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Episode Summary
0:00 - Intro
0:57 - Macro recap from Niels
1:55 - Weekly review of returns
8:22 - Top tweets
46:30 - Questions 1/2: Derek; How do you adapt Trend Following models for a constrained universe of markets? How do you educate fundamental Traders about quant investing?
53:31 - Questions 3/4/5: Jonathan; Does having a 5000 sample size backtest apply to each market in each system? Do you use out-of-sample testing? Do you optimize using multiple time-periods?
1:00:37 - Questions 6/7: Indrius; How do you use ATR? Do you take less risk per market as you trade more positions?
1:04:22 - Question 8/9: Brian; How many other Trend Following managers should you invest in? How would you seek out other managers to invest in?
1:12:13 - Question 10:Maurici; Do you use the same stop-loss for every position?
1:19:15 - Question 11: Michael; Why incur personnel costs if all you need is a computer to run your systems?
1:23:37 - Performance recap
1:24:44 - Final thoughts; Is it becoming harder to be a discretionary macro trader?
