Register your interest for our upcoming live event in New York here.
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 firstname.lastname@example.org
Follow Niels, Jerry & Moritz on Twitter:
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.
0:00 - Intro
1:05 - Reading of various podcast reviews
3:00 - Macro recap from Niels
6:20 - Weekly review of returns
10:15 - Discussion of Mercer Trend Following paper
18:15 - Live event update 10/26/19-10/27/19; Special Guest: Denise Shull
20:35 - Top tweets
36:10 - Questions 1/2/3: Eric; Do you hedge with OTM options? Can you use options to trade trends? Will HFT algos negatively impact TF systems?
41:40 - Question 4: Sam; Should stop distance (ATR multiple) adjust with the trend speed?
47:50 - Question 5: Noobe; Are there any contracts a new manager should avoid?
54:20 - Question 6: Clay; With minimal trading activity, what do TF do all day?
1:00:50 - Question 7: Giangitano; Should you have real stop orders in the market (vs stop alerts)?
1:09:20 - Performance recap
1:10:15 - Closing thoughts