In this episode, we discuss: How to effectively approach position-sizing Some methods for investing in Trend Following CTAs If 'buying the dip' in the S&P 500 is a good strategy Portfolio optimisation Trading lesser-known markets
Follow Niels on https://twitter.com/toptraderslive (Twitter), https://www.linkedin.com/in/nielskaastruplarsen (LinkedIn), https://www.youtube.com/user/toptraderslive (YouTube) or via the https://www.toptradersunplugged.com/ (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 https://www.toptradersunplugged.com/Ultimate (here). And you can get a free copy of my latest book “The Many Flavors of Trend Following” https://www.toptradersunplugged.com/flavor (here). Learn more about the Trend Barometer https://www.toptradersunplugged.com/resources/market-trends/ (here). Send your questions to info@toptradersunplugged.com And please share this episode with a like-minded friend and leave an honest Rating & Review on https://www.toptradersunplugged.com/reviewttu (iTunes) or https://open.spotify.com/show/2OnOvLbIV3AttbFLxuoaBW (Spotify) so more people can discover the podcast. Follow Rob on https://my.captivate.fm/@InvestingIdiocy (Twitter). Episode TimeStamps: 00:00 - Intro 01:12 - A big thank you to those who have left a rating or review on iTunes. Feel free to share this podcast with like-minded friends using this link: https://top-traders-unplugged.captivate.fm/listen (https://top-traders-unplugged.captivate.fm/listen)
02:23 - Macro recap from Niels 04:24 - Weekly review of returns 09:12 - How do you approach position-sizing and risk-per-trade? 18:42 - Check out my new blog post: https://www.toptradersunplugged.com/how-to-invest-with-the-best-the-case-for-increasing-allocations-towards-globally-diversified-systematic-trend-following-ctas/ (How to Invest with the Best) 20:01 - Q1 & Q2; Abbey: Should I switch to a mean-reversion strategy when my Trend Following strategy is in a downtrend? Is buying the dip in Trend Following funds an accepted investment strategy, and can I also do this with the S&P 500? 32:28 - Rob, what was it like meeting Campbell Harvey for the first time? 42:08 - Static and dynamic optimisation when trading smaller accounts 01:09:41 - How does your backtest look before and after using the methodologies just described? 01:13:06 - What are some of the more obscure markets you can now trade with this newer approach, Rob? 01:20:11 - Benchmark performance update 01:21:09 - This week, we record the first of our 2-part end of year special, featuring all of my regular co-hosts on the Systematic Investor Podcast Copyright © 2022 – CMC AG – All Rights Reserved
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. https://www.toptradersunplugged.com/resources/ebooks/ (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 giving insights into the general positioning of a trend following strategy!...