50 – Performance recap

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203 episodes available. A new episode about every 0 hours averaging 57 mins duration .