In partnership with:
CME Group

110 The Systematic Investor Series – October 19th, 2020

This week, we discuss how markets are handling current US presidential election uncertainty, why a healthy allocation to Trend Following strategies may be needed now more than ever, our thoughts on trading systematically in the cryptocurrency markets, and how to invest in Trend Following funds with relatively low capital. We also answer your questions, including: how do I share the details of my successful trading strategy with my employer, who is a money management firm?

If you would like to leave us a voicemail to play on the show, you can do so here.

Check out our Global Macro series here.

Learn more about the Trend Barometer here.

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And you can get a free copy of my latest book "The Many Flavors of Trend Following" here.

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Episode Summary

0:00 - Intro
1:08 - Special thank you to our listeners
3:41 - Macro recap from Niels
7:50 - Weekly review of returns
25:53 - Q1; Adam: I’m running a crypto Trend Following strategy. How do I minimise the amount of profit lost at tops & bottoms of markets?
35:40 - Q2; Brendan: My employer is now interested in using my Trend Following system.  Do I handover the code & backtests? If I decline, will they be able to sue me (I built the system using half of my own time, and half during my employer’s time)? Do you have any advice re: incentives?
43:38 - Q3; Dr. Doom: Do you have any thoughts on how an Actuary could turn into a Quant trader?  What are your opinion on high frequency trading managers?
46:45 - Announcement of Michael Covel joining us on next week’s episode
51:37 - Q4; Thomas: Is Trend Following still suitable as an investment in a mutual fund format?
1:01:48 - Performance recap
1:03:27 - Recommended podcast listening this week: Joel Greenblatt on Bloomberg’s Masters in Business podcast & Felix Zulauf on the Grant Williams podcast

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