SI156: The Case for Buying at All-Time Highs ft. Moritz Seibert
Top Traders Unplugged
Niels Kaastrup-Larsen
4.8 • 670 Ratings
🗓️ 5 September 2021
⏱️ 65 minutes
🧾️ Download transcript
Summary
Moritz Seibert joins us today to discuss the benefits of ‘system diversification’, the case for buying at all-time highs, how classical Trend Following is performing this year, the optimal amount of sample size for an effective backtest, the best ways to monitor risk levels, some tips for starting a new Trend Following business, some recommended backtesting software for retail traders, and how to navigate around your broker’s negative interest rates.
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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 diversifying among systems can be beneficial
- Why buying at all-time highs can be difficult, but very profitable
- Classical Trend Following's recent performance versus newer methods
- Some good measures for monitoring risk
- Some tips for starting a new business based around Trend Following investing
- Suitable backtesting software for retail investors
- How to approach negative interest rates with your broker
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Episode TimeStamps:
00:00 - Intro
01:05 - A big thank you to our listeners who gave us a 5-star review on iTunes & Apple Podcasts
03:21 - Macro recap from Niels
05:38 - Weekly review of returns
18:36 - What Moritz looks for when analysing his backtests
26:42 - Q1 & Q2: Derek: What are the most important risk metrics you monitor? If you had to start your Trend Following business from scratch, what would you do differently and what would you keep the same?
41:32 - Q3;
Transcript
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| 0:00.0 | You're about to join Jerry Parker, Maritz Siebert, and Neil's 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. |
| 0:23.5 | Welcome and welcome back to this week's edition of the systematic investor series with |
| 0:27.3 | Mord Seber and I, Neil's Kastr Blasen, where each week we take the pulse of the global |
| 0:31.9 | market through the lens of a rules-based investor. |
| 0:35.2 | If you're new to the show, let me start by saying welcome, |
| 0:38.1 | with the hope that today's episode will trigger your curiosity |
| 0:40.7 | about systematic trend following as an investment strategy, |
| 0:44.4 | enough to check out the back catalog and listen to the past episodes |
| 0:48.3 | that you may have missed, like last week's episode with Richard, |
| 0:52.0 | where we discussed all things back testing and forward testing |
| 0:55.2 | and everything in between. I really think it was something that a lot of listeners think is |
| 1:00.6 | important. So if you missed it, I invite you to go back and check it out. Let me also give a |
| 1:07.8 | quick shout out to those of you who spent a few minutes this week leaving a rating and review. |
| 1:13.1 | I noticed some great ones from Joey Yaz's Hypnosis 8 and Ernst Mango, |
| 1:20.1 | just to name a few, you should know that I do read all of them and I post many of them on the website |
| 1:25.8 | and we're very grateful for the help |
| 1:28.7 | that you give us in order to grow the podcast. Moritz, you're back from holiday. How are you? |
| 1:34.7 | Yeah, back from Italy since, I don't know, 12, 18 hours or something like that. So got back last |
| 1:41.7 | night. It's just been great to be out of the country. |
| 1:44.5 | We've had a very wet and cold summer here in Bavaria. |
| 1:49.8 | Not sure if that's also true for Zuck, where you live, Niels. |
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