You can download your free guide to Systematic Investing, and subscribe to our mailing list by visiting TopTradersUnplugged.com
Get a free copy of my latest book "The Many Flavors of Trend Following" here.
Send your questions to info@toptradersunplugged.com
Follow Niels, Jerry, Moritz & Wayne on Twitter: @TopTradersLive, @RJparkerjr09, & @MoritzSeibert
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.
Episode Summary
0:00 -Intro
1:50 - Weekly review
8:45 - Top tweets
37:30 - Question 1: Todd; What are your thoughts on adjusting stops based on price changes/volatility?
45:50 - Question 2: Paul; Have you considered the strength of a trend in your models?
53:05 - Question 3: Brian; How do you scale position sizes up and down based on performance?
1:02:15 - Questions 4/5/6: Sanjay; Aside from central bank (CB) action are there other reasons for the lack of trends in the last decade? If CB action is to blame and continues, will a lack of trends persist? What are indicators to watch to measure overall market trendiness?
1:22:45 - Question 7: George; What are your thoughts on data (back adjusting, roll methods, cleaning, etc.)?
1:30:15 - Performance recap