SI16: What Returns and Drawdowns can you expect from Trend Following

Top Traders Unplugged

Niels Kaastrup-Larsen

Business, Business News, Investing, News

4.8 • 670 Ratings

🗓️ 29 December 2018

⏱️ 73 minutes

🔗️ Recording | iTunes | RSS

🧾️ Download transcript

Summary

Welcome to The Systematic Investor series. It’s a great privilege for me to invite you to a behind the scenes conversation between some of my favorite systematic investors namely Jerry Parker and Moritz Seibert. We get on a “call” each week to discuss the events that took place through the lens of a Systematic Investor and how the trading strategies we work with are reacting. It’s a raw and honest exploration and we hope you will join and be part of…not least by sending us questions that we can discuss.

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

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Episode TimeStamps:

00:00 – Intro

01:55 – Weekly review of performance

13:00 – Top tweets

35:30 – Question 1: George; Is there a best system to trade trends?

49:20 – Question 2: George; Why have discretionary macro traders outperformed TF?

55:25 – Question 3/4: George; What is a safe expectation for systems in terms of CAGR to Drawdown? Do you think a “golden” period for TF like the 1970s will come back?

01:04:00 – Question 5: Liew: What price should my trailing stop reference (high, low, close, etc.)?

01:08:00 – Benchmark performance update

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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.

Transcript

Click on a timestamp to play from that location

0:00.0	You're about to join Jerry Parker, Maritz Siebert, and Nealz Kastrup 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. Welcome to the Systematic Investor podcast series.
0:19.7	Jerry Parker, Moritz Siebert, and I, Niels Kasperlarsen, are delighted to be back with the last
0:25.7	edition of this year of the Systematic Investor Series, which is our weekly open-ended
0:30.8	and pretty raw exploration of the world of rule-based investing and where we also take
0:35.4	some of your questions.
0:39.3	So good morning, Jerry, and good afternoon to you, Moritz. Hello, Niels. How are you? Good morning. I, good morning. Yeah, good morning,
0:43.8	Jerry. I'm well, Moritz, and of course, we missed you last week. You were out on the slopes.
0:49.3	I hope you had some good skiing conditions. Yes, had a great time. I really like skiing, good snow, sunny weather, so it's been a great break.
1:00.0	It always feels good to be a bit away from the markets and the daily action and then come back with a fresher mind.
1:08.0	Absolutely, absolutely.
1:10.0	And so while most of us were enjoying all the festive season, U.S. stock markets joined,
1:16.2	at least for a short period of time, many of the other stock markets already in a bear market,
1:21.1	but it seems like only a few phone calls from the U.S. Treasury brought out the sort of the plunge protection team this week.
1:29.1	And that certainly led to some fireworks being lit after the Christmas holiday.
1:35.7	So quite a week to sort of finish the year on.
1:41.2	And yeah, it would be interesting to that in all of that impacted sort of the
1:47.1	trend following space that we belong to and so uh why don't we just jump into it and find out
1:53.9	what how it all played out more it's uh if now that you are back if i can go back to our usual
1:59.9	tradition to start off with you and
2:02.8	see what the week was like through your rule-based eye, so to speak.
	...

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