67 The Systematic Investor Series – December 23rd, 2019

Published: Dec. 23, 2019, 5:13 p.m.

This week, we touch on the difference a year makes, how good position sizing can reduce anxiety, the recent article from AQR by Cliff Asness,  why a meaningful allocation to Trend Following might be considered a must for any portfolio, the psychology of prediction, and some of the drawbacks of Trading from chart patterns.  Questions we cover this week include: Would CTAs want to publish their returns to investors less frequently?  Does history always ‘rhyme’? Is the Fibonacci sequence a reliable indicator?  How do you differentiate Trend Following from a typical Long Volatility strategy? 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 1:37 - Macro recap from Niels 3:10 - Weekly review of returns 11:55  - Top tweets (starting with tweet about recent Cliff Asness article from AQR) 50:48 - Announcement of future podcast guest, Andreas Clenow, in January 2020 53:47 - Question 1: Mike; How would you differentiate Trend Following from a typical Long-Volatility strategy? 57:50 - Question 2 Drew; Does the strategy of buying into a Trend Following fund during its drawdowns count as a form of Value Investing, and therefore, hypocritical to Trend Following philosophy? 1:03:37 - Performance recap Subscribe on: