In partnership with:
CME Group
Eurex

70 The Systematic Investor Series ft Andreas Clenow (Part Two) – January 14th, 2020

Today we continue our interview with Andreas Clenow, where we cover topics such as backtesting & system design, whether we see any growth in the CTA industry, long-term vs short-term Investing, and how to go about raising initial AUM.  Questions include: How important are drawdowns when analysing performance?  Is Crisis Alpha an appropriate label for CTAs today?  How do you choose parameters for your Trading Models?

If any listeners would like to leave us a voicemail message to play on the show, you can do so here.

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 info@toptradersunplugged.com

Follow Niels, Jerry, Moritz & Andreas on Twitter:

@TopTradersLive, @RJparkerjr09, @MoritzSeibert & @Clenow

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Episode Summary

0:00 - Intro
1:54 - Niels; Question One: How does one go about choosing parameters for their Trading models?  Question Two: Do you stick with your model, or do you look to recalibrate it over time?
7:37 - Jerry; Question Two: Have you noticed that longer-term systems have always produced better results than shorter-term, even though we may think otherwise?  How important are drawdowns when analysing performance?
13:48 - Moritz; Question One: Would you still go out and start a Trend Following fund today?  If so, how would you go out and raise the initial AUM?
16:25 - Niels; Question Two:  How should CTAs & Trend Followers present themselves?  Is Crisis Alpha an appropriate label?
22:32 - Niels; Question Three:  If you could invite 4 people to dinner, from past or present, who would you choose?
22:32 - Niels; Question Four:  Anything you would like to share regarding your latest book?
26:23 - Brian; Question One: Do you think Options strategies distort Trends and the performance of Trend Following strategies?
27:08 - Performance recap

 

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