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In this episode, we discuss the recent article from AQR Capital\\u2019s Cliff Asness on the difficulty of sticking to a strategy through volatile periods, why we may never know if a particular system is broken, the differences between different Trading timeframes, and we give an update on the upcoming live event in New York in October.  We also answer some questions such as:  Is there a \\u2018Holy Grail\\u2019 of Stop Losses?  What is a good way to backtest a Trading system?  Is there a point where too much Diversification begins to negatively affect the return profile in a portfolio?  What are the possible causes that would move a person to Trade a longer timeframe?

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Episode TimeStamps:

00:00 \\u2013 Intro/Macro recap from Niels

02:45 \\u2013 Weekly review of performance

11:30 \\u2013 Top tweets

20:30 \\u2013 Question 1: James; Where can one find more information on stop losses/risk mgmt?

28:00 \\u2013 Question 2: Brian; What software do you recommend for backtesting?

31:50 \\u2013 Question 3: Paul; Discussion of the multiple facets of diversification

38:00 \\u2013 Question 4: James; Can there be too much diversification?

51:15 \\u2013 Question 5: Sam; What made Jerry decide to shift to longer-term trading?

55:20 \\u2013 Benchmark performance update

56:30 \\u2013 Live event update

Other resources discussed:

AQR Paper Reference: Quant Cassandra

Article Reference: Wes Gray-