SI107: Best and Worst markets to trade and benefits of adding the S&P500 ft. Moritz Seibert

Published: Sept. 27, 2020, 9:44 p.m.

In this episode, we discuss the best & worst markets for Trend Following strategies in recent years, the benefits of trading & investing across multiple timeframes, how a combined portfolio of Trend Following & the S&P500 has been historically lucrative, the perils of a market that is stuck in a large trading range, and how 3 months can easily change your year-to-date performance.  Questions we answer include: What are your thoughts on inflation & fixed income, as they relate to Trend Following?  How do commission & other charges affect systematic trading strategies? What is the optimal allocation to Trend Following?  Do you have any advice for trading CFDs?

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Episode TimeStamps:

00:00 \u2013 Intro

01:57 \u2013 Macro recap from Niels

04:32 \u2013 Weekly review of performance

32:46 \u2013 Q1; James: Why does Moritz seemingly switch his positioning in a market between long & short, some times, and not other times?

39:42 \u2013 Q2 & Q3; Eduardo: What are your thoughts on inflation, bonds & Trend Following on fixed income?  How do commissions and charges affect a Trend Following strategy?

59:00 \u2013 Q4; Anti: Is Moritz\u2019s system a \u2018stop & reverse\u2019 system?

01:01:02 \u2013 Q5 & Q6; Mikael K:  Can you build a trend following trading system based on Options rather than Futures? Do you have any advice for trading CFD\u2019s?

01:05:11 \u2013 Q7; Michael N: What is the optimal portfolio allocation to Trend...