Loading Episode...
Top Traders Unplugged - Niels Kaastrup-Larsen 2nd September 2019
SI51: Improving Diversification through multiple trading approaches
00:00:00 01:13:01

SI51: Improving Diversification through multiple trading approaches

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?

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

Follow Jerry on Twitter.

Follow Moritz on Twitter.

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 “The Many Flavors of Trend Following” here.

Learn more about the Trend Barometer 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 iTunes so more people can discover the podcast.