Artwork for podcast Top Traders Unplugged
SI65: How doing less can ensure bigger and better returns over time
9th December 2019 • Top Traders Unplugged • Niels Kaastrup-Larsen
00:00:00 01:09:17

Share Episode

Shownotes

This week, we discuss how doing less can ensure bigger & better results over time, average client holding periods versus the recommended amount of time, why short trades might be the essential part of a winning system, and why uniqueness is now a key requirement for today’s emerging managers.  Questions we cover this week include: How far should your backtest go? Can emerging Hedge Fund managers still succeed in today’s environment?  Should you adjust past data for volatility?

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.

Episode TimeStamps:

00:00 – Intro

01:21 – Macro recap from Niels

04:11 – Weekly review of performance

07:27  – Top tweets

51:16 – Questions 1: Dane; How far should your backtest go?

54:38 – Question 2: Neal; Do you have a minimum average daily volume when trading stocks?

56:24 – Questions 3/4: James; When using multiple entry signals, do you also use multiple exit signals?  When setting up systems & doing testing, should you adjust past data for intended volatility-weighted position sizing?  Can emerging managers within the hedge fund space still succeed, among pressure for low fees, the cost of running business, & the popularity of indexing?

01:05:18 – Benchmark performance update