In partnership with:
CME Group
Eurex

72 The Systematic Investor Series – January 26th, 2020

Today, we discuss how CTAs provide Investors with protection during stock market declines, how the term Crisis Alpha may be linked to reduced allocations to CTAs, the psychology behind managers chasing performance, worthwhile allocation percentages to Trend Following, short-term vs long-term CTA strategies, Trend Following as the perfect portfolio, and Diversification as a way to reduce risk.  Questions answered this week include: What are some of the pros and cons of CFD trading, and do you have any tips for building a portfolio of CFDs? Should instruments that rarely make money be included in backtests, and how do you measure this without curve-fitting data?

Thank you to Andy for submitting your voicemail to the show.  If any listeners would like to leave a message, you can do so here.

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.

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Episode Summary

0:00 - Intro
1:25 - Macro recap from Niels
2:41 - Weekly review of returns
18:39 - Top Tweets
54:51 - Andy (via TTU VoiceMail); Questions 1/2: What are some pros & cons of CFD trading? Do you have any tips for building a CFD portfolio?
1:02:56 - James; Question 3: Should instruments that rarely ever make money, be included in backtests, and how do you measure this without curve-fitting data?
1:14:22 - Performance recap

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