SI34: Can Central Banks and policies prevent trends in the future?

Published: May 5, 2019, 8:18 p.m.

In today\u2019s episode, we discuss how much central banks or political events, can prevent or create market trends in the future. We also discuss AQR Capital Management\u2019s recent study on Trend Following performance in the current decade, and whether or not we have seen the end of large market trends. We wonder if technology prevents Commodities from having bull runs like Equities have had in the last decade, and we answer questions on scaling in and out of trades, where to get back-adjusted data, and if the US stock market will eventually stagnate like Japan\u2019s in the 1990s.\nYou can download your free guide to Systematic Investing, and subscribe to our mailing list by visiting TopTradersUnplugged.com\nGet a free copy of my latest book "The Many Flavors of Trend Following" here.\nSend your questions to info@toptradersunplugged.com\nFollow Niels, Jerry, Moritz & Wayne on Twitter: @TopTradersLive, @RJparkerjr09, & @MoritzSeibert\nAnd please share this episode with a like-minded friend and leave an honest rating & review on iTunes so more people can discover the podcast.\n\t\n\tEpisode Summary\n0:00 - Intro\n1:50 - Weekly review\n8:45 - Top tweets\n37:30 - Question 1: Todd; What are your thoughts on adjusting stops based on price changes/volatility?\n45:50 - Question 2: Paul; Have you considered the strength of a trend in your models?\n53:05 - Question 3: Brian; How do you scale position sizes up and down based on performance?\n1:02:15 - Questions 4/5/6: Sanjay; Aside from central bank (CB) action are there other reasons for the lack of trends in the last decade? If CB action is to blame and continues, will a lack of trends persist? What are indicators to watch to measure overall market trendiness?\n1:22:45 - Question 7: George; What are your thoughts on data (back adjusting, roll methods, cleaning, etc.)?\n1:30:15 - Performance recap\n\tSubscribe on: