In partnership with:
CME Group

106 The Systematic Investor Series – September 19th, 2020

Today, we discuss the Federal Reserve’s current inflation targets, whether it is ok for systematic managers to turn off their systems during periods of high volatility & uncertainty, the looming questions around Ray Dalio & Bridgewater’s underwhelming performance in 2020, volatility control vs risk control, and why liquidity should be an important deciding factor for investors when choosing a money manager.  Questions we answer this week include: How do you size your positions once maximum portfolio risk is reached?  Do have you have any tips on how to perform volatility-control?

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Episode Summary

0:00 - Intro
2:30 - Macro recap from Niels
04:36 - Weekly review of returns
31:24 - Q1; Daniel: How do you size new positions once your intended maximum portfolio risk is reached?
39:17 - Q2; Dave: Do you have any pointers on how effectively perform volatility targeting?
55:30 - Performance recap

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