34 The Systematic Investor Series – May 6th, 2019

Published: May 5, 2019, 10:18 p.m.

In today’s episode, we discuss how much central banks or political events, can prevent or create market trends in the future.  We also discuss AQR Capital Management’s recent study on Trend Following performance in the current decade, and whether or not we have seen the end of large market trends. We wonder if technology prevents Commodities from having bull runs like Equities have had in the last decade, and we answer questions on scaling in and out of trades, where to get back-adjusted data, and if the US stock market will eventually stagnate like Japan’s in the 1990s. 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 & Wayne 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 1:50 - Weekly review 8:45 - Top tweets 37:30 - Question 1: Todd; What are your thoughts on adjusting stops based on price changes/volatility? 45:50 - Question 2: Paul; Have you considered the strength of a trend in your models? 53:05 - Question 3: Brian; How do you scale position sizes up and down based on performance? 1:02:15 - Questions 4/5/6: Sanjay; Aside from central bank (CB) action are there other reasons for the lack of trends in the last decade? If CB action is to blame and continues, will a lack of trends persist? What are indicators to watch to measure overall market trendiness? 1:22:45 - Question 7: George; What are your thoughts on data (back adjusting, roll methods, cleaning, etc.)? 1:30:15 - Performance recap Subscribe on: