SI199: Achieving Highest CAGR through Optimal Leverage ft. Rob Carver

Published: July 3, 2022, 6 a.m.

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Rob Carver joins us to discuss the eventful month of June and take questions from listeners regarding moving average crossover systems including what the best exit rules are for these systems, and why it might not be a good idea to enter all existing positions for new accounts. We also debate the sustainability of short-term Trend Following and intraday trading, and how much of the profit from TF Systems can be expected to come from Long sided trades as well as ways of investing into UCITS funds with pension money without paying too high fees. Finally, Rob shares some very important aspects on the relationship between optimal leverage and CAGR and much more.

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IT\\u2019s TRUE ? \\u2013 most CIO\\u2019s read 50+ books each year \\u2013 get your FREE copy of the Ultimate Guide to the Best Investment Books ever written here.

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Episode TimeStamps:

00:00 - Intro

05:53 - Performance update from Rob and Niels

15:23 - Q1, Andrew: How best to use Moving Average Crossover Systems

20:40 - Q2, Greg: The downside of entering all existing positions for new accounts

24:13 - Q3, Algernond: Getting into UCITS funds at a reasonable price

28:04 - Q4, Michael: Has Rob considered refocussing on short-term trading?

44:20 - Q5, Anders: How much profit comes from long-sided trades & why? 

55:08 - Understanding the relationship between CAGR & Leverage

01:17:58 - Thanks for listening

Resources discussed in this Episode:


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