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SI199: Achieving Highest CAGR through Optimal Leverage ft. Rob Carver

Top Traders Unplugged

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The Difference Between Trend Following and Trend Following Strategies

Neil Woodford: Let's take two competing strategies. And that will give us give us different answers. Now, as it happens, I can tell you that the equity market strategy does have much smaller drawdowns than the trend following portfolio. But there's still an awful lot of risk that we're missing out on with this one. So why should Drawdown be a measure in risk? Why not just look at standard deviation or mean and see which is better? Well, because short ratio is invariant under leverage.

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