SI28: Investing based on the "Evidence" and what are the Trend Commandments?

Top Traders Unplugged

Niels Kaastrup-Larsen

Business, Business News, Investing, News

4.8 • 670 Ratings

🗓️ 24 March 2019

⏱️ 82 minutes

🔗️ Recording | iTunes | RSS

🧾️ Download transcript

Summary

On today’s show, we give our thoughts on ‘Evidence-Based Investing’, David Harding’s latest comments on Trend Following, how much is too much ‘Open Risk’, as well as answering: what are some of the ‘Trend Commandments’? Also, we discuss whether it’s safe or not to buy after a big upside price break or sell after a big gap down, whether Volatility should be ‘targeted’ in your portfolio, and if a system can be designed handle ‘parabolic moves’ better.

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Episode TimeStamps:

00:00 – Intro

02:00 – Weekly review of performance

06:30 – Top tweets

34:40 – Question 1: Michael; Have any of you backtested 2009 trades onward with one size fits all position sizing?

47:15 – Question 2: Dave; What represents too much open risk as a percentage of AUM?

56:55 – Question 3: Brian; How does a Trend Following system trade a parabolic market?

01:06:15 – Question 4: George; What are the commandments of Trend Following you reference in earlier episodes?

01:10:00 – Question 5: George; Could Moritz discuss why he dislikes a simple Trend Following system on just the S&P 500 when Meb Faber’s research shows it is effective.

01:12:40 – Question 6: George; Is Jerry’s infrequent overall risk reduction built into his system?

01:15:10 – Question 7: George; Most Trend Followers use stops, why doesn’t DUNN?

01:19:10 – Benchmark performance update

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PLUS: Whenever you're ready... here are 3 ways I can help you in your investment...

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.
0:19.5	Jerry Parker, Moritz Siebert and I,
0:21.5	Neil's Kasselarsen,
0:22.3	are back with this week's edition
0:23.5	of the Systematic Investor Series,
0:25.7	where each week we focus on helping you
0:27.6	build safer and better performing portfolios
0:29.6	by including trend following
0:31.1	and where we do our best
0:32.7	to answer all of your questions.
0:35.7	As usual, let me start by saying saying good morning, Jerry, and good morning
0:40.4	or good afternoon to you, Moritz. Hi, good afternoon, Neil's. Good morning, Jerry. Good morning, guys.
0:45.7	I don't know about you guys, but to me it felt like the Fed surrendered this week, and this
0:51.4	latest FOMC meeting could well have set in motion a race to the bottom
0:56.0	with the ECB currently in the lead but the Fed and the BEO are gaining fast.
1:02.1	But whilst the Americans and Europeans are looking for inflation and higher yields,
1:06.6	Argentina seemed to having no problem in this department.
1:10.1	I saw that rates this week went up to 65.76 percent and inflation rose to a whopping
1:17.8	51.28% year on year.
1:21.5	And in the futures of markets, we also had a pretty exciting week, a 40% surge in Lean
1:27.2	Hawk futures prices, which are now up 70% this month.
	...

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