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SI172: ‘Trend Following + Nothing’ Part One ft. Jerry, Moritz, Rob, Mark & Rich
25th December 2021 • Top Traders Unplugged • Niels Kaastrup-Larsen
00:00:00 01:28:12

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We have a special end-of-year episode for you today, featuring all of us together for the first time, to discuss why we are so passionate about Trend Following, the case for being a Trend Following purist, how to stay perfectly diversified, the art & perils of hunting outliers, the outlook for Trend Following performance, when and how to manually override a trading system, how to stay prepared for unexpected volatility events, and how to know if adjustments to a trading system are going to result in improved performance.

In this episode, we discuss:

  • Some of the reasons for being a systematic investor
  • The case for Trend Following as the only strategy in your portfolio
  • Tips for effective diversification
  • Why you should be Hunting Outliers
  • How Trend Following performance might look like in the future
  • If and when you should override your trading rules
  • Staying ready for unexpected shocks in the markets
  • Gauging the effectiveness of adjustments to a system

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Follow Rich on Twitter.

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Episode TimeStamps:

00:00 - Intro

02:42 - ‘Has classical Trend Following returned to peak performance’?

05:16 - How do you see the longer-term performance of Trend Following heading?

08:02 - Why not Trend Following as the main, or perhaps only, component of a portfolio?

28:01 - When should you manually override your trading system?

46:56 - How to setup a system to deal with unexpected volatility

01:03:49 - How to know if your research changes are actually improvements