SI68: The surprising relationship between volatility and risk

Published: Dec. 29, 2019, 12:21 a.m.

In this week\u2019s episode, we discuss the notion of correlation between volatility and risk, why it can be a bad idea to equate a manager\u2019s performance with their skill-level, when a losing trade should still be considered a good trade, how much opportunity is in Low-Volatility Targeting strategies, and we also give our end-of-year reviews.  Questions answered this week include: Is Trend Following another form of price prediction?  Do you follow the weekly Commitments of Traders report? Can you can you make money in the markets without the need for predictions?

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Episode TimeStamps:

00:00 \u2013 Intro

00:55 \u2013 Macro recap from Niels

03:10 \u2013 Weekly review of performance

18:41  \u2013 Top tweets

43:29 \u2013 Question 1: Woody; Is Trend Following another form of predicting price moves?

01:00:18 \u2013 Question 2 William; Do you follow the weekly COT (Commitments of Traders) report?

01:05:02 \u2013 Benchmark performance update

01:08:52 \u2013 End of year recap

01:19:32 \u2013 Top tweets (cont.)

01:20:59 \u2013 Thank you to our listeners in 2019

Copyright \xa9 2024 \u2013 CMC AG \u2013 All Rights Reserved

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