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Getting Started On Top Traders Unplugged

If this is your first time visiting the website, check out some of our best episodes and resources here.

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Market Trends for December 2019

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A lot of critics have labeled the last 10 years as the “lost” decade for CTAs and trend followers. And sure, with just 19.25% to it’s name in the last 10 years, the Soc Gen Trend Index, admittedly did not knock it out of the park during the 2010’s.

But this is still better than the -9% return that the S&P TR index saw during the previous decade (2000 to 2010)…oh and with a 51% drawdown along the way.

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68 The Systematic Investor Series – December 29th, 2019

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In this week’s episode, we discuss the notion of correlation between volatility and risk, why it can be a bad idea to equate a manager’s performance with their skill-level, when a losing trade should still be considered a good trade, how much opportunity is in Low-Volatility Targeting strategies, and we also give our end-of-year reviews. …

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67 The Systematic Investor Series – December 23rd, 2019

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This week, we touch on the difference a year makes, how good position sizing can reduce anxiety, the recent article from AQR by Cliff Asness,  why a meaningful allocation to Trend Following might be considered a must for any portfolio, the psychology of prediction, and some of the drawbacks of Trading from chart patterns.  Questions…

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66 The Systematic Investor Series – December 15th, 2019

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In this week’s episode, find out why investing in a strategy during a drawdown can be profitable in the long-run, why risk-adjusted performance is more important than tracking against an index,  why price is a better guide than expert opinion, if there is a time when you shouldn’t attempt to have uncorrelated securities in your…

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65 The Systematic Investor Series – December 9th, 2019

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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:…

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Market Trends for November 2019

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There was Black Friday in 1869, when the gold and stock markets collapsed after being driven to record highs by speculators trying to corner the gold market. And Black Tuesday and Black Thursday of 1929 probably need no introduction…Then there was Black Monday in 1987, when the Dow Jones Industrial Average dropped 22.6%, the largest one-day percentage loss in history.

These days we have Black Friday every year…but with a different meaning of course…but from a trend following/CTA perspective, this year coincided with the end of November…which looks like finishing in the Black for all the usual CTA indices.

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64 The Systematic Investor Series – December 2nd, 2019

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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…

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63 The Systematic Investor Series – November 23rd, 2019

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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…

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62 The Systematic Investor Series – November 17th, 2019

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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…

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61 The Systematic Investor Series – November 11th, 2019

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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…

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