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

Top Traders Unplugged

Niels Kaastrup-Larsen

Business, Business News, Investing, News

4.8 • 670 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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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...

Transcript

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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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