In partnership with:
CME Group
Eurex

154 Systematic Investor Series ft Richard Brennan – August 22nd, 2021

Richard Brennan joins us today to discuss the current global risk factors that could cause a large liquidity event, what the term ‘outlier’ really means from a Trend Follower’s perspective, the role of currencies in a Trend Following portfolio, the point at which diversification can end up diluting returns, whether different asset classes should be traded on different timeframes, some thoughts on pyramiding, and defining ‘non-linearity’ when discussing Trend Following models.

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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.

Send your questions to info@toptradersunplugged.com

Follow Niels & Richard on Twitter:

@TopTradersLive  & @RichB118

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.

Top Traders Unplugged wins award for ‘Best Trading Podcast’ and features among the ‘Top 20 Best Investing Podcasts in 2020’ by The Investors Podcast 🏆.

Episode TimeStamps:

00:00 – Intro
02:09 – A huge thank you to listeners of the show for leaving your 5-star reviews on iTunes
02:31 – Macro recap from Niels
11:17 – Weekly review of performance
17:10   Q1; Adam: At what point does diversification become dilution?
22:32   Q2; Mathew: Have there ever been any years where currencies were your top performers?
32:09 What the term ‘outlier’ really means from a Trend Follower’s point of view, as well as some thoughts on the terms ’non-linearity squared' and ‘pyramiding’
01:02:36  Benchmark performance update

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