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Episode Summary
0:00 - Intro
1:11 - Origins of Black Friday
2:43 - Weekly review of returns
11:45 - Top tweets
40:52 - Questions 1/2: Michael; Can the number of trades a system signals, give insight as to how well optimized the system is? Is there a guideline for the number of trades a system should be signalling, for each chosen timeframe (such as Daily/Weekly)?
45:34 - Question 3: Richard; Comment- ‘No deterioration in the overall compound growth-rate of long-term Diversified Systematic Funds, post-2000.’
46:53 - Questions 4/5: Bing; Why don’t we risk more per trade? Is trader psychology the main reason for the importance placed on position sizing?
53:21 - Question 6: Jacob; Can you give examples of strategies that ‘warehouse’ risk?
56:41 - Question 7:Nathan; How do we define the parameters of a Trend?
1:01:37 - Question 8: Chad; Do you scale into a position, or go straight to the chosen max risk of equity per security?
1:05:51 - Questions 9/10: Chris; What should I do with surplus cash once my system reaches its maximum number of positions allowed to be traded simultaneously? Has the average margin requirements for Bitcoin changed?
1:11:00 - Performance recap
1:24:44 - Final thoughts; Is it becoming harder to be a discretionary macro trader?
