Posts Tagged ‘volatility’

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

By Niels Kaastrup-Larsen | 02/28/2021 |

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…

128 Systematic Investor Series ft Jerry Parker – February 22nd, 2021

By Niels Kaastrup-Larsen | 02/22/2021 |

Jerry Parker returns today to discuss how Trend Following is perfectly suited for both inflationary and deflationary environments, why investors tend to underperform the S&P500 index, how to look at open trade risk & current equity curve, the perils of designing the ‘perfect’ trading system with all the bells & whistles, whether or not it’s…

127 Systematic Investor Series ft Moritz Seibert – February 15th, 2021

By Niels Kaastrup-Larsen | 02/15/2021 |

Today, we discuss Bitcoin’s rise to $50,000 and how to judge its future role in society, Moritz’s incredible start to the year without changing any part of his trading system, CME’s introduction of Ethereum futures, The Big Short’s Michael Burry calling a top in Tesla, India’s proposed Bitcoin ban, and how a fascinating study, using…

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

By Niels Kaastrup-Larsen | 02/07/2021 |

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…

125 Systematic Investor Series ft Mark Rzepczynski – January 31st, 2021

By Niels Kaastrup-Larsen | 01/31/2021 |

Mark Rzepczynski joins us today to discuss the Gamestop short-squeeze, democratisation of the investment industry, the increasing expectation among investors that the Federal Reserve will always prevent prolonged market crashes, the 3 main ingredients for a market bubble, whether we are seeing a bubble in the stock market today, the role of short sellers and…

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

By Niels Kaastrup-Larsen | 01/24/2021 |

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

By Niels Kaastrup-Larsen | 01/19/2021 |

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

By Niels Kaastrup-Larsen | 01/10/2021 |

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

By Niels Kaastrup-Larsen | 01/06/2021 |

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

By Niels Kaastrup-Larsen | 01/02/2021 |

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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Invaluable!!

02/17/2021
The exceptional value of this podcast is found in its ability to act as a group of mentors to my trading process. I am not aware of any other systematic trading program that addresses the PROCESS of systematic trading quite as well! Thank you for reaching through my ear pods each week with what has become an indispensable source of influence over how I think about my trading system. You all have made an impact on me as real as a remote mentor can have. I only wish I could have you actually peak over my shoulder, as I trade, and evaluate my system for me ... however, I am truly grateful for the vision you possess for the content of this podcast! My hope is that you keep it going!!

by FarmBoy33 from Canada

Engineer

02/16/2021
Dear TTU. I have listened to your podcast for about a year now, and also been trying to keep up with the back catalogue as well. You have really opened my mind to the trendfollowing universe, and made me realize what a great way trendfollowing is to diversify a "classic" portfolio even further. I'm intrigued by the posibility to build my own system and learn how to code myself, but for the moment, I dont' have the time avalable. So I'm searcing for the next best thing, that is to find the right manager/firm to engage an investment with. Besides your regular program, The Systematic Investor Series, I really appreciated the Global Macro Series, which gave a non-economic guy like me, a great inside to what drives the world econimy and fananciel markets. Thanks so much again for a great podcast. Best regards, Morten Wiberg, Denmark

by Morten Wiberg from Denmark

Refreshingly Polite Gentlemen

02/15/2021
Honest and friendly exchange between knowledgeable and suitably humble seasoned traders.

by @AtahualpaGroup from United States

Always engaging and thought provoking

02/13/2021
It's a pleasure to listen to conversations between people that a retail investor, simply managing their own money, would never have the opportunity to directly engage. You don’t need to be a professional money manager to benefit from the investing concepts discussed in this podcast. The hosts also spend a significant portion of each episode addressing listener questions thereby making the experience feel interactive and meaningfully connected to the audience. Thank you!

by SS_202002 from United States

A gem

02/11/2021
This podcast is a gem for everyone interested in financial markets and investing. The various backgrounds of the hosts and guests make it a very interesting and informative podcast.

by King_Kryzon from Germany

Insightful Intelligence

02/08/2021
Mercifully free of hype & hyperbole, this is serious podcasting at its very best. Intelligent conversation between friends and guests, an erudite exchange of views on systematic investing from people who know. A place where points of difference are thoughtfully considered rather than merely criticised. Sure, the team advocate for a trend-following based approach -as that's where they sucessfully put their money - but more than that, they're advocates for meaningful investing & financial integlligence being shared much more widely. No guru nonsense, no insider tips, just well earned wisdom. Fully recommended.

by The Gods Truth from United Kingdom