SI91: Disconnect between stock market prices and their expected returns ft. Moritz Seibert

Jun 7, 2020

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Today we discuss the disconnect between stock market prices & their expected returns based on economic data, why current p&l may not reflect the quality of your positions, and the potential role of central banks in the future. Questions we answer include: How do you reduce futures rollover costs? How often should a Trend Follower look at their portfolio?

Documentaries mentioned: The Fourth Turning Explained and Prince of the Yen

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Episode TimeStamps:

00:00 – Intro

01:08 – Macro recap from Niels

03:18 – Weekly review of performance

09:07 – Global macro discussion

29:11 – Abhishek: Question 1: How do you reduce the problem of futures rollover costs?

32:37 – Tim: Question 2: How often should you look at your portolio?

35:00 – Karl: Question 3: How many positions should I have open at 0.5% equity risk per trade?

40:38 – Benchmark performance update

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