28 The Systematic Investor Series – March 25th, 2019

1:22:29
 
Share
 

Manage episode 229965572 series 2464808
By Discovered by Player FM and our community — copyright is owned by the publisher, not Player FM, and audio streamed directly from their servers.

On today’s show, we give our thoughts on ‘Evidence-Based Investing’, David Harding’s latest comments on Trend Following, how much is too much ‘Open Risk’, as well as answering: what are some of the ‘Trend Commandments’? Also, we discuss whether it’s safe or not to buy after a big upside price break or sell after a big gap down, whether Volatility should be ‘targeted’ in your portfolio, and if a system can be designed handle ‘parabolic moves’ better.

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.

Send your questions to info@toptradersunplugged.com

Follow Niels, Jerry & Moritz on Twitter: @TopTradersLive, @RJparkerjr09 & @MoritzSeibert

And please share this episode with a like-minded friend and leave an honest rating & review on iTunes so more people can discover the podcast.

Episode Summary

0:00 – Intro
2:00 – Weekly review
6:30 – Top tweets
34:40 – Question 1: Michael; Have any of you backtested 2009 trades onward with one size fits all position sizing?
47:15 – Question 2: Dave; What represents too much open risk as a percentage of AUM?
56:55 – Question 3: Brian; How does a Trend Following system trade a parabolic market?
1:06:15 – Question 4: George; What are the commandments of Trend Following you reference in earlier episodes?
1:10:00 – Question 5: George; Could Moritz discuss why he dislikes a simple Trend Following system on just the S&P 500 when Meb Faber’s research shows it is effective.
1:12:40 – Question 6: George; Is Jerry’s infrequent overall risk reduction built into his system?
1:15:10 – Question 7: George; Most Trend Followers use stops, why doesn’t DUNN?
1:19:10 – Performance recap

Subscribe on:

Subscribe in iTunes Subscribe on Stitcher Subscribe on Soundcloud

202 episodes available. A new episode about every 4 days averaging 58 mins duration .