Podcasts Business Investing Top Traders Unplugged SI15: Has too much Diversification hurt performance in recent years?

SI15: Has too much Diversification hurt performance in recent years?

Published: Dec. 22, 2018, 6:33 p.m.

Welcome to The Systematic Investor series. It\u2019s a great privilege for me to invite you to a behind the scenes conversation between some of my favorite systematic investors namely Jerry Parker and Moritz Seibert. We get on a \u201ccall\u201d each week to discuss the events that took place through the lens of a Systematic Investor and how the trading strategies we work with are reacting. It\u2019s a raw and honest exploration and we hope you will join and be part of\u2026not least by sending us questions that we can discuss.

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Episode TimeStamps:

00:00 \u2013 Intro

01:50 \u2013 Weekly review of performance

05:50 \u2013 Top tweets

19:30 \u2013 Question 1: Michael; Are trend followers relaxed (in terms of personality) in general?

23:00 \u2013 Question 2: Michael; Why does TF not work on stocks work?

28:30 \u2013 Question 3: Michael; How do you measure single stock correlation?

33:05 \u2013 Question 4: Nick; Do you ever front run your systems?

35:00 \u2013 Question 5: David; Have you ever been through a market similar to this year (2018) and how did it turn out/what did you learn?

38:45 \u2013 Question 6: Can you give us a proven TF strategy (ex. Donchian)?

43:05 \u2013 Question 7/8: Timothy; Has too much diversification hurt TF in the last decade? Should TF focus on markets that are trending?

52:10 \u2013 Question 9: Anish; How do you identify relative strength and accordingly allocate capital between different asset classes?

59:55 \u2013 Question 10: Does the intensity of trends change over time?

01:04:30 \u2013 Question...