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
0:57 - 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?