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Episode Summary
0:00 - Intro
1:11 - Macro recap from Niels
2:41 - Weekly review of returns
14:14 - Top Tweets
55:44 - Mike; Questions 1: Is Trend Following a Dynamic Call Replication strategy?
1:00:39 - Seth; Question 2: Do you use Trend Filters to confirm the entry signal?
1:04:10 - Michael; Question 3: Is the daily volatility of a 60/40 portfolio less than that of the 'perfect' Trend Following portfolio?
1:08:12 - Brian; Listener comment regarding the best way to explain why Trend Following should play a considerable part in all portfolios.
1:14:33 - Dave; Question 4: When using multiple lookback periods, should risk per trade always stay the same?
1:16:02 - Yohan; Question 5: Do you scale into a trade throughout the day, depending on market liquidity, or just enter the full trade upon getting the signal?
1:18:27 - Drew; Question 6: What does your day-to-day look like?
1:20:43 - Yohan; Question 7: Why not combine mean-reversion strategies with your Trend Following strategies?
1:25:49 - Paul; Question 8: Would testing markets that you don’t plan to trade, give added clarity to your backtests?
1:29:22 - Singh; Question 9: How do you define short, medium and long-term timeframes?
1:34:01 - Performance recap
