Top Traders Unplugged

SI237: Trend Following During March Madness ft. Richard Brennan

Apr 2, 2023
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Episode notes
1
Introduction
00:00 • 2min
2
The Fed's Early Action Prevents a Short Disaster
02:16 • 4min
3
The Fed's Action on Fixed Income in March
05:52 • 5min
4
The Importance of Using a Back Test to Optimize Your Portfolio Construction
11:12 • 3min
5
The Importance of Monitoring Trend Followers
14:30 • 5min
6
The Best Month for Trend Follows on Record
19:59 • 2min
7
The Effects of Short Sharp Corrections on Trend Followers
22:18 • 3min
8
How to Reduce the Impact of Short-Sharp Corrective Whipsaws
25:43 • 5min
9
How to Maintain the Correlation Structure of Your Portfolio
30:31 • 3min
10
The Importance of Diversification in Trend Following
33:58 • 3min
11
The Importance of Preference in Investing
36:40 • 3min
12
The Sharpness of Programs in the TTU CTA Index
39:21 • 2min
13
The Importance of Sharp Ratios in Portfolio Management
41:35 • 3min
14
How Much Trend Following Should You Allocate to Your Portfolio?
44:11 • 5min
15
Trend Following and the Cost of Tail Hedging
49:29 • 6min
16
The Benefits of Sharp at the Portfolio Level
55:21 • 3min
17
How Much Does Trend Following Improve Sharp?
58:45 • 4min
18
The Decoupling of DBMF and the Sg Cta Index
01:03:09 • 5min
19
The Benefits of Replicators
01:08:00 • 3min
20
Top Traders on Plot.com Forward Slash Review
01:11:20 • 4min