SI32: How accurately can we predict future returns? and can trading with systems keep you happy?

Top Traders Unplugged

Niels Kaastrup-Larsen

Business, Business News, Investing, News

4.8 • 670 Ratings

🗓️ 22 April 2019

⏱️ 92 minutes

🔗️ Recording | iTunes | RSS

🧾️ Download transcript

Summary

Are CTAs giving the wrong message by charging low performance fees? Is there a perfect amount of AUM to aim for? Can Systematic Trading keep you happy? How accurately can we predict future returns? We discuss whether Trend Following is easy enough to do at home, or if you should do it through a reputable fund instead. What sort of things can be found in a ‘Research Graveyard’? Should you use Stop Losses, and if so, how and where should you place them? We answer the question of what makes a strategy robust, as well as how to avoid over-complicating a Trading System.

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Episode TimeStamps:

00:00 – Intro

02:00 – Weekly review of performance

05:55 – Top tweets

50:00 – Announcement: Next week’s guest Wayne Himelsein

50:50 – Question 1: George; What are the operational realities of running a TF business?

56:55 – Question 2+: Craig; Please discuss the research that didn’t become part of the system.

01:02:20 – Question 3+: Carl; Series of questions about stop loss mechanics (initial, ATR, trailing, etc.)

01:10:15 – Question 4+: Michael; What are your thoughts on variable count in robust systems? Do you tailor models to specific markets/sectors?

01:24:40 – Question 5: Uncle Mike; What works best for stops?

01:28:25 – Benchmark performance update

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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
0:07.2	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.
0:19.6	Jerry Parker, Moritz Sieber and I,
0:21.7	Nealz Kastrow,
0:22.4	and are back with this week's edition
0:23.9	of the Systematic Investor Series
0:25.7	where each week we give you a raw
0:28.7	and honest account of what it's like
0:30.5	to be a rules-based investor.
0:33.1	And what news and articles
0:34.6	caught our attention?
0:35.5	And of course,
0:36.5	where we also attempt to answer all of your
0:39.8	questions. So since I'm in Singapore this week, it's kind of good evening from me, but I know it's
0:47.7	still morning where you are, Jerry, and afternoon where you are, how are you guys doing?
0:51.8	Great. Good evening. Good morning. How are you guys?
0:55.5	Great. Fantastic.
1:01.2	Yeah, doing well. As I mentioned, I mean, so spending the last few days here in Singapore,
1:08.5	it's kind of funny how being in this time zone, at least for me, makes you see the markets in a slightly different light.
1:11.1	Maybe perhaps most of the action really happens when we're asleep out here.
1:17.4	And it's kind of a bit refreshing, you know, maybe less distractions.
	...

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