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 email@example.com
Follow Niels & Rob on Twitter:
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.
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
01:12 - A big thank you to those who have left a rating or review on iTunes. Feel free to share this podcast with like-minded friends using this link: https://top-traders-unplugged.captivate.fm/listen
02:23 - Macro recap from Niels
04:24 - Weekly review of returns
09:12 - How do you approach position-sizing and risk-per-trade?
18:42 - Check out my new blog post: How to Invest with the Best
20:01 - Q1 & Q2; Abbey: Should I switch to a mean-reversion strategy when my Trend Following strategy is in a downtrend? Is buying the dip in Trend Following funds an accepted investment strategy, and can I also do this with the S&P 500?
32:28 - Rob, what was it like meeting Campbell Harvey for the first time?
42:08 - Static and dynamic optimisation when trading smaller accounts
01:09:41 - How does your backtest look before and after using the methodologies just described?
01:13:06 - What are some of the more obscure markets you can now trade with this newer approach, Rob?
01:20:11 - Benchmark performance update
01:21:09 - This week, we record the first of our 2-part end of year special, featuring all of my regular co-hosts on the Systematic Investor Podcast