SI99: Trend Following on ETFs and how to safely invest more aggressively in stocks ft. Moritz Seibert

Published: Aug. 3, 2020, 3:49 a.m.

b'In today\\u2019s show, we discuss why a great defence is necessary for great portfolios, Trend Following on ETFs, why liquidity is often an under-appreciated factor when choosing markets, why you need to include shorts, tips for testing system code, why futures are better for short positions than stocks, and why investing in alternative strategies can allow you to be more aggressive when chasing stock market returns. We also answer some of your questions, including: What is your chosen measure of liquidity? Do you place your trades at the open, close, or other times?\\nIf you would like to leave us a voicemail to play on the show, you can do so here.\\nLearn more about the Trend Barometer here.\\nIT\'s TRUE \\U0001f440 - most CIO\'s read 50+ books each year - get your copy of the Ultimate Guide to the Best Investment Books ever written here.\\nAnd you can get a free copy of my latest book "The Many Flavors of Trend Following" here.\\nSend your questions to info@toptradersunplugged.com\\nFollow Niels, & Moritz on Twitter:\\n@TopTradersLive & @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\\t\\nEpisode Summary\\n0:00 - Intro\\n1:44 - Macro recap from Niels\\n3:00 - Weekly review of returns\\n4:25 - The importance of non-correlated strategies such as Trend Following or Volatility-based\\n15:17 - Q\\u2019s 1, 2 & 3; Bruno: What is your chosen measure of liquidity, and how liquid does a market have to be, to be included in your portfolios? How do you size positions, with co-movements in mind? Are you always trading the front-month contract?\\n26:37 - Q4; Walter: How do you test your system\\u2019s code?\\n33:14 - Q\\u2019s 5 & 6; Zack: Does Trend Following on ETFs work? What are the optimal time periods when analysing market correlation data?\\n45:01 - Q7: Michael: Do you place your trades at the close, open, or other times?\\n50:23 - Performance recap\\n\\tSubscribe on:'