AI-powered
podcast player
Listen to all your favourite podcasts with AI-powered features
2min chapter
Eric Crittenden - All-Weather Portfolios with Trend Following (S3E7)
Flirting with Models
The Most Unique Way to Stress Test Futures Trading Systems
i'm not sure it's the best way, but the most unique way that i haven't seen other people do is to change the currency denomination of the futures contracts. If you re denominate your features contracts into something obscure, like the turkish illyra or the south african rand, you're basically going to be introducing a completely different path travelled. But everything else is held static. The risk premiums are there, the trends are there, but you've changed the denominator, right? So if you re run your system from the perspective of an investor who has ferent currency, and you get terrible results, that probably means that your system was highly curved, fit to
00:00
Transcript
Episode notes
Get the Snipd
podcast app
Unlock the knowledge in podcasts with the podcast player of the future.
AI-powered
Discover
highlights
Listen to the best highlights from the podcasts you love and dive into the full episode
Save any
moment
Hear something you like? Tap your headphones to save it with AI-generated key takeaways
Share
& Export
Send highlights to Twitter, WhatsApp or export them to Notion, Readwise & more
AI-powered
podcast player
Listen to all your favourite podcasts with AI-powered features
Discover
highlights
Listen to the best highlights from the podcasts you love and dive into the full episode