68 The Systematic Investor Series – December 29th, 2019

Published: Dec. 29, 2019, 2:21 a.m.

In this week’s episode, we discuss the notion of correlation between volatility and risk, why it can be a bad idea to equate a manager’s performance with their skill-level, when a losing trade should still be considered a good trade, how much opportunity is in Low-Volatility Targeting strategies, and we also give our end-of-year reviews.  Questions answered this week include: Is Trend Following another form of price prediction?  Do you follow the weekly Commitments of Traders report? Can you can you make money in the markets without the need for predictions? 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 0:55 - Macro recap from Niels 3:10 - Weekly review of returns 18:41  - Top tweets 43:29 - Question 1: Woody; Is Trend Following another form of predicting price moves? 1:00:18 - Question 2 William; Do you follow the weekly COT (Commitments of Traders) report? 1:05:02 - Performance recap 1:08:52 - End of year recap 1:19:32 - Top tweets (cont.) 1:20:59 - Thank you to our listeners in 2019 Subscribe on: