28 The Systematic Investor Series – March 25th, 2019

Published: March 24, 2019, 10:45 p.m.

On today’s show, we give our thoughts on ‘Evidence-Based Investing’, David Harding’s latest comments on Trend Following, how much is too much ‘Open Risk’, as well as answering: what are some of the ‘Trend Commandments’?  Also, we discuss whether it’s safe or not to buy after a big upside price break or sell after a big gap down, whether Volatility should be ‘targeted’ in your portfolio, and if a system can be designed handle 'parabolic moves' better. 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 And please share this episode with a like-minded friend and leave an honest rating & review on iTunes so more people can discover the podcast. Episode Summary 0:00 - Intro 2:00 - Weekly review 6:30 - Top tweets 34:40 - Question 1: Michael; Have any of you backtested 2009 trades onward with one size fits all position sizing? 47:15 - Question 2: Dave; What represents too much open risk as a percentage of AUM? 56:55 - Question 3: Brian; How does a Trend Following system trade a parabolic market? 1:06:15 - Question 4: George; What are the commandments of Trend Following you reference in earlier episodes? 1:10:00 - Question 5: George; Could Moritz discuss why he dislikes a simple Trend Following system on just the S&P 500 when Meb Faber’s research shows it is effective. 1:12:40 - Question 6: George; Is Jerry’s infrequent overall risk reduction built into his system? 1:15:10 - Question 7: George; Most Trend Followers use stops, why doesn’t DUNN? 1:19:10 - Performance recap Subscribe on: