SI107: Best and Worst markets to trade and benefits of adding the S&P500 ft. Moritz Seibert
Top Traders Unplugged
Niels Kaastrup-Larsen
4.8 • 670 Ratings
🗓️ 27 September 2020
⏱️ 73 minutes
🧾️ Download transcript
Summary
In this episode, we discuss the best & worst markets for Trend Following strategies in recent years, the benefits of trading & investing across multiple timeframes, how a combined portfolio of Trend Following & the S&P500 has been historically lucrative, the perils of a market that is stuck in a large trading range, and how 3 months can easily change your year-to-date performance. Questions we answer include: What are your thoughts on inflation & fixed income, as they relate to Trend Following? How do commission & other charges affect systematic trading strategies? What is the optimal allocation to Trend Following? Do you have any advice for trading CFDs?
-----
50 YEARS OF TREND FOLLOWING BOOK AND BEHIND-THE-SCENES VIDEO FOR ACCREDITED INVESTORS - CLICK HERE
-----
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 [email protected]
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.
Follow Moritz on Twitter.
Episode TimeStamps:
00:00 – Intro
01:57 – Macro recap from Niels
04:32 – Weekly review of performance
32:46 – Q1; James: Why does Moritz seemingly switch his positioning in a market between long & short, some times, and not other times?
39:42 – Q2 & Q3; Eduardo: What are your thoughts on inflation, bonds & Trend Following on fixed income? How do commissions and charges affect a Trend Following strategy?
59:00 – Q4; Anti: Is Moritz’s system a ‘stop & reverse’ system?
01:01:02 – Q5 & Q6; Mikael K: Can you build a trend following trading system based on Options rather than Futures? Do you have any advice for trading CFD’s?
01:05:11 – Q7; Michael N: What is the optimal portfolio allocation to Trend...
Transcript
Click on a timestamp to play from that location
| 0:00.0 | You're about to join Jerry Parker, Maritz Siebert, and Nealz Kostrup Larson on their raw and honest journey into the world of systematic investing and learn about the most dependable and consistent yet often overlooked investment strategy. |
| 0:15.1 | Welcome to the Systematic Investor podcast series. |
| 0:26.6 | Welcome and welcome back to this week's edition of the Systematic Investor Series with Moritz Siebert and I, Nealz Karz-Larsen, where each week we take the pulse of the global |
| 0:31.6 | market through the lens of a rules-based investor. |
| 0:34.6 | And of course, for those of you who have been here before, you know that |
| 0:38.7 | our conversations are intended to keep you focused, inspired. Sometimes we may even have to |
| 0:43.8 | hold your hands through this investment climate. And of course, for those of you who are new to |
| 0:50.2 | the show, perhaps this will trigger your curiosity to check out our back catalog and listen to |
| 0:56.4 | some of the past episodes that you may have missed. First of all, let me just say another big thank |
| 1:01.5 | you to those of you who left a rating and review in iTunes. I just want to say we really do |
| 1:07.5 | appreciate it and rest assured we read all of them. |
| 1:11.4 | With that out of the way, Moritz, good afternoon. |
| 1:14.0 | How are you doing today? |
| 1:14.9 | Hey, good afternoon, Niels. |
| 1:16.9 | Good to hear your voice, doing fine. |
| 1:18.4 | I hope you're doing fine too. |
| 1:19.9 | Yes, not too bad. |
| 1:20.9 | Autumn has set in here in Switzerland from the sunny climate a week ago. |
| 1:25.0 | We're back in the rain and windy weather, which makes it much |
| 1:29.1 | nicer, actually, to be indoors during a podcast. Yeah, same here. I mean, I guess we, you know, |
| 1:34.2 | the two of us were probably only 250 kilometers or so apart, and it's exactly the same weather here. |
| 1:39.2 | Leaves are falling. It's wet. It's pouring down. And believe it or not, we have between four and five degrees centigrade. So it kind wet, it's pouring down and believe it or not we have between four and five degrees centigrade so it's kind of like it feels like |
... |
Please login to see the full transcript.
Disclaimer: The podcast and artwork embedded on this page are from Niels Kaastrup-Larsen, and are the property of its owner and not affiliated with or endorsed by Tapesearch.
Generated transcripts are the property of Niels Kaastrup-Larsen and are distributed freely under the Fair Use doctrine. Transcripts generated by Tapesearch are not guaranteed to be accurate.
Copyright © Tapesearch 2025.