Jerry Parker joins us today to discuss the importance of hanging on to your outlier winners, value investing versus trend following, the optimum number of entry & signals per trade, the need to redefine \u2018safe assets\u2019, Jerry & Richard Brennans\u2019 thoughts on Howard Marks\u2019 remarks about Trend Following, risk parity within a Trend Following portfolio, the unpredictability of endogenous outliers, and deconstructing the old narrative that \u2018Trend Following is dead\u2019.
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In this episode, we discuss:
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Episode TimeStamps:
00:00 \u2013 Intro
01:44 \u2013 Macro recap from Niels
05:24 \u2013 Weekly review of performance
11:51 \u2013 Jerry & Rich\u2019s thoughts on Howard Mark\u2019s opinion of Trend Following
24:46 \u2013 Why exit rules might be harder to create than entry rules
43:45 \u2013 Risk parity within a Trend Following portfolio
51:03 \u2013 The unpredictability of endogenous outliers
01:10:08 \u2013 The old narrative that \u2018Trend Following is dead\u2019
01:13:54 \u2013 Benchmark performance...