Top Traders Unplugged cover image

SI283: How to Beat the Benchmarks ft. Richard Brennan

Top Traders Unplugged

00:00

System Diversification in Trend Following Strategies

The chapter explores the benefits of applying multiple trend following systems to a single market, aiming to reduce volatility and capitalize on uncertainty. By utilizing ensembles of uniquely configured systems with different entry, exit, and stop mechanisms, the goal is to create uncorrelated return streams for improved performance. It emphasizes the importance of system ensembles and diversification to avoid biases, adapt to market scenarios, reduce curve fitting, and enhance trade outlier capture.

Transcript
Play full episode

The AI-powered Podcast Player

Save insights by tapping your headphones, chat with episodes, discover the best highlights - and more!
App store bannerPlay store banner
Get the app