Today, Richard Brennan joins us to discuss what really matters within Trend Following, as well as an update on the reaction to the latest CPI data. We also address questions from listeners regarding how to achieve a robust portfolio by avoiding recency bias and using a slow adaptive process, how sample size is most optimally used in Trend Following and the advantages of using a simplistic approach in your trading system. Lastly, we discuss the concept of warehousing risk and how it should be taking into account as part of the risk management. We analyse an article by Morgan Housel about long tails and how it drives every system with exceptional performance, and much more.
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Episode TimeStamps:
00:00 - Intro
02:36 - Review of the market action post CPI data?
07:27 - Industry performance update
11:35 - Q1, Gareth: Emphasising recent performance vs. over optimisation
21:13 - Q2, Antonio: Why not use a smaller sample size?
41:45 - What does warehousing risk mean?
50:52 - Tails, you win - Analysis of Morgan Housel article
56:50 - Top 3 things that matter the most in Trend Following
01:05:58 - Thanks for listening
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