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Posts Tagged ‘investment’

95 The Systematic Investor Series – July 6th, 2020

This week, we give our thoughts on the inaccuracies of CTA replicator models, static risk versus dynamic risk, ways to approach variable position sizing, the power of a system being ‘good enough’, Jim Simon’s quotes on overriding your systems, and the recent accusation that CTAs are driving the stock market upward.  Questions answered this week…

94 The Systematic Investor Series – June 29th, 2020

In today’s episode, we discuss David Harding’s interview from 2013 with the SEC Historical Society, possible mistakes to avoid in Systematic Investing, if there are any differences between market confidence and the strength of a Trend, thoughts on Excel vs Python, and the importance of preserving capital during bad periods.  We also answer your questions,…

93 The Systematic Investor Series – June 22nd, 2020

This week, we discuss the possible effects of recent bans on short selling, Howard Mark’s latest memo on the recent rally in asset prices, the Wirecard debacle of losing $1.9billion, Tesla’s ascension to having the largest market cap of all car manufacturers in the world, the benefits of Trend Following in a diversified portfolio, the…

91 The Systematic Investor Series – June 8th, 2020

Today we discuss the disconnect between stock market prices & their expected returns based on economic data,  why current p&l may not reflect the quality of your positions, and the potential role of central banks in the future.  Questions we answer include: How do you reduce futures rollover costs?  How often should a Trend Follower…

89 The Systematic Investor Series ft Rufus Rankin – May 25th, 2020

We’re joined by special guest, Rufus Rankin of Ampersand Investment Management, to discuss Trend Following ETFs, the definition of a truly diversified portfolio, flat-fees versus performance-based fees,  how to choose between different managers, learning from Q1 2020, predicting CTA returns, and the recent public spat between Cliff Asness & Nassim Taleb. Questions we answer include:…

88 The Systematic Investor Series ft Robert Carver – May 17th, 2020

Robert Carver joins us to discuss the huge outperformance year-to-date of systematic funds vs discretionary funds, negative prices & their effects on market participants, systematising volatility strategies, whether there is a Holy Grail for eliminating risk completely, Newfound Research’s article on Options Straddles & Trend Following, and where we currently see the strongest trends in…

86 The Systematic Investor Series – May 4th, 2020

Today, we discuss comments from Warren Buffett in the recent Berkshire Hathaway shareholders meeting, AQR Capital’s recent research finding pure Trend Following strategies to be a better hedge in bear markets than Options strategies, the oil market & the USO ETF, how commodities are great diversifiers which often outperform equities, how to think about market…