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Episode TimeStamps:
00:00 – Intro
01:19 – A huge thank you to listeners of the show, such as Dave W, for leaving your 5-star reviews on iTunes, and feel free to share this link with 3 of your like-minded friends: https://top-traders-unplugged.captivate.fm/listen
02:41 – Macro recap from Niels
04:13 – Weekly review of performance
11:14 – Q1 Jonathan: What are the parameters that indicate a high chance of an outlier trade?
17:22 – Q2 James: Do you treat correlated markets as individual markets or group them together?
21:24 – Q3 Adam: One system has a better average performance when looking at the backtest, and another system has a worse average performance in its backtest while having a large outlier, making its overall returns higher. Which system is better?
24:14 – Q4 Irving: How can I trade a 100 markets as an individual investor with capital limitations?
29:07 – Q5 James: How do you approach correlation risk management?
32:39 – The differences between Trend Following and the more common term ‘Trend Trading’
38:24 – Expanding on the theme of hunting for outliers, and how Jean Phillipe Bouchard’s research was useful in understanding the nature of outliers
01:01:53 – Efficient Market Hypothesis versus Adaptive Market Hypothesis
01:22:03 – What importance does it have that we’re changing the narrative around Trend Following?
01:25:32 – Benchmark performance update
