SI120: Deep dive into my own Trend Following Model

Top Traders Unplugged

Niels Kaastrup-Larsen

Business, Business News, Investing, News

4.8 • 670 Ratings

🗓️ 2 January 2021

⏱️ 37 minutes

🔗️ Recording | iTunes | RSS

🧾️ Download transcript

Summary

In today’s special episode, I go deep into how to design a robust and profitable Trend Following program. I also cover topics such as why having an opinion on any of your trading positions can be a bad idea, how Trend Following returns can vary massively with just a slight shift in portfolio weightings, the benefits of having a unique approach to the markets, and why longer-term trading may be more profitable than short-term trading.

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

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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.

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Episode TimeStamps:

0:00 – Intro

1:37 – A thank-you to our hosts, previous guests, production team, and all listeners of the show

3:35 – 2020 Macro recap from Niels

6:51 – How to think about trading and system development

31:59 – Performance recap

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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...

Transcript

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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. Welcome to the Systematic Investor podcast series.
0:27.3	Welcome and welcome back to another edition of the systematic investor series with me,
0:32.0	Niels Kastu Larsen, where each week we take the pulse of the global market through the lens of a rules-based investor.
0:34.2	For those of you who are regular listeners, our conversations are intended to keep you
0:38.2	focused and inspired to continue your rules-based investment journey. And if you're new to the show,
0:43.6	I hope that today's episode will trigger your curiosity to check out the back catalog and
0:48.6	listen to the past episodes that you may have missed. Like, for example, last week's episode with
0:53.5	Jerry, which may
0:54.8	well be the best that we have done between the three of us. Now, you may already have noticed
1:00.7	a slight difference in today's episode, as this will indeed be my first solo episode, as we did
1:07.3	not think there would be a lot to talk about over this holiday period.
1:11.9	But a quiet period like this is perhaps a time where many of us reflect on the year we've had,
1:18.7	what we've learned from it, and what we can look forward to in 2021.
1:23.6	So I thought I would do the same and share it with you.
1:27.8	Like many things we do on this podcast, this is not perfectly planned,
1:32.8	but is rather a raw and honest account of how I see things.
1:37.7	Now before we get into any of what I have planned to talk about today,
1:42.4	I really do want to say a huge thank you to my
1:45.6	co-host, Moritz, Jerry and Rob. The effort that they all put in into making it possible for us to
1:52.2	publish engaging conversation each week is amazing and I'm very grateful to all of them.
1:58.5	I also really appreciate all of the great guests we've had on during the
2:02.7	year, both on our weekly systematic investor series, as well as the regular one-on-one TTIU episodes
	...

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