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74 The Systematic Investor Series – February 8th, 2020

This week, we discuss how Jerry approached his Tesla trade during last week’s parabolic move up, the value of sleeping well at night in comparison to chasing maximum returns, whether Trend Following models can be successfully tilted toward ESG (Sustainable) Investments, thoughts on Negative & Positive Skew, the perceived drawbacks of CTA diversification when stocks are going up, and we also compare Trend Following on stocks, to a fully diversified, Trend Following system.  Questions we answer this week include: What do you do next when you have a significant amount of new AUM?  Do you have any tips or methods, whether psychologically or built into your models, for handling euphoric gains?  How many markets, and how much allocation to each market, do you recommend when constructing a Trading Universe?

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Episode Summary

0:00 - Intro
1:08 - Macro recap from Niels
1:44 - Weekly review of returns
4:59 - Top Tweets
18:45 - Announcement of special guest Eric Crittenden, from Standpoint Asset Management, joining us on the show in a few weeks
26:21 - Jacob; Question 1: When you have a significant amount of new available equity, what do you do next?
32:57 - James; Question 2: How do you manage a position that makes a Parabolic move, such as Tesla?
41:18 - Matt: Question 3: What methods do you use to handle euphoric gains?
1:01:51 - Camron; Question 4: What is the best way to compile a Trading Universe? How many markets, and how much allocation to each market?
1:04:42 - Sam; Question 5: Are you aware of any Trend Following Traders who tilt towards ESG (Sustainable Investing)?
1:07:23 - Seth; In response to last week’s request to listeners, shares how he thinks TF should be best described as an important part of your portfolio
1:10:30 - Performance recap

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