SI115: Open trade Equity vs Realized Profits and Value vs Growth ft. Rob and Moritz

Published: Nov. 22, 2020, 3:49 a.m.

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Rob Carver returns to the show today to discuss the relevance of open trade equity compared to closed trade equity, the reported return of value\\u2019s reign over growth stocks, combining Trend Following portfolios with other strategies, the important of using significant sample sizes when analysing data, why successful systematic traders tend to have the longest documented returns on record.  Questions we answer include: Which type of moving average is generally the most effective in Trend Following?  Do you recommend any hedging strategies?

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Episode TimeStamps:

00:00 \\u2013 Intro

02:35 \\u2013 Macro recap from Niels

04:59 \\u2013 Weekly review of performance

27:16 \\u2013 Q1; Mervin: What investment strategies would you recommending supplementing a Trend Following portfolio with?

37:36 \\u2013 Q2 & Q3; Daniel: How do you think about open trade equity versus closed equity, in terms of drawdowns?  Do you have any recommendations for hedging your Trend Following positions?

01:03:57 \\u2013 Q4; Antonio: Which type of Moving Average (SMA, EMA, ALMA etc) is generally the most effective in Trend Following models?

01:22:48 \\u2013 Benchmark performance update

01:23:48 \\u2013 Recommended podcast listening this week: Rauol Pal on the What Bitcoin Did Podcast &