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SI244: Trend Following - How to Hunt them & Select a Manager ft. Richard Brennan

Top Traders Unplugged

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The Serenity Ratio Methodology Produces a Better Return

This is a very powerful process to ensure that you have a very strong performance record with what is available in that selection process. The ideal one might be invest in the index, but you'll need infinite capital or close to infinite capital to achieve that. By selecting 10 managers, that reduces the degree of manager risk by selecting an ensemble of managers. And it also gives you the benefit of all of those correlation impacts of those 10 managers.

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