Learn more about the free-to-use Top Traders Unplugged Trend Barometer 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
0:50 - Live event review
2:45 - Review of returns
10:40- Voicemail from Jim
13:20 - Top tweets
36:05 - Question 1: Matt; Do you use indicators beyond price action and new highs/lows?
42:00 - Questions 2/3: James; How do you calculate sample size? Does each lookback window need to be treated independently or should risk be managed in aggregate?
51:40 - Questions 4/5: Brian; Why are more volatile systems considered more robust? Does lower volatility lead to better compound returns?
1:06:40 - Question 6: Gaetano; Do you trade ETFs?
1:10:00 - Performance recap
1:11:00- Ray Dalio discussion