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Top Traders Unplugged - Niels Kaastrup-Larsen 29th December 2018
SI16: What Returns and Drawdowns can you expect from Trend Following
00:00:00 01:13:07

SI16: What Returns and Drawdowns can you expect from Trend Following

Welcome to The Systematic Investor series. It’s a great privilege for me to invite you to a behind the scenes conversation between some of my favorite systematic investors namely Jerry Parker and Moritz Seibert. We get on a “call” each week to discuss the events that took place through the lens of a Systematic Investor and how the trading strategies we work with are reacting. It’s a raw and honest exploration and we hope you will join and be part of…not least by sending us questions that we can discuss.

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And you can get a free copy of my latest book “The Many Flavors of Trend Following” here.

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Episode TimeStamps:

00:00 – Intro

01:55 – Weekly review of performance

13:00 – Top tweets

35:30 – Question 1: George; Is there a best system to trade trends?

49:20 – Question 2: George; Why have discretionary macro traders outperformed TF?

55:25 – Question 3/4: George; What is a safe expectation for systems in terms of CAGR to Drawdown? Do you think a “golden” period for TF like the 1970s will come back?

01:04:00 – Question 5: Liew: What price should my trailing stop reference (high, low, close, etc.)?

01:08:00 – Benchmark performance update