

SI172: ‘Trend Following + Nothing’ Part One ft. Jerry, Moritz, Rob, Mark & Rich
Dec 25, 2021
Chapters
Transcript
Episode notes
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35
Introduction
00:00 • 2min
The Trend Is Not Dead After All
01:36 • 2min
Trend Following
03:55 • 2min
Is There Anything I Can Do About It?
05:52 • 2min
Is There a Need for Trend Following?
07:31 • 3min
Is Trenfollowing a Good Investment?
10:54 • 3min
Trent Following - I'm a Trent Follower.
13:41 • 3min
I'm Not a Trenfaller, but I've Heard You Talk About It for Years.
16:29 • 3min
How to Get a Better Portfolio?
19:08 • 2min
Diversification Isn't Just Across Asset Classes
20:51 • 3min
The Importance of Diversification in a Hedge Fund
23:56 • 2min
Classic Trend Following and Hunting Out Liars
26:07 • 2min
Is It OK to Override a Rule?
28:03 • 2min
Is Overriding a System a Defensive Move?
30:14 • 2min
I Didn't Stop Trading the Bund a Lightlight, Morrits Did. But I Did
32:14 • 2min
I Don't Stop Trading Long Term Int Straits
33:49 • 2min
The Golden Rules of Your Trading Strategy
35:25 • 3min
I'm Famous for This One Entury, One Exit and a Stop Loss
38:11 • 3min
Override Models
41:01 • 2min
Is the Predictive Power Better if You Follow Systematic Rules?
43:15 • 3min
The Overrides Are Easy. It's the Hard Part
46:20 • 2min
Diversification Isn't the Answer to Black Friday, Right?
48:31 • 3min
Short Term Convexity Models
51:25 • 3min
The Fast Models Aren't Just for Black Friday, Right?
54:08 • 2min
Trade Smaller to Eliminate Volatile Days in Your Profitable Trades
55:51 • 2min
The Only True Controlling Risk Is Leverage
58:16 • 2min
Trade Equity
01:00:18 • 4min
How Do You Know if You've Made a Change?
01:03:50 • 5min
How Do You Know if You're Making a Big Change?
01:08:38 • 3min
Are You Really Trying to Improve Your Strategy?
01:11:53 • 4min
Trade Equity Drawdown, Average Win, Average Loss, Average Drawdown
01:15:40 • 4min
Is There a Need for a Large Research Staff?
01:19:19 • 3min
Is Trend Following a Real Business?
01:22:27 • 2min
Do You Change Models as Thimes Change?
01:24:06 • 3min
The Systematic Investor Podcast Series - Part One
01:26:40 • 2min