This week, we discuss how markets are handling current US presidential election uncertainty, why a healthy allocation to Trend Following strategies may be needed now more than ever, our thoughts on trading systematically in the cryptocurrency markets, and how to invest in Trend Following funds with relatively low capital. We also answer your questions, including: how do I share the details of my successful trading strategy with my employer, who is a money management firm?
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00:00 – Intro
01:08 – Special thank you to our listeners
03:41 – Macro recap from Niels
07:50 – Weekly review of performance
25:53 – Q1; Adam: I’m running a crypto Trend Following strategy. How do I minimise the amount of profit lost at tops & bottoms of markets?
35:40 – Q2; Brendan: My employer is now interested in using my Trend Following system. Do I handover the code & backtests? If I decline, will they be able to sue me (I built the system using half of my own time, and half during my employer’s time)? Do you have any advice re: incentives?
43:38 – Q3; Dr. Doom: Do you have any thoughts on how an Actuary could turn into a Quant trader? What are your opinion on high frequency trading managers?
46:45 – Announcement of Michael Covel joining us on next week’s episode
51:37 – Q4; Thomas: Is Trend Following still suitable as an investment in a mutual fund format?
01:01:48 – Benchmark performance update
01:03:27 – Recommended podcast listening this week: Joel Greenblatt on Bloomberg’s Masters in Business podcast & Felix Zulauf on the Grant Williams podcast
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2. Daily Trend Barometer and Market Score
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