Together with Richard Brennan, we discuss the optimal way of doing trend following and how to find the optimal set of rules to use in different market regimes, how to examine market states through Markov models and how artificial intelligence will impact trend following and make short-term trading incredibly competitive. Lastly, we ask ChatGPT what the optimal way of doing trend following is.
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Episode TimeStamps:
01:04 - What has been on our radar recently?
04:03 - Industry performance update
07:50 - Q1, Dennis: Given the nature of lengthy hold periods, do you recommend trading cash CFD's accounting for the overnight costs?
11:40 - Q2, Ramki: Using ATR for position sizing when backtesting a trend following system
14:47 - Optimal rules to use in different kinds of market regimes
18:46 - How to use Markov models and mathematical algorithms to optimize trend following strategies
41:17 - Is trend following threatened by AI?
51:39 - "ChatGPT, what is the optimal way of doing trend following?"
Resources discussed in this Episode:
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PLUS: Whenever you're ready... here are 3 ways I can help you in your investment Journey:
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