Nov 24, 2019
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?...
Nov 17, 2019
In this week’s edition, we discuss the possible benefits of running a multi-strategy portfolio, whether or not you need to have a ‘feel’ for the markets before constructing a model, new all-time highs on the Dow, Trend Following as a viable solution to the end of the 60/40 portfolio, and the longer-term drawbacks...
Nov 10, 2019
In this week’s episode, we discuss the recently published book on Jim Simons & Renaissance Technologies, why you shouldn’t be too focused on one position, why it can be difficult to avoid overriding your system based on recent fundamentals, what investors can learn from the world’s best Poker players, and why luck...
Nov 3, 2019
This week, we cover some of the dangers of ‘Home Bias’, and the benefits of diversification mixed with good risk management. We also discuss the differences between common Trend Trading and Systematic Trend Following, why investors tend to hold on to losing positions longer than winning positions, why people being...