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Podcast

Best of TTU – Trading for a Living

The financial crisis back in 2008 is slowly fading from the memories of investors. But for those of us who lived and traded through it, many important lessons were learned, and usually the hard way.  For many investors, it was a period that can be best described as an Emotional Roller-Coaster, where billions of dollars were…

38 The Systematic Investor Series – June 2nd, 2019

This week, we discuss the importance of process over outcome, how sports can be related to Trading, and whether mistakes are to be avoided completely or something we should look forward to learning from.  Questions answered this week include: is Ray Dalio’s suggestion of 15 uncorrelated return streams the ultimate way to diversify your portfolio? …

Best of TTU – How To Start & Grow A CTA Business

I get a lot of questions about ideas to help build the best Trading Model, and I understand why many aspiring managers feel that this is critical to their future success.  There is though, a lot of truth in the saying: “Most people overvalue ideas and underestimate execution”.  What I mean by that is, when you…

37 The Systematic Investor Series – May 26th, 2019

Is ‘Buy & Holding’ the S&P500 index the perfect investment strategy?  Should you apply Equal-Weighting across all of your Trading positions?  Are long-term strategies the only way to avoid market noise?  Also, we give our thoughts on why you should avoid ‘Fat-Tail Distributions’, Volatility versus Risk, how Trend Following strategies tend to ‘melt-up’ rather than…

36 The Systematic Investor Series – May 19th, 2019

In today’s episode, we discuss whether or not Trend Following is more effective with Volatility Targeting, how cautious you should be of outlier events, how to use stress-levels as an indicator of how good your trading strategy is, and we give our thoughts on the concept of ‘Risk of Ruin’, in relation to the plight…

35 The Systematic Investor Series – May 12th, 2019

Today, we discuss how to go from managing personal money to third-party money, in this current regulatory environment. We clear up some confusion surrounding the VIX market, touch on stocks vs commodities & how they affect on Trend Following strategies differently, as well as how to avoid a single driver from overly correlating your portfolio.  We…

34 The Systematic Investor Series – May 6th, 2019

In today’s episode, we discuss how much central banks or political events, can prevent or create market trends in the future.  We also discuss AQR Capital Management’s recent study on Trend Following performance in the current decade, and whether or not we have seen the end of large market trends. We wonder if technology prevents…

Best of TTU – How to Test a Model Over Decades of Data

I often see the press write that too much money is chasing the same trends, and this being the reason that Trend Following strategies have been performing a little under par in the last few years.  So who better to ask if this really is true, than my friend Kathryn Kaminski, who of course co-wrote the…

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