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Posts Tagged ‘volatility’

85 The Systematic Investor Series ft Nick Radge – April 26th, 2020

Today, special guest Nick Radge joins us on the show to discuss similarities between the market crashes of 1987 and 2020, the players behind the recent Oil volatility, the importance of avoiding trading paralysis, how to behave like a successful investor, developing different strategies for different market environments, how Nick fell in love with Trend…

84 The Systematic Investor Series ft Robert Carver – April 20th, 2020

We’re joined today by Robert Carver to discuss why classical Trend Following strategies did well in the recent selloff, the risks in OTC trading, why it’s important to diversify across different managers, the varying recent returns of Renaissance Technologies and AHL, and how Robert Carver approaches volatility, scaling & portfolio construction during a crisis. Questions…

83 The Systematic Investor Series – April 13th, 2020

In this episode, we discuss how Trend Following strategies are able to cope with the extra volatility around huge world events,  Transtrend’s recent article on responsible investing and why that includes the ability to short a market, the current oil situation, and recent interview appearances by Ray Dalio and Danielle DiMartino Booth.  Questions answered this…

81 The Systematic Investor Series – March 29th, 2020

Today, we discuss the benefits of focusing on highly liquid markets, why Trend Following strategies are usually less risky & volatile in any market environment,  how simple ideas can often be more robust than complex ideas, whether there’s a place for discretion in trading systems, why a manager’s true aims may not be what you…

79 The Systematic Investor Series ft Robert Carver – March 15th, 2020

We’re joined on the show today by special guest Robert Carver, to discuss another historically volatile week in the markets, the differences between today’s bear market and 2008, how Robert defines portfolio diversification, how many markets a profitable Trend Following system should trade, the different types of strategies that Robert currently uses, the amount of…

78 The Systematic Investor Series – March 8th, 2020

This week, we discuss the potential benefits of investing in more than one systematic fund, Tom Basso’s research finding that Trend Following returns increase as market volatility increases, the process behind Moritz’s discretionary trade last week, sizing positions according to volatility, the historic rally in government bonds, and the importance of good risk management. Questions…

77 The Systematic Investor Series – March 1st, 2020

After the quickest 10% correction straight from an all-time-high in stock market history last week, we discuss how human emotions & behaviours played their part, the threat of the coronavirus and its effect on world economies, why a week is too short a time to judge if CTAs are providing ‘crisis alpha’, and why short-term…

76 The Systematic Investor Series – February 24th, 2020

In today’s episode, we discuss whether attempting to trade every market at the same time may hinder any conviction necessary for above-average returns, as well as debate the difference between a portfolio with plenty of trades across lots of different markets versus one with less positions among fewer markets.  We also cover the Hedge Fund…