(**Please note that there was a technical issue with Jerry’s audio this week, and therefore he is only on the show for the first 20 minutes)
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0:00 - Intro/Macro recap from Niels
2:45 - Weekly review of returns
11:30 - Top tweets
AQR Paper Reference: Quant Cassandra
20:30 - Question 1: James; Where can one find more information on stop losses/risk mgmt?
Basso Research: How This Random Entry Method Beat The Market
Book 1: Van Tharp’s Definitive Guide to Position Sizing Strategies
Book 2: Van Tharp’s Trade Your Way to Financial Freedom
28:00 - Question 2: Brian; What software do you recommend for backtesting?
31:50 - Question 3: Paul; Discussion of the multiple facets of diversification
38:00 - Question 4: James; Can there be too much diversification?
Article Reference: Wes Gray- Trend Following A Decade of Underperformance & The Epitome of No Pain, No Gain
51:15 - Question 5: Sam; What made Jerry decide to shift to longer-term trading?
55:20 - Performance recap
56:30 - Live event update 10/26/19-10/27/19