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Systematic Investor

65 The Systematic Investor Series – December 9th, 2019

This week, we discuss how doing less can ensure bigger & better results over time, average client holding periods versus the recommended amount of time, why short trades might be the essential part of a winning system, and why uniqueness is now a key requirement for today’s emerging managers.  Questions we cover this week include:…

64 The Systematic Investor Series – December 2nd, 2019

This week, we discuss the differences between recognizing risk and ‘warehousing’ risk, why Fundamental Investors could benefit from implementing Trend Following rules, Diversification as the most important component of risk management, what Traders can learn from Weightlifters, and the delicate balancing act between simple, simplicity, & complexity.  Questions we answer this week include: Is Systematic…

63 The Systematic Investor Series – November 23rd, 2019

Is the concept of being a great stock picker overrated?  Are Trend Following returns mean-reverting over time?  Will Sharpe Ratios of Trend Following strategies permanently stay lower from now on?  Is it becoming harder to be a successful discretionary macro trader?  Should you use the same stop-loss for every position? We also give our thoughts…

62 The Systematic Investor Series – November 17th, 2019

In this week’s edition, we discuss the possible benefits of running a multi-strategy portfolio, whether or not you need to have a ‘feel’ for the markets before constructing a model, the new all-time highs on the Dow, Trend Following as a viable solution to the end of the 60/40 portfolio, and the longer-term drawbacks of chasing…

61 The Systematic Investor Series – November 11th, 2019

In this week’s episode, we discuss the recently published book on Jim Simons & Renaissance Technologies, why you shouldn’t be too focused on one position, why it can be difficult to avoid overriding your system based on recent fundamentals, what investors can learn from the world’s best Poker players, and why luck should only be…

60 The Systematic Investor Series – November 3rd, 2019

This week, we cover some of the dangers of ‘Home Bias’, and the benefits of diversification mixed with good risk management. We also discuss the differences between common Trend Trading and Systematic Trend Following, why investors tend to hold on to losing positions longer than winning positions, why people being hopeful with losses and afraid…

59 The Systematic Investor Series – October 29th, 2019

On the show today, we cover some of the dangers of investing in something based on its story alone, how market environments can change while the behaviour of participants stays the same, why Trend Followers rely on secret fundamental information being baked into price, the importance of avoiding Outcome Bias,  how cockroaches behave in ways that should…

58 The Systematic Investor Series – October 20th, 2019

This week, we discuss Bank of America’s declaration of the end of the traditional 60/40 portfolio, the different attitudes to having ‘insurance’ in the markets, the reasons why too many fund managers are aiming for average returns, and the importance of consistently being present to profit from the biggest price moves.  Questions we cover this…

57 The Systematic Investor Series – October 14th, 2019

On this week’s episode, we discuss the tendency for investors to confuse volatility & noise with risk and instability, the benefits of great mentorship, why the best investments are those that have survived calamitous periods, why risk from any single market shouldn’t be able to ruin your portfolio, and Larry Hite’s observation that there is…

56 The Systematic Investor Series – October 7th, 2019

This week, we discuss the potential risks of aiming for smooth & steady returns, the pitfalls of having to make predictions, the higher-than-expected appearances of tail events, why it’s dangerous to look at the ‘average performance’ of an industry, and why aiming to trade in a style that suits your personality can actually turn out…

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