23 The Systematic Investor Series – February 18th, 2019

Published: Feb. 18, 2019, 12:37 a.m.

What is the value of the 200-day Moving Average, the benefit of tried and tested strategies vs new and trendy strategies?  Are drawdowns a necessary component of a robust strategy, and what is the optimum startup capital? These, and a lot more we discuss this week. You can download your free guide to Systematic Investing, and subscribe to our mailing list by visiting TopTradersUnplugged.com Get a free copy of my latest book "The Many Flavors of Trend Following" here. Send your questions to info@toptradersunplugged.com Follow Niels, Jerry & Moritz on Twitter: @TopTradersLive, @RJparkerjr09 & @MoritzSeibert Feel free to leave an honest review on iTunes. Episode Summary 00:00 - Intro 00:45 - Announcement: Meb Faber will be on the show next week please send questions 01:50 - Weekly review 06:40 - Top tweets 19:00 - Question 1: Alfred; What are some filters to increase the accuracy of breakouts? 25:25 - Question 2/3: Walter; Do you use volume as a signal in your systems? I’ve heard you mention more volatile systems are more robust, please explain why. 41:00 - Question 4: Paul; Please discuss big data, market predictions, and the relationship to TF. 47:40 - Question 5: Robert; Are Chesapeake’s single stock positions being traded via futures or cash equities? 50:00 - Question 6/7/8: Chris; Why don’t more TF use single stocks? Do you put on positions the day of the signal or wait until end of week (or similar)? How do you think about stop losses in a portfolio? 1:02:20 - Question 9: Matt; What needs to happen for investors to embrace TF like you all have? 1:09:30 - Question 10/11: Peter-Francois; How do you handle existing positions and inflows/outflows of capital? Do you adjust stop loss levels when new investors come in to existing positions? 1:14:30 - Question 12: Francois; What is your take on factor investing such as value and momentum?   1:26:30 - Question 13: Alex; How would you trade $20k vs $20mm? 1:31:00 - Performance recap Subscribe on: