Market Trends for October 2018

Last months post was headed “Calm before the Storm?”…and little did I know, that only a few days in to October, the storm would be blowing across many markets, but in particular Equities and Energies.

With the BOJ accelerating their extreme monetary policies and the FED putting on the breaks…this storm could get bigger…

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Best of TTU – Turtle Trader Takeaways

It’s not often you get to sit down with a Turtle, let alone the father of the Turtle Experiment, and when I do I find it fascinating learning about the different experiences and outcomes that emerged from what really can be boiled down to 2 to 3 weeks of training in how to use trading rules to…

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107 The Bright Future of Trend Following with Jean Jacques Duhot of Arctic Blue Capital – 2of2

  “It’s all about learning and staying on the learning curve, that’s the best advice you can give to your children.” – Jean Jacques Duhot (Tweet) Moritz Seibert and I continue our conversation with Jean Jacques Duhot and further discuss his contrarian and multi-part model, how his management company has stayed lean, and how the…

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Best of TTU – Identifying the Right Parameter Set

In any systematic trading strategy choosing the right combination of parameters for your model or approach is critical. So today, I wanted to share a valuable takeaway from a conversation with Bill Dreiss, where we discuss his thoughts, experience and approach to identifying parameter sets which I think you will find to be rather different to most managers.  Bill and I…

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106 Implementing The Contrarian Model with Jean Jacques Duhot of Arctic Blue Capital – 1of2

  “I thought that trend-following was an amazing part of the story, but maybe it could be complemented by some contrarian approach. And also, taking the trend by cutting it into parts.” – Jean Jacques Duhot (Tweet) Today on Top Traders Unplugged, I’m joined by my co-host Moritz Seibert to speak with Jean Jacques Duhot,…

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Best of TTU – The Problems with Smart Beta & is Filtering the Holy Grail?

Kathryn Kaminski and I had the opportunity to sit down with Nigol Koulajian, the founder of Quest Partners, in which he shared his deep insights in many areas of trading. During our conversation, there were a few short segments that I particularly enjoyed and I would love to share them with you here. Below you…

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Best of TTU – Return Dispersion and How to Successfully Adapt

In today’s post, I would like to share with you some really great moments  and unique takeaways from  a conversation I had with Marty Bergin, the president and owner of DUNN Capital Management, where Marty shares his views on Return Dispersion and how those experiences, together with extensive research, has enabled them to produce a more robust trend following process for their clients.  If you would like to hear the…

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Best of TTU – How the Turtles got their Name… and are the Turtle Rules Relevant Today?

Today I would like to share some really great and unique takeaways from  a conversation I had with the one and only Richard Dennis, the father of the Turtle Project from back in the 1980’s as well as two of his turtles, namely Brian Proctor and Jerry Parker.  In our conversation we put the record straight for the first…

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Market Trends for September 2018

As the FED delivered its anticipated rate hike during the last week of the month (the eighths since December 2015), the month of September was in many respect a relatively quiet month for most markets.

As “usual” the US stock markets made a new all-time high, and as “usual” European markets struggled to keep up with this trend.

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Best of TTU – Machine Learning

Today I would like to share with you some life lessons and learnings from expert Robert Sinnott, where he shares his in depth knowledge of the modern evolution of systematic trading, in the form of Machine learning, and how machine learning has effected and impacted their short term and long term strategies.  If you would like to hear the…

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