In partnership with:
CME Group
Eurex

156 Systematic Investor Series ft Moritz Seibert – September 6th, 2021

Moritz Seibert joins us today to discuss the benefits of ‘system diversification’, the case for buying at all-time highs, how classical Trend Following is performing this year, the optimal amount of sample size for an effective backtest, the best ways to monitor risk levels, some tips for starting a new Trend Following business, some recommended backtesting software for retail traders, and how to navigate around your broker’s negative interest rates.

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 info@toptradersunplugged.com

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.

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
01:05 - A big thank you to our listeners who gave us a 5-star review on iTunes & Apple Podcasts
03:21 - Macro recap from Niels
05:38 - Weekly review of returns
18:36 - What Moritz looks for when analysing his backtests
26:42 - Q1 & Q2: Derek: What are the most important risk metrics you monitor?  If you had to start your Trend Following business from scratch, what would you do differently and what would you keep the same?
41:32 - Q3; Joe: Should I prioritise stocks that are working their way out of a correction over stocks making new all time highs?
45:16 - Q4; James: Can you recommend a software with backtesting capabilities, suitable for retail investors?
47:10 - Q5; Sebastien: How do you deal with negative interest rates from your broker?
51:14 - Q6; Mikhail: Is it worth varying the lengths of time being backtested rather than just, for example, backtesting data over the last 50 years?
57:39 - Thoughts on Germany’s upcoming election and its possible effects on the markets
01:02:08 - Benchmark performance update

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