You can find more about Perry’s work on his website here.
If you would like to leave us a voicemail to play on the show, you can do so here.
Check out our Global Macro series here.
Learn more about the Trend Barometer here.
IT's TRUE 👀 - most CIO's read 50+ books each year - get your copy of the Ultimate Guide to the Best Investment Books ever written here.
And you can get a free copy of my latest book "The Many Flavors of Trend Following" here.
Send your questions to info@toptradersunplugged.com
Follow Niels & Moritz on Twitter:
@TopTradersLive @MoritzSeibert
And please share this episode with a like-minded friend and leave an honest rating & review on iTunes so more people can discover the podcast.
Episode Summary
0:00 - Intro
01:25 - Weekly review of returns
06:08 - Niels: How does the content in your book, Trading Systems, inform your decisions when building a system, and what do they mean to you?
26:44 - Niels: How do you avoid overfitting your system to accommodate markets that may not perform well in the future?
29:28 - Niels: How do you avoid being over-correlated?
30:17 - Niels: How does your ranking system work when adding or removing markets from your trading universe?
44:19 - Niels: How do you feel about profit targets?
53:06 - Niels: Why do you believe Trend Following strategies will always be successful?
57:00 - Niels: Have you found in your research that long-sided trades tend work better than short trades, and if so, have any hypothesis as to why that is?
1:04:33 - Moritz: What are your thoughts on trading single stocks vs trading the indices?
1:09:54 - Niels question for Moritz: How have you incorporated yourself & Perry’s work on Volatility Targeting into your trading?
1:21:29 - Niels: Are there any new discoveries that you’ve found in recent years that enhance Trend Following strategies, or have we most likely found everything by now?
1:24:45 - Performance recap
1:26:32 - Niels: Which book, that you didn’t write, would you recommend to our listeners?
