SI51: Improving Diversification through multiple trading approaches

Top Traders Unplugged

Niels Kaastrup-Larsen

Business, Business News, Investing, News

4.8 • 670 Ratings

🗓️ 2 September 2019

⏱️ 73 minutes

🔗️ Recording | iTunes | RSS

🧾️ Download transcript

Summary

In this week’s show, we discuss using multiple systems to further enhance diversification, the differences between a portfolio meeting expectations versus benchmarking it against an Index, Trend Following in-house versus using an experienced Systematic Investment manager, having the temperament to stay the course with your investments, and the effectiveness of trying to predict the next moves of CTAs. Questions answered this week include: Are interest rates lower than usual at the moment? Does the market ever display any meaningful sentiments from the crowds? Do we use any rules for liquidity? What questions would we consider before allocating to a Systematic Trading strategy? What’s the maximum loss of equity we would be willing to accept due to one return driver, such as the Swiss Franc in 2015, and do we ever have to ‘step-in’ and override our systems?

-----

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

-----

Follow Niels on Twitter, LinkedIn, YouTube or via the TTU website.

IT’s TRUE ? – most CIO’s read 50+ books each year – get your FREE copy of the Ultimate Guide to the Best Investment Books ever written here.

And you can get a free copy of my latest book “Ten Reasons to Add Trend Following to Your Portfolio” here.

Learn more about the Trend Barometer here.

Send your questions to [email protected]

And please share this episode with a like-minded friend and leave an honest Rating & Review on iTunes or Spotify so more people can discover the podcast.

----

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. Click Here

2. Daily Trend Barometer and Market Score

One of the things I’m really proud of, is the fact that I have managed to published the Trend Barometer and Market Score each day for more than a decade...as these tools are really good at describing the environment for trend following managers as well as...

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
0:07.2	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 and I, Niels Kastroblastner, back with this week's edition of the
0:24.1	Systematic Investor Series, where each week we give you a raw and very honest account of
0:29.9	what it's like to be a rules-based investor.
0:32.7	What news and articles caught our attention, and of course, where we also attempt to answer all of your questions.
0:40.5	Morris is out this week. So Jerry, it's just the two of us. How are you doing?
0:45.4	Doing well. Good morning. It's early here. It actually might be morning where you are.
0:50.6	Well, it's almost morning where I am. I know we are doing this at a slightly unusual time this week.
0:58.1	But as they say, the early bird catches the worm, so I'm sure that's a good sign.
1:03.1	Now, if you are tuning in for the first time, welcome.
1:06.2	We love that you are here.
1:08.5	And we're going to do our best to inform and perhaps even entertain you
1:12.7	about systematic investing during the next hour or so now just from sort of a high level point
1:23.2	of view jerry of course it's the end of week, but it's also the end of a month.
1:28.7	And since it is hurricane season in the US, we're all watching the big one coming towards
1:35.9	you.
1:36.1	I think in terms of trend strength and performance in August, I think it's fair to call
1:41.0	the month of August a category four or five.
1:44.2	It's certainly on our side catapulted our strategy to new all-time highs,
1:52.6	our institutional program.
	...

Please login to see the full transcript.

Previous episode | Next episode

Disclaimer: The podcast and artwork embedded on this page are from Niels Kaastrup-Larsen, and are the property of its owner and not affiliated with or endorsed by Tapesearch.

Generated transcripts are the property of Niels Kaastrup-Larsen and are distributed freely under the Fair Use doctrine. Transcripts generated by Tapesearch are not guaranteed to be accurate.