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292 · Laurens Bensdorp - Running 55+ Systematic Trading Strategies Simultaneously

Chat With Traders

ANECDOTE

Adding Trend Following

  • In August 2011, a Fed announcement caused a market drop, leading to losses twice as large as backtests predicted in Laurens Bensdorp's long mean reversion systems.
  • This event highlighted the limitations of relying solely on mean reversion strategies.
  • It prompted Bensdorp to add trend-following short systems to hedge against similar future scenarios.
  • He realized the importance of diversifying trading approaches to cover potential drawdowns.
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