SI150: Extracting Edges from the Market ft. Richard Brennan

Top Traders Unplugged

Niels Kaastrup-Larsen

Business, Business News, Investing, News

4.8 • 670 Ratings

🗓️ 24 July 2021

⏱️ 67 minutes

🔗️ Recording | iTunes | RSS

🧾️ Download transcript

Summary

This week, Richard Brennan from ATS Trading Solutions makes his debut on the show, and we discuss the complexity behind successful Trend Following strategies, momentum trading versus Trend Following, the importance of average win rate, how a weak edge can still lead to strong returns, deflationary environments and their past effects on the Trend Following models, which markets, and how many, to include in a profitable trading system, and how to find the perfect exit strategy with minimum risk.

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

In this episode, we discuss:

Why there may be no such thing as a 'simple' successful Trend Following strategy
How to profit across multiple timeframes
How momentum investing is often confused with Trend Following methods
Average win rate versus average loss rate
Why inflation is usually a good thing for systematic investors
Trailing stops and risk management
How many markets are ideal for a profitable Trend Following system

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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.

Send your questions to [email protected]

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Episode TimeStamps:

00:00 – Intro

01:31 – A huge thank you to listeners of the show for leaving your 5-star reviews on iTunes

02:18 – Macro recap from Niels

04:23 – Weekly review of performance

10:24 – Q1; Kushro: Is there a way for the novice rules-based investor to reliably backtest their rules?

12:40 – Q2 & Q3; Danny: Can you give an example of how to trade multiple timeframes? How do I...

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
0:06.9	honest journey into the world of systematic investing and learn about the most dependable and
0:11.8	consistent yet often overlooked investment strategy. Welcome to the Systematic Investor podcast series.
0:22.9	Welcome, well, welcome back to this week's edition of the Systematic Investor series with Richard
0:26.8	Brennan and I, Niels Karstablasen, where each week we take the pulse of the global markets
0:31.2	through the lens of a rules-based investor.
0:33.7	Now, for those of you who are regular listeners, our conversations are intended to give you
0:37.9	as much of the nurture and encouragement as the turtles got back in the 1980s, as Jerry likes
0:43.5	to put it. And if you're new to the show, we hope that today's episode will trigger your
0:47.8	appetite to learn more by diving into the back catalog and listen to all of the past episodes
0:53.4	that you may have missed,
0:54.8	like last week's episode with Mark, where we explored how model anxiety shows investors
1:01.1	to be naturally wary of rules-based systems. So if you missed that one, I invite you to go back
1:06.9	and check it out. But not now, of course, because we have a really great episode for you this
1:12.1	week with another trend-folling friend of mine joining me today. So Rich, great to have you on this
1:18.3	week. How are you doing? How are things down in Australia? A bit chilly, Neels, but it's great to be
1:24.3	on board and it's a real privilege being on here with you.
1:28.3	So, very happy.
1:29.9	That's kind of you to say.
1:31.8	Now, as mentioned, we got a great lineup of questions as well, one from Cruceau and one from a couple of, from Danny,
1:40.9	as well as some perhaps controversial topics about trend following.
1:44.8	But before we dive into all of those, let me run through my brief market wrap.
	...

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