36 The Systematic Investor Series – May 19th, 2019

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By Niels Kaastrup-Larsen. Discovered by Player FM and our community — copyright is owned by the publisher, not Player FM, and audio is streamed directly from their servers. Hit the Subscribe button to track updates in Player FM, or paste the feed URL into other podcast apps.

In today’s episode, we discuss whether or not Trend Following is more effective with Volatility Targeting, how cautious you should be of outlier events, how to use stress-levels as an indicator of how good your trading strategy is, and we give our thoughts on the concept of ‘Risk of Ruin’, in relation to the plight of Long-Term Capital management in the late 1990s. Questions this week include: Should you trade in a style that suits your personality? Can 10 years of financial data still be classified as ‘noise’? Should the fundamental causes of market movements affect how you trade? Should you reduce your position in a trade if it goes in your direction far quicker than expected? We also touch on Howard Mark’s comments regarding the skill of catching a ‘falling knife’.

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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