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Episode Summary
0:00 - Intro
1:45 - Macro recap from Niels
3:25 - Weekly review of returns
12:20 - Top tweets
34:40 - Question 1, Sam: What is the benchmark TF Sharpe ratio?
43:00 - Question 2, Sam: Can there be too much diversification?
53:15 - Question 3, Walter: Please discuss how you deal with foreign currency denominated futures.
58:10 - Question 4, Walter: Since most stocks don’t beat the index or T-bills, shouldn’t shorting be easy (versus the conventional wisdom shorting is hard)?
1:03:00 - Questions 5 & 6, Jeff: What are the risks of using larger (vs smaller) ATR multiples for exits? What kind of exits does DUNN use?
1:08:40 - Performance recap
1:09:40 - Live event update 10/26/19-10/27/19
