SI05: The Systematic Investor Series – October 15th, 2018

Top Traders Unplugged

Niels Kaastrup-Larsen

Investing, Business News, News, Business

4.8 • 712 Ratings

🗓️ 15 October 2018

⏱️ 56 minutes

🔗️ Recording | iTunes | RSS

🧾️ Download transcript

Summary

Welcome to The Systematic Investor series. It’s a great privilege for me to invite you to a behind the scenes conversation between some of my favorite systematic investors namely Jerry Parker and Moritz Seibert. We get on a “call” each week to discuss the events that took place through the lens of a Systematic Investor and how the trading strategies we work with are reacting. It’s a raw and honest exploration and we hope you will join and be part of…not least by sending us questions that we can discuss.

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50 YEARS OF TREND FOLLOWING BOOK AND BEHIND-THE-SCENES VIDEO FOR ACCREDITED INVESTORS - CLICK HERE

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Follow Niels on Twitter, LinkedIn, YouTube or via the TTU website.

IT’s TRUE ? – most CIO’s read 50+ books each year – get your FREE copy of the Ultimate Guide to the Best Investment Books ever written here.

And you can get a free copy of my latest book “Ten Reasons to Add Trend Following to Your Portfolio” here.

Learn more about the Trend Barometer here.

Send your questions to info@toptradersunplugged.com

And please share this episode with a like-minded friend and leave an honest Rating & Review on iTunes or Spotify so more people can discover the podcast.

Episode TimeStamps:

00:00 – Intro

00:50 – Weekly recap of performance

09:10 – Top tweets

19:51 – Niels discusses his trend barometer: (http://www.toptradersunplugged.com/resources/market-trends/)

34:00 – Question 1: Raphael; What is the optimal portfolio allocation?

39:50 – Question 2: Dave; Please explain the trend barometer (link above)

40:50 – Question 3: Dave; Do you change position sizes as a trade progresses?

45:00 – Question 4: When would a TF system be flat (no position)?

47:00 – Question 5: Mohit; What is your worst trade ever?

53:40 – Benchmark performance update

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PLUS: Whenever you're ready... here are 3 ways I can help you in your investment Journey:

1. eBooks that cover key topics that you need to know about

In my eBooks, I put together some key discoveries and things I have learnt during the more than 3 decades I have worked in the Trend Following industry, which I hope you will find useful. Click Here

2. Daily Trend Barometer and Market Score

One of the things I’m really proud of, is the fact that I have managed to published the Trend Barometer and Market Score each day for more than a decade...as these tools are really good at describing the environment for trend following managers as well as giving insights into the general positioning of a trend following strategy! Click Here

3. Other Resources that can help you

And if you are hungry for more useful resources from the trend following world...check out some precious resources that I have found over the years to be really valuable. Click Here

Disclaimer

Transcript

Click on a timestamp to play from that location

0:00.0	You're about to join Jerry Parker, Maritz Seabert, and Neil's Kostrup Larson on their
0:06.3	raw and honest journey into the world of systematic investing and learn about the most
0:11.1	dependable and consistent yet often overlooked investment strategy.
0:15.1	Welcome to the Systematic Investor podcast series.
0:19.6	Hey everyone and welcome to another edition of the Systematic Investor Series, where each
0:24.3	week we discuss and debate what is going on in the world of rule-based investing right now.
0:29.6	My name is Neil's Castra Blasen, and I am excited to welcome back my co-host, Jerry Parker and
0:34.8	Moritz Siebert.
0:36.2	Good morning, guys.
0:37.3	How are you? Always great. Yes,
0:40.1	good to hear. Good to be. Yes, likewise, likewise. It's certainly been an interesting week.
0:46.3	Lots of headlines, lots of market action, lots of things for us to discuss. Obviously,
0:51.8	the usual topics that comes up when something like this happens, a quick sell-off,
0:57.6	and most systematic managers, you know, lose money. So the headlines that we typically get are,
1:06.0	you know, CTAs did not, or trendfellers did not provide any crisis alpha protection.
1:16.5	And also they may well be part of the reason why the markets are selling off.
1:18.8	So things like that we can certainly debate.
1:25.3	But let's just talk a little bit about some of the return drivers for this week in sort of trend following portfolios that we run.
1:28.7	And I'll turn to you more.
1:30.0	It's probably as usual to kick this off.
1:33.6	And just to see what's going on from your perspective.
1:38.5	Thanks, Nealz.
	...

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