What is the value of the 200-day Moving Average, the benefit of tried and tested strategies vs new and trendy strategies? Are drawdowns a necessary component of a robust strategy, and what is the optimum startup capital? These, and a lot more we discuss this week.
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Episode TimeStamps:
00:00 \u2013 Intro
00:45 \u2013 Announcement: Meb Faber will be on the show next week please send questions
01:50 \u2013 Weekly review of performance
06:40 \u2013 Top tweets
19:00 \u2013 Question 1: Alfred; What are some filters to increase the accuracy of breakouts?
25:25 \u2013 Question 2/3: Walter; Do you use volume as a signal in your systems? I\u2019ve heard you mention more volatile systems are more robust, please explain why.
41:00 \u2013 Question 4: Paul; Please discuss big data, market predictions, and the relationship to TF.
47:40 \u2013 Question 5: Robert; Are Chesapeake\u2019s single stock positions being traded via futures or cash equities?
50:00 \u2013 Question 6/7/8: Chris; Why don\u2019t more TF use single stocks? Do you put on positions the day of the signal or wait until end of week (or similar)? How do you think about stop losses in a portfolio?
01:02:20 \u2013 Question 9: Matt; What needs to happen for investors to embrace TF like you all have?
01:09:30 \u2013 Question 10/11: Peter-Francois; How do you handle existing positions and inflows/outflows of capital? Do you adjust stop loss levels when new investors come in to existing positions?
01:14:30 \u2013 Question 12: Francois; What is your take on factor investing such as value