72 The Systematic Investor Series – January 26th, 2020

Published: Jan. 26, 2020, 2:26 a.m.

Today, we discuss how CTAs provide Investors with protection during stock market declines, how the term Crisis Alpha may be linked to reduced allocations to CTAs, the psychology behind managers chasing performance, worthwhile allocation percentages to Trend Following, short-term vs long-term CTA strategies, Trend Following as the perfect portfolio, and Diversification as a way to reduce risk.  Questions answered this week include: What are some of the pros and cons of CFD trading, and do you have any tips for building a portfolio of CFDs? Should instruments that rarely make money be included in backtests, and how do you measure this without curve-fitting data? Thank you to Andy for submitting your voicemail to the show.  If any listeners would like to leave a message, you can do so here. 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. Find your free copy of Top Traders Unplugged 100 Best Investment Books of all Time 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 1:25 - Macro recap from Niels 2:41 - Weekly review of returns 18:39 - Top Tweets 54:51 - Andy (via TTU VoiceMail); Questions 1/2: What are some pros & cons of CFD trading? Do you have any tips for building a CFD portfolio? 1:02:56 - James; Question 3: Should instruments that rarely ever make money, be included in backtests, and how do you measure this without curve-fitting data? 1:14:22 - Performance recap Subscribe on: