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Top Traders Unplugged wins award for ‘Best Trading Podcast’ and features among the ‘Top 20 Best Investing Podcasts in 2020’ by The Investors Podcast 🏆
00:00 - Intro
04:11 - Macro recap from Niels
04:44 - A huge thank you to our listeners for leaving 5-star reviews in iTunes
05:25 - Discussion on Ethereum
08:34 - Weekly review of returns
10:21 - Where does the edge in Trend Following really come from?
17:13 - Market selection and utilising auto-correlation
26:40 - Q1; Mark: What are some of the things about Systematic Trading that you can only learn from experience?
34:48 - Q2; Stacius: When do you know that a strategy is robust, without doing a backtest?
38:19 - Jerry’s favourite measurement of risk-to-reward
51:21 - ‘Loose pants fit everyone’
53:51 - Deciding whether to trade in the Chinese futures markets
55:56 - CTAs utilising ETFs
01:02:05 - The benefits of being an amazing ‘quitter’
01:05:29 - Trend Following performance during different interest-rate periods
01:07:22 - Winton’s positive recent positive comments on Trend Following
01:08:57 - Transtrend’s recent article on volatility and how it should affect your models
01:12:59 - Benchmark performance update