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Top Traders Unplugged

SI115: Open trade Equity vs Realized Profits and Value vs Growth ft. Rob and Moritz

Top Traders Unplugged

Niels Kaastrup-Larsen

Business, Business News, Investing, News

4.8670 Ratings

🗓️ 22 November 2020

⏱️ 88 minutes

🧾️ Download transcript

Summary

Rob Carver returns to the show today to discuss the relevance of open trade equity compared to closed trade equity, the reported return of value’s reign over growth stocks, combining Trend Following portfolios with other strategies, the important of using significant sample sizes when analysing data, why successful systematic traders tend to have the longest documented returns on record.  Questions we answer include: Which type of moving average is generally the most effective in Trend Following?  Do you recommend any hedging strategies?

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

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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 Portfoliohere.

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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.

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Episode TimeStamps:

00:00 – Intro

02:35 – Macro recap from Niels

04:59 – Weekly review of performance

27:16 – Q1; Mervin: What investment strategies would you recommending supplementing a Trend Following portfolio with?

37:36 – Q2 & Q3; Daniel: How do you think about open trade equity versus closed equity, in terms of drawdowns?  Do you have any recommendations for hedging your Trend Following positions?

01:03:57 – Q4; Antonio: Which type of Moving Average (SMA, EMA, ALMA etc) is generally the most effective in Trend Following models?

01:22:48 – Benchmark performance update

01:23:48 – Recommended podcast listening this week:

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

0:07.3

journey into the world of systematic investing and learn about the most dependable and consistent

0:12.3

yet often overlooked investment strategy.

0:15.2

Welcome to the Systematic Investor Podcast series.

0:19.2

Welcome and welcome back to this week's edition of podcast series.

0:27.3

Welcome and welcome back to this week's edition of the systematic investor series with Robert Carver and Moritz Sieben and I, Neil's Kasblassen, where each week we take the pulse of the global

0:32.6

market through the lens of a rules-based investor.

0:36.1

Now, for those of you who are regular listeners, our conversations are intended to keep you

0:40.3

focused and inspired to continue your rules-based investing journey.

0:45.6

And if you're new to the show, we hope that today's episode will trigger your curiosity

0:49.8

to check out the back catalog and listen to past episodes that you may have missed.

0:54.7

Like the recent episode we did with best-selling author of the Market Wizard's book, Jack Swaker,

1:00.2

I must listen episode in my humble opinion.

1:04.8

Now, as you know, the aim of the podcast is to democratize the hedge fund, CTA or Quant World as whatever you prefer

1:14.0

to call it.

1:15.3

And if you want to be part of this journey, what we ask of you is that if you can comment,

1:21.9

if you can share these episodes, if you can rate and review them in iTunes, we greatly appreciate it. That is kind of the

1:29.8

pay pack you can give us for putting in the time and dedication each week to the podcast,

1:35.3

and as long as that continues to happen, so that we can see that you're getting value from them.

1:40.9

We will, of course, continue to do them. And it's not so much whether or not you have a

1:47.0

big following and therefore whether or not your share matters or not. It doesn't really matter at all.

1:53.0

In fact, even if you have a small following because if you share it on your feed or on your page,

...

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