In partnership with:
CME Group

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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@TopTradersLive  & @RichB118

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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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