39 The Systematic Investor Series – June 9th, 2019

1:12:01
 
Share
 

Manage episode 235666386 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.

Can the VIX index be traded as part of a successful Trend Following strategy? Do CTAs have the edge over traditional Hedge Funds by being invested in the less popular markets? Should some parameters be adjusted according to the market being traded, and can you expect returns from Long Positions & Short Positions to be equal? We also give our thoughts on MorningStar’s recent ‘Bubble Index’ experiment, as well as Real Vision’s recent interview on the subject of ‘selling volatility’.

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
2:55 – Weekly review
11:50 – Live event update 10/26/19-10/27/19
13:00 – Top tweets
45:00Discussion of Goldman Sachs paper on TF
52:20Discussion of Morningstar “bubble” portfolio article
56:10Discussion of Real Vision video on volatility
57:00Discussion of FT article on South Korea
1:00:00 – Question 1: Ryan; Can the VIX be traded as part of a TF strategy?
1:08:00 – Performance recap
1:09:00 – Next week’s special guest is Corey Hoffstein

Subscribe on:

Subscribe in iTunes Subscribe on Stitcher Subscribe on Soundcloud

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