SI22: Can intra-day trading be scaled to a big business?

Top Traders Unplugged

Niels Kaastrup-Larsen

Business, Business News, Investing, News

4.8 • 670 Ratings

🗓️ 10 February 2019

⏱️ 93 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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Episode TimeStamps:

00:00 – Intro

01:15 – Weekly review of performance

06:10 – Top tweets

28:45 – Book mention: The Systems Bible by John Gall

38:25 – Question 1: Craig; Should all markets be considered equal from a TF perspective?

44:00 – Question 2: Johannes; Can intraday trading be scaled into a big business?

51:00 – Question 3: Manuel; What are good rules for managing position sizes to keep risk at a reasonable level as winners inherently grow with Trend Following?

58:10 – Question 4/5: George; Why does TF seem to need so many return drivers for optimal diversification? How much could a TF strategy lose at once if all went wrong?

01:11:15 – Question 6: Francois; Are TF interested in the sine of the speed of the trend only and not the actual speed?

01:17:40 – Question 7/8: Samuel; How do you roll positions? What are your favorite resources to stay up to date on systematic investing (journals, podcasts, subscriptions, authors)?

01:30:20 – Benchmark

Transcript

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0:00.0	You're about to join Jerry Parker, Maritz Siebert, and Nealz Kastrup 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.
0:19.6	Jerry Parker, Moritz Siebert, and I, Niels Kasperlarsen are excited to be back with this
0:24.3	week's edition of the Systematic Investor Series, which is our weekly ongoing and very
0:29.3	raw exploration of the world of rule-based investing, and of course where we also take
0:34.3	some of your questions.
0:36.4	As usual, let me start by saying good morning.
0:38.3	Actually, good afternoon to you, Moritz, and good morning to you, Jared.
0:42.3	Good afternoon, Niels. Good morning, Jerry. Good morning.
0:45.2	As you can tell already, I'm not in my usual setting. The noise or the sound here is a little bit
0:51.0	different and of course, you know, so we'll see how it goes,
0:55.0	but hopefully it'll be okay.
0:56.0	Well, I'm really happy about the three-hour late start.
1:00.0	It's 11 o'clock, night eight o'clock.
1:02.0	And maybe, I know I'm usually very quiet and reserved, so I'm more awake now, so get ready.
1:09.0	Great. Well, that sounds exciting.
1:12.1	Well, I mean, another kind of interesting weak oil markets for sure.
1:19.2	Some movements on the commodities, you know, some of the grains I saw did okay.
1:26.0	Some of the softs did okay.
1:30.3	And then, of course, we had kind of flatish US stock markets and kind of weak European stock markets so we'll see how
1:36.3	all of that turned out in our various portfolios and of course Moritz as we do our little tradition maybe we start out to hear
1:47.8	how you saw the week in in trendland sure happy to do that thanks niels uh week has been flat so um you know
	...

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