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Posts Tagged ‘howard marks’

129 Systematic Investor Series ft Mark Rzepczynski – March 1st, 2021

We’re joined today by Mark Rzepczynski to discuss the return of the Gamestop short-squeeze, Trend Following in a high interest-rate environment, the future of AI & machine learning in trading models, the case for including short positions in a portfolio, how to spot a commodity ‘super-cycle’, the different factors driving markets higher, why good news…

126 Systematic Investor Series ft Rob Carver – February 7th, 2021

Rob Carver returns to the show today to give us his thoughts on the WallStreetBets Reddit forum & their Gamestop short-squeeze, the gamification of trading, why Robinhood had to suspend trading on Gamestop, the attempted short-squeeze in the Silver market, Rob’s recent article on how to become a systematic trader, Niels’ journey into the CTA…

124 Systematic Investor Series ft Jerry Parker– January 24th, 2021

Turtle Trading legend Jerry Parker joins us today to discuss why smart people often struggle with systematic investing, the benefits of non-predictive investment strategies, what changes Jerry would make to Richard Dennis and William Eckhart’s original Turtle Trading rules, why predefined trade exits are good for your mind-state, why Trend Following strategies are so suited…

123 Systematic Investor Series – January 18th, 2021

In today’s show, we discuss the benefits of not taking profits too early during huge price moves, how a Trend Follower might be trading Bitcoin, if March 2020 may have impacted a Trend Follower’s approach to the markets, why the S&P 500 could be considered just as much of an ‘alternative’ market as Iron Ore,…

122 Systematic Investor Series ft Robert Carver – January 10th, 2021

We’re joined today by Rob Carver to discuss how quant managers compared to discretionary managers in 2020, Winton Capital’s underperformance and resulting loss of AUM, the pressure for successful Trend Following firms to expand into different investment styles, why March & December 2020 were generally the best for Trend Followers despite being so different, how…

121 Systematic Investor Series – January 6th, 2021

In this episode, we conclude our special 2-part series on how to design a Trend Following system, with a deeper dive into some performance statistics over the last couple of decades, including correlations, drawdowns and how different market environments have impacted our system.  We also touch on how to add some ‘personality’ to a fully…

120 Systematic Investor Series – January 2nd, 2020

In today’s special episode, we go into some depth about how to design a robust and profitable Trend Following program.  We also cover topics such as why having an opinion on any of your trading positions can be a bad idea, how Trend Following returns can vary massively with just a slight shift in portfolio…

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