Systematic Investor

29/10/2018 by Niels

Please send your questions to info@toptradersunplugged.com

Episode Summary

0:00 – Intro
1:15 – Weekly recap
8:30 – Discussion of recent articles
21:30 – Top tweets
36:10 – Question 1: Mohit; Discuss moving averages as a TF device; position sizing; correlations
43:20 – Question 2; Paul; How many investors are out there who use TF but their AUM doesn’t show up in the official industry AUM #s
47:10 – Question 3: John; Asked about industry jargon and definitions: alpha; smart beta, implied vol, crisis alpha, convexity
51:30 – Question 4: Mohit; Is looking at correlations in the rearview mirror fallible?
52:50 – Question 5: Dave; What is the average time in trade of winners in a medium-term system?
57:10 – Question 6: What software do you use for backtesting/system management?
1:01:40 – Performance recap

20/10/2018 by Niels

Please send your questions to info@toptradersunplugged.com

Episode Summary

0:00 – Intro
1:15 – Weekly recap
5:30 – Top tweets
34:30 – Question set 1: George; Please discuss system optimization/backtesting details
43:30 – Question set 2: George; How do you determine when a system is broken? Do you keep losing markets in a system?
49:50 – Question set 3: George; How do you avoid curve fitting? How do you choose best parameters?
55:55 – Performance recap

15/10/2018 by Niels

Please send your questions to info@toptradersunplugged.com

Episode Summary

0:00 – Intro
0:50 – Weekly recap
9:10 – Top tweets
19:51 – Niels discusses his trend barometer: (http://www.toptradersunplugged.com/resources/market-trends/)
34:00 – Question 1: Raphael; What is the optimal portfolio allocation?
39:50 – Question 2: Dave; Please explain the trend barometer (link above)
40:50 – Question 3: Dave; Do you change position sizes as a trade progresses?
45:00 – Question 4: When would a TF system be flat (no position)?
47:00 – Question 5: Mohit; What is your worst trade ever?
53:40 – Performance recap

08/10/2018 by Niels

Please send your questions to info@toptradersunplugged.com

Episode Summary

0:00 – Intro
1:00 – Weekly recap
5:15 – Top tweets (lengthy discussion of Druckenmiller interview)
35:00 – Question 1: Barry; Do you use synthetic instruments in your trading?
38:20 – Performance recap
39:15 – Jerry on Trend + Fundamentals

30/09/2018 by Niels

Please send your questions to info@toptradersunplugged.com

Episode Summary

0:00 – Intro
1:00 – Weekly recap (and a lot more this week)
27:50 – Top tweets
40:50 – Question 1: Craig; What are the greatest regulatory concerns at present?
49:00 – Question 2: Francois; How long did it take before you stopped modifying and religiously followed your system?
56:30 – Question 3: Francois; What are the pros and cons of futures vs ETFs?
59:30- Performance recap

22/09/2018 by Niels

Please send your questions to info@toptradersunplugged.com

Episode Summary

0:00 – Intro
0:50 – Weekly review
7:30 – Interesting news
20:20 – Top tweets
28:20 – Question 1: Brian; Discuss the impact of shorting volatility on CTAs
32:20 – Question 2: Brian; Will there be more TF mutual funds and ETFs?
36:00 – Question 3: Bruno; How should one implement proper technology for a CTA?
40:30 – Performance recap

17/09/2018 by Niels

Please send your questions to info@toptradersunplugged.com

Episode Summary

0:00 – Intro
1:00 – Bios
4:10 – Why we are doing the podcast
9:00 – Topics people should expect and podcast structure
19:10 – Weekly review
33:00 – Top tweets
39:45 – Performance recap
40:30 – Question: Bruno; Why do some funds get to the billion mark and others don’t?