Jerry Parker is on the show with us today to discuss Ethereum’s recent rise after a new ‘hard fork’, auto-correlation and its effects on Trend Following strategies, how trading extra markets can improve performance, drawdowns as a key to profiting from huge trends, how Trend Following firms who try to be too unique often end up underperforming, the power of pure Trend Following versus over-optimisation, why ESG investing should also take into account human rights issues, why you should love your trading rules but not your positions, and how trading in smaller sizes can lead to much bigger returns.
Also check out my interview with Turtle Trading legendary mentor Richard Dennis here.
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In this episode, we discuss:
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00:00 - Intro
04:11 - Macro recap from Niels
04:44 - A huge thank you to our listeners for leaving 5-star reviews in iTunes
05:25 - Discussion on Ethereum
08:34 - Weekly review of returns
10:21 - Where does the edge in Trend Following really come from?
17:13 - Market selection and utilising auto-correlation
26:40 - Q1; Mark: What are some of the things about Systematic Trading that you can only learn from experience?
34:48 - Q2; Stacius: When do you know that a strategy is robust, without doing a backtest?
38:19 - Jerry’s favourite measurement of risk-to-reward
51:21 - ‘Loose pants fit everyone’
53:51 - Deciding whether to trade in the Chinese futures markets
55:56 - CTAs utilising ETFs
01:02:05 - The benefits of being an amazing ‘quitter’
01:05:29 - Trend Following performance during different interest-rate periods
01:07:22 - Winton’s positive recent positive comments on Trend Following
01:08:57 - Transtrend’s recent article on volatility and how it should affect your models
01:12:59 - Benchmark performance update
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PLUS: Whenever you're ready... here are 3 ways I can help you in your investment Journey:
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2. Daily Trend Barometer and Market Score
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And if you are hungry for more useful resources from the trend following world...check out some precious resources that I have found over the years to be really valuable. Click Here