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Episode Summary
0:00 - Intro
1:44 - Macro recap from Niels
3:00 - Weekly review of returns
4:25 - The importance of non-correlated strategies such as Trend Following or Volatility-based
15:17 - Q’s 1, 2 & 3; Bruno: What is your chosen measure of liquidity, and how liquid does a market have to be, to be included in your portfolios? How do you size positions, with co-movements in mind? Are you always trading the front-month contract?
26:37 - Q4; Walter: How do you test your system’s code?
33:14 - Q’s 5 & 6; Zack: Does Trend Following on ETFs work? What are the optimal time periods when analysing market correlation data?
45:01 - Q7: Michael: Do you place your trades at the close, open, or other times?
50:23 - Performance recap
