This week, we discuss the potential risks of aiming for smooth & steady returns, the pitfalls of having to make predictions, the higher-than-expected appearances of tail events, why it’s dangerous to look at the ‘average performance’ of an industry, and why aiming to trade in a style that suits your personality can actually turn out to be a bad idea. Questions we cover this week include: Have you encountered any CTAs with unusually low-frequency trading strategies? Should the optimization of your strategy come from an ideas-based approach or a data-based approach? How do you feel about the integration of Value Investing into a Trend Following strategy? What does discipline mean to you, and how do you stay disciplined?
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00:00 - Intro
01:05 - Request for podcast reviews
01:30 - Macro recap from Niels
04:00 - Weekly review of performance
11:10 - Top tweets
43:25 - Live event update 10/26/19-10/27/19; Special Guest: Denise Shull
44:20 - Question 1: Chris; What should an individual pay in fees (data, commissions, etc.)?
47:45 - Question 2: Chris; Do you follow front month or highest open interest contracts/continuous contracts or the month you are trading?
54:30 - Question 3: Jacob; Have you encountered extremely low frequency CTAs?
01:00:20 - Question 4: Jacob; What is your opinion on optimizing using ideas (vs data) first?
01:03:50 - Question 5: Jacob; How do you feel about TF meets value investing?
01:08:30 - Question 6: Adrian; What does discipline mean to you and how do you stay disciplined?
01:15:00 - Benchmark performance update
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PLUS: Whenever you're ready... here are 3 ways I can help you in your investment Journey:
1. eBooks that cover key topics that you need to know about
In my eBooks, I put together some key discoveries and things I have learnt during the more than 3 decades I have worked in the Trend Following industry, which I hope you will find useful. Click Here
2. Daily Trend Barometer and Market Score
One of the things I’m really proud of, is the fact that I have managed to published the Trend Barometer and Market Score each day for more than a decade...as these tools are really good at describing the environment for trend following managers as well as giving insights into the general positioning of a trend following strategy! Click Here
3. Other Resources that can help you
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