In partnership with:
CME Group

112 The Systematic Investor Series – November 1st, 2020

In today’s episode, we discuss the continual need for improvements to a system, the importance of good housekeeping when it comes to managing a portfolio, the varying amounts of leverage among CFD brokers, choosing whether to accept outside investment into your strategy or go it alone, using profit stops versus letting your winners run, and the importance of protecting your intellectual property.  Questions we answer this week include: How do experienced CTAs trade through limit-down (or limit-up) situations?  Can machine learning be useful in Trend Following for more than just risk parity strategies?

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.

IT's TRUE 👀 - most CIO's read 50+ books each year - get your copy of the Ultimate Guide to the Best Investment Books ever written here.

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

Send your questions to

Follow Niels & Moritz on Twitter:

@TopTradersLive & @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
0:12 - Top Traders Unplugged wins award for ‘Best Trading Podcast’ and features among the ‘Top 20 Best Investing Podcasts in 2020’ by The Investors Podcast 🏆
2:30 - Macro recap from Niels
4:43 - Weekly review of returns
16:38 - Q1; Matt: How do I incorporate external money into my trading strategy, and, alternatively, should I avoid it?
34:17 - Q2; Brian: How do experienced CTAs trade limit-down or limit-up situations?
46:54 - Q3; Panagiotis: Do you see any other uses for machine learning in Trend Following strategies, other than Risk Parity?
1:00:05 - Q4; Craig: Should I stick with my profit targets, or let my winners run?
1:04:46 - Performance recap
1:06:07 - Recommended podcast listening this week: Oaktree Capital's Howard Marks - Coming Into Focus podcast & Annie Duke on the Capital Allocator's Podcast


Subscribe on:

Subscribe on iTunesSubscribe on SpotifySubscribe on BreakerSubscribe on OvercastSubscribe on StitcherSubscribe on SoundcloudSubscribe on YouTubeSubscribe on Podbean