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Is the concept of being a great stock picker overrated?  Are Trend Following returns mean-reverting over time?  Will Sharpe Ratios of Trend Following strategies permanently stay lower from now on?  Is it becoming harder to be a successful discretionary macro trader?  Should you use the same stop-loss for every position? We also give our thoughts on the process of adding a new market to your Trading Universe, ATR and how to apply it to your strategies, when a visit from the SEC can be taken as a compliment, why pain and suffering can sometimes be a necessary component of profitable Trend Following, Louis Bacon deciding to close down his funds, 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 \\u2013 Intro

00:57 \\u2013 Macro recap from Niels

01:55 \\u2013 Weekly review of performance

08:22  \\u2013 Top tweets

46:30 \\u2013 Questions 1/2: Derek; How do you adapt Trend Following models for a constrained universe of markets?  How do you educate fundamental Traders about quant investing?

53:31 \\u2013 Questions 3/4/5: Jonathan; Does having a 5000 sample size backtest apply to each market in each system? Do you use out-of-sample testing? Do you optimize using multiple time-periods?

01:00:37 \\u2013 Questions 6/7: Indrius; How do you use ATR? Do you take less risk per market as you trade more positions?

01:04:22 \\u2013 Question 8/9: Brian; How many other Trend Following managers should you invest in?  How would you seek out other managers to invest in?

01:12:13 \\u2013 Question 10: Maurici; Do you use the same stop-loss for every position?

01:19:15 \\u2013 Question 11: Michael; Why incur personnel...'