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Episode TimeStamps:
00:00 - Intro
01:20 - Would you rather trade 100 markets with 1 system, using 10 different timeframes, or would you rather trade 50 markets, using 3 different systems, using 5 different timeframes?
08:33 - How much ‘positive skew’ do we need?
27:04 - Diversification as a means of risk control, versus as a method of finding outliers
36:14 - Defining outliers and some thoughts on the number of expected outliers per year
45:03 - Can be momentum traders be placed in the same category as Trend Followers?
48:13 - Should we care that bubbles exist, or just enjoy the profitable trends? Have the markets gotten any smarter over the years?
52:52 - How Trend Following and Systematic Investing narratives & terms have changed over the years
01:12:55 - A review of our best and worst markets to trade during 2021
01:16:10 - The lessons we learned from 2021, the biggest surprises, and our most regrettable decision from the year
4 Comments
Jim
03/01/2022You could probably fill a book with the quips in these two parts, but my favorite: '.... focus on reducing unnecessary complexities' Moritz Seibert @1:20:15 Absolutely classic!
Niels
14/01/2022An important lesson for sure Jim...
Irving
14/01/2022Lots of wisdom from the whole crew! You discussed markets vs. models, as a beginner, I only have one model so far, which I’d like to test on as many markets as possible. But how do I enter 100 markets as a private investor? And also, how do I deploy my system? Thanks!
Niels
14/01/2022Stay tuned to the next episodes Irving...I will bring this up with Rob in Episode 175...but also, you should go back and listen to previous episodes as we have touch on this topic before.