62 The Systematic Investor Series – November 17th, 2019

Published: Nov. 17, 2019, 4:15 a.m.

In this week’s edition, we discuss the possible benefits of running a multi-strategy portfolio, whether or not you need to have a ‘feel’ for the markets before constructing a model, the new all-time highs on the Dow, Trend Following as a viable solution to the end of the 60/40 portfolio, and the longer-term drawbacks of chasing performance from different fund managers.  Questions we cover this week include: What really went wrong with LTCM? Should Trend Followers also employ Buy & Hold strategies? Is it ok to ‘leave money on the table’?  How would you go about getting into the CTA industry? If any listeners would like to leave us a voicemail message to play on the show, you can do so here. Learn more about the free-to-use Top Traders Unplugged Trend Barometer here. 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 and @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 1:05 - Events review 4:00 - Review of returns & more 17:10 - Top tweets 51:50 - Question 1: Carl; Is the stop price impacted by the cost of execution? 55:30 - Question 2: Saleh; Can you design a system that works in both trending markets and range bound markets? 1:01:55 - Question 3: Edrico; When adding new markets, do you consider correlations to existing markets in a system? 1:04:10 - Question 4: Glen; How would you break into the CTA industry? 1:13:35 - Performance recap Subscribe on: