We’re joined on the show today by special guest Robert Carver, to discuss another historically volatile week in the markets, the differences between today’s bear market and 2008, how Robert defines portfolio diversification, how many markets a profitable Trend Following system should trade, the different types of strategies that Robert currently uses, the amount of truly uncorrelated assets available, and volatility scaling as a part of risk management.  Questions answered this week include: What causes you to modify your system over time, and how do you go about this?  What have you learnt from trading through previous crisis periods?  What are your thoughts on AI technology? If you would like to leave us a voicemail to play on the show, you can do so here. Learn more about the Trend Barometer here. IT's TRUE - most CIO's read 50+ books each year - get your copy of the Ultimate Guide to the Best Investment Books ever written here. And you can get a free copy of my latest book "The Many Flavors of Trend Following" here. Send your questions to info@toptradersunplugged.com Follow Niels, Jerry, Moritz & Rob on Twitter: @TopTradersLive, @RJparkerjr09, @MoritzSeibert, and @InvestingIdiocy And please share this episode with a like-minded friend and leave an honest rating & review on iTunes so more people can discover the podcast. Episode Summary 0:00 - Intro 1:09 - Macro recap from Niels 4:03 - Weekly review of returns 8:09 - Niels: How have you dealt with the recent volatility? 19:44 - Niels: What does diversification mean to you? 28:35 - Niels: How many markets can be considered too many for a diversified Trend Following system to trade? 41:10 - Moritz: What type of different strategies do you currently trade? 46:27 - Niels: What has helped you to do well during recently, especially during the recent market turmoil? 51:17 - Niels: Why have you chosen to trade different markets differently, rather than treating all markets the same? 1:03:18 - Seth; Question 1: How do you incorporate correlations into building a Trend Following program? 1:09:40 - Moritz; Question 2: What causes you modify your system over time, and how do you go about this? 1:14:37 - Niels: What, in your opinion, is a good risk management framework?  What have you learnt from trading previous crisis periods? 1:22:09 - Niels: What are your thoughts on AI technology? 1:27:20 - Moritz: What are your thoughts on the possibility of Trend Following becoming too crowded? 1:36:12 - Performance recap   Subscribe on:

Top Traders Unplugged with Niels Kaastrup-Larsen | Engaging Conversations with the Top Traders & Investors

79 The Systematic Investor Series ft Robert Carver – March 15th, 2020

Today we discuss a question from the audience about what goes on in the life of a CTA. IT'S TRUE - most CIO's read 50+ books each year! Get your copy of the Ultimate Guide to the Best Investment Books ever written here. Follow me at @TopTradersLive And please share this episode with a like-minded friend and leave an honest rating & review on iTunes so more people can discover the podcast. Subscribe on:

A Month in the Life of a CTA

This week, we discuss the potential benefits of investing in more than one systematic fund, Tom Basso’s research finding that Trend Following returns increase as market volatility increases, the process behind Moritz’s discretionary trade last week, sizing positions according to volatility, the historic rally in government bonds, and the importance of good risk management. Questions we answer include: What software do you use to manage and monitor your portfolios?  How much importance do you place on pyramiding into & out of positions?  Have you found that some markets trend better than others? If you would like to leave us a voicemail to play on the show, you can do so here. Learn more about the Trend Barometer here. IT's TRUE - most CIO's read 50+ books each year - get your copy of the Ultimate Guide to the Best Investment Books ever written here. And you can get a free copy of my latest book "The Many Flavors of Trend Following" here. Send your questions to info@toptradersunplugged.com Follow Niels, Jerry & Moritz on Twitter: @TopTradersLive, @RJparkerjr09 and @MoritzSeibert And please share this episode with a like-minded friend and leave an honest rating & review on iTunes so more people can discover the podcast. Episode Summary 0:00 - Intro 1:26 - Macro recap from Niels 3:00 - Weekly review of returns 29:11 - Top Tweets 50:16 - Dante; Question 1: What software do you use to monitor your portfolios? 52:15 - Andrew; Question 2: How much importance do you place on the effect of pyramiding into & out of positions? 59:28 - Mike; Question 3: Do you size positions based on volatility, and how does this affect correlations? 1:04:12 - James; Question 4: Do you believe particular markets ‘trend’ better than others? 1:11:44 - Performance recap   Subscribe on:

78 The Systematic Investor Series – March 8th, 2020

End of 2019 wrap up, with thoughts on Bonds, Bitcoin, the decade just gone by, and the connection between Netflix & Dominos Pizza. IT'S TRUE - most CIO's read 50+ books each year! Get your copy of the Ultimate Guide to the Best Investment Books ever written here. Follow me at @TopTradersLive And please share this episode with a like-minded friend and leave an honest rating & review on iTunes so more people can discover the podcast. Subscribe on:

2019 In Review – The Investor’s RetroSpective

In today’s episode, we discuss whether attempting to trade every market at the same time may hinder any conviction necessary for above-average returns, as well as debate the difference between a portfolio with plenty of trades across lots of different markets versus one with less positions among fewer markets.  We also cover the Hedge Fund Journal’s recent interview with Harold De Boer of Transtrend, the amount of truly uncorrelated markets available to trade, how much discretion should be used during the design & implementation of a systematic trading strategy, and if the accusation is true that CTAs are the main catalyst behind price shocks. If any listeners would like to leave us a voicemail message to play on the show, you can do so here. Learn more about the free-to-use Top Traders Unplugged Trend Barometer here. You can download your free guide to Systematic Investing, and subscribe to our mailing list by visiting TopTradersUnplugged.com Get a free copy of my latest book "The Many Flavors of Trend Following" here. Find your free copy of Top Traders Unplugged 100 Best Investment Books of all Time here. Send your questions to info@toptradersunplugged.com Follow Niels, Jerry & Moritz on Twitter: @TopTradersLive, @RJparkerjr09 and @MoritzSeibert And please share this episode with a like-minded friend and leave an honest rating & review on iTunes so more people can discover the podcast. Episode Summary 0:00 - Intro 1:13 - Macro recap from Niels 2:33 - Weekly review of returns 6:52 - Top Tweets 47:36 - Michael; Question 1: Who inspired you into Trend Following trading? 59:16 - Performance recap Subscribe on:

76 The Systematic Investor Series – February 24th, 2020

On today’s show, we discuss Morgan Housel’s recent article on history & historians generally being a bad guide for the future, the popularity of negative predictions, social media as a gauge for current market conditions, the limits of trading indexes versus diversified individual stocks, why following price may be more important than just committing to a bullish or bearish position, and Meb Faber’s recent interview with Tim Hayes, who talked about the dangers of non-price-based indicators. If any listeners would like to leave us a voicemail message to play on the show, you can do so here. Learn more about the free-to-use Top Traders Unplugged Trend Barometer here. You can download your free guide to Systematic Investing, and subscribe to our mailing list by visiting TopTradersUnplugged.com Get a free copy of my latest book "The Many Flavors of Trend Following" here. Find your free copy of Top Traders Unplugged 100 Best Investment Books of all Time here. Send your questions to info@toptradersunplugged.com Follow Niels, Jerry & Moritz on Twitter: @TopTradersLive, @RJparkerjr09 and @MoritzSeibert And please share this episode with a like-minded friend and leave an honest rating & review on iTunes so more people can discover the podcast. Episode Summary 0:00 - Intro 1:12 - Macro recap from Niels 2:59 - Weekly review of returns 5:23 - Top Tweets 34:12 - Michael; Question 1: Would avoiding all S&P500 stocks improve a Trend Following system? 36:57 - Chris; Question 2: Can you explain the term ‘Vol Targeting’? 43:40 - Adrian: Question 3: What recent client requests have you refused to accommodate, when it comes to altering either your strategies, or your business? 53:31 - Francois; Comment related to recent episodes where we discussed Trend Following on equities 57:24 - Performance recap Subscribe on:

75 The Systematic Investor Series – February 16th, 2020

This week, we discuss how Jerry approached his Tesla trade during last week’s parabolic move up, the value of sleeping well at night in comparison to chasing maximum returns, whether Trend Following models can be successfully tilted toward ESG (Sustainable) Investments, thoughts on Negative & Positive Skew, the perceived drawbacks of CTA diversification when stocks are going up, and we also compare Trend Following on stocks, to a fully diversified, Trend Following system.  Questions we answer this week include: What do you do next when you have a significant amount of new AUM?  Do you have any tips or methods, whether psychologically or built into your models, for handling euphoric gains?  How many markets, and how much allocation to each market, do you recommend when constructing a Trading Universe? If any listeners would like to leave us a voicemail message to play on the show, you can do so here. Learn more about the free-to-use Top Traders Unplugged Trend Barometer here. You can download your free guide to Systematic Investing, and subscribe to our mailing list by visiting TopTradersUnplugged.com Get a free copy of my latest book "The Many Flavors of Trend Following" here. Find your free copy of Top Traders Unplugged 100 Best Investment Books of all Time here. Send your questions to info@toptradersunplugged.com Follow Niels, Jerry & Moritz on Twitter: @TopTradersLive, @RJparkerjr09 and @MoritzSeibert And please share this episode with a like-minded friend and leave an honest rating & review on iTunes so more people can discover the podcast. Episode Summary 0:00 - Intro 1:08 - Macro recap from Niels 1:44 - Weekly review of returns 4:59 - Top Tweets 18:45 - Announcement of special guest Eric Crittenden, from Standpoint Asset Management, joining us on the show in a few weeks 26:21 - Jacob; Question 1: When you have a significant amount of new available equity, what do you do next? 32:57 - James; Question 2: How do you manage a position that makes a Parabolic move, such as Tesla? 41:18 - Matt: Question 3: What methods do you use to handle euphoric gains? 1:01:51 - Camron; Question 4: What is the best way to compile a Trading Universe? How many markets, and how much allocation to each market? 1:04:42 - Sam; Question 5: Are you aware of any Trend Following Traders who tilt towards ESG (Sustainable Investing)? 1:07:23 - Seth; In response to last week’s request to listeners, shares how he thinks TF should be best described as an important part of your portfolio 1:10:30 - Performance recap Subscribe on:

74 The Systematic Investor Series – February 8th, 2020

On today’s show, we discuss when having lots of experience can sometimes work against you, why hard and fast rules can be better than making discretionary decisions, the importance of trading in appropriate position sizes, the amount of drawdown that will likely cause you to deviate from your system, the unpopularity of Trend Following strategies, creating an adaptive portfolio that can respond to market conditions, and why Trend Following should play a considerable part in your portfolio.  Questions we answer this week include: Should you use Trend Filters to confirm your entry signals?  Is the 60/40 portfolio usually less volatile than a typical ‘perfect’ Trend Following portfolio?  Do you recommend adding mean-reversion strategies to your Trend Following systems?  How do you define short, medium and long-term? If any listeners would like to leave us a voicemail message to play on the show, you can do so here. Learn more about the free-to-use Top Traders Unplugged Trend Barometer here. You can download your free guide to Systematic Investing, and subscribe to our mailing list by visiting TopTradersUnplugged.com Get a free copy of my latest book "The Many Flavors of Trend Following" here. Find your free copy of Top Traders Unplugged 100 Best Investment Books of all Time here. Send your questions to info@toptradersunplugged.com Follow Niels, Jerry & Moritz on Twitter: @TopTradersLive, @RJparkerjr09 and @MoritzSeibert And please share this episode with a like-minded friend and leave an honest rating & review on iTunes so more people can discover the podcast. Episode Summary 0:00 - Intro 1:11 - Macro recap from Niels 2:41 - Weekly review of returns 14:14 - Top Tweets 55:44 - Mike; Questions 1: Is Trend Following a Dynamic Call Replication strategy? 1:00:39 - Seth; Question 2: Do you use Trend Filters to confirm the entry signal? 1:04:10 - Michael; Question 3: Is the daily volatility of a 60/40 portfolio less than that of the 'perfect' Trend Following portfolio? 1:08:12 - Brian; Listener comment regarding the best way to explain why Trend Following should play a considerable part in all portfolios. 1:14:33 - Dave; Question 4: When using multiple lookback periods, should risk per trade always stay the same? 1:16:02 - Yohan; Question 5: Do you scale into a trade throughout the day, depending on market liquidity, or just enter the full trade upon getting the signal? 1:18:27 - Drew; Question 6: What does your day-to-day look like? 1:20:43 - Yohan; Question 7: Why not combine mean-reversion strategies with your Trend Following strategies? 1:25:49 - Paul; Question 8: Would testing markets that you don’t plan to trade, give added clarity to your backtests? 1:29:22 - Singh; Question 9: How do you define short, medium and long-term timeframes? 1:34:01 - Performance recap Subscribe on:

73 The Systematic Investor Series – February 3rd, 2020

Today, we discuss how CTAs provide Investors with protection during stock market declines, how the term Crisis Alpha may be linked to reduced allocations to CTAs, the psychology behind managers chasing performance, worthwhile allocation percentages to Trend Following, short-term vs long-term CTA strategies, Trend Following as the perfect portfolio, and Diversification as a way to reduce risk.  Questions answered this week include: What are some of the pros and cons of CFD trading, and do you have any tips for building a portfolio of CFDs? Should instruments that rarely make money be included in backtests, and how do you measure this without curve-fitting data? Thank you to Andy for submitting your voicemail to the show.  If any listeners would like to leave a message, you can do so here. If any listeners would like to leave us a voicemail message to play on the show, you can do so here. Learn more about the free-to-use Top Traders Unplugged Trend Barometer here. You can download your free guide to Systematic Investing, and subscribe to our mailing list by visiting TopTradersUnplugged.com Get a free copy of my latest book "The Many Flavors of Trend Following" here. Find your free copy of Top Traders Unplugged 100 Best Investment Books of all Time here. Send your questions to info@toptradersunplugged.com Follow Niels, Jerry & Moritz on Twitter: @TopTradersLive, @RJparkerjr09 and @MoritzSeibert And please share this episode with a like-minded friend and leave an honest rating & review on iTunes so more people can discover the podcast. Episode Summary 0:00 - Intro 1:25 - Macro recap from Niels 2:41 - Weekly review of returns 18:39 - Top Tweets 54:51 - Andy (via TTU VoiceMail); Questions 1/2: What are some pros & cons of CFD trading? Do you have any tips for building a CFD portfolio? 1:02:56 - James; Question 3: Should instruments that rarely ever make money, be included in backtests, and how do you measure this without curve-fitting data? 1:14:22 - Performance recap Subscribe on:

72 The Systematic Investor Series – January 26th, 2020

This week, we discuss the reliability of Fundamental Analysis sell rules versus Trend Following sell rules, the so-called ‘Quant winter’ that systematic funds are supposedly in, whether there is a clear definition of Value Investing, the ability of CTAs to offer Investors exposure to less popular markets, the differences between Trend Following and Technical Analysis, and how much of past performance can be considered as a reliable indicator for the future.  Questions we cover include: Do you have to be a coder, or hire one, to be a successful Trend Follower? What do you do when you have more signals than available capital? When adding new securities to your Trading Universe, do you resize current positions to accommodate? Is a stock in motion, more likely to stay in motion? If any listeners would like to leave us a voicemail message to play on the show, you can do so here. Learn more about the free-to-use Top Traders Unplugged Trend Barometer here. You can download your free guide to Systematic Investing, and subscribe to our mailing list by visiting TopTradersUnplugged.com Get a free copy of my latest book "The Many Flavors of Trend Following" here. Send your questions to info@toptradersunplugged.com Follow Niels, Jerry & Moritz on Twitter: @TopTradersLive, @RJparkerjr09 and @MoritzSeibert And please share this episode with a like-minded friend and leave an honest rating & review on iTunes so more people can discover the podcast. Episode Summary 0:00 - Intro 1:47 - Macro recap from Niels 4:19 - Weekly review of returns 18:39 - Top Tweets 55:34 - Keith; Questions 1/2: What is the name of Jerry’s bird? What do you do when you have more signals than capital available?  When adding new markets to a system, do you resize existing trades to accommodate? 1:03:10 - Neil; Question 3: If a stock is moving or flat, is it likely to continue in the same form? 1:09:11 - Mike; Question 4: What are the differences between Trend Followers & Technical Analysts? 1:13:02 - Andrew; Question 5: Is long-only Trading on Forex recommended? 1:16:46 - George; Question 6: Do you have to be a coder (or hire one), to be a successful Trend Follower? 1:27:37 - Performance recap   Subscribe on:

71 The Systematic Investor Series – January 20th, 2020

Today we continue our interview with Andreas Clenow, where we cover topics such as backtesting & system design, whether we see any growth in the CTA industry, long-term vs short-term Investing, and how to go about raising initial AUM.  Questions include: How important are drawdowns when analysing performance?  Is Crisis Alpha an appropriate label for CTAs today?  How do you choose parameters for your Trading Models? If any listeners would like to leave us a voicemail message to play on the show, you can do so here. Learn more about the free-to-use Top Traders Unplugged Trend Barometer here. You can download your free guide to Systematic Investing, and subscribe to our mailing list by visiting TopTradersUnplugged.com Get a free copy of my latest book "The Many Flavors of Trend Following" here. Send your questions to info@toptradersunplugged.com Follow Niels, Jerry, Moritz & Andreas on Twitter: @TopTradersLive, @RJparkerjr09, @MoritzSeibert & @Clenow And please share this episode with a like-minded friend and leave an honest rating & review on iTunes so more people can discover the podcast. Episode Summary 0:00 - Intro 1:54 - Niels; Question One: How does one go about choosing parameters for their Trading models?  Question Two: Do you stick with your model, or do you look to recalibrate it over time? 7:37 - Jerry; Question Two: Have you noticed that longer-term systems have always produced better results than shorter-term, even though we may think otherwise?  How important are drawdowns when analysing performance? 13:48 - Moritz; Question One: Would you still go out and start a Trend Following fund today?  If so, how would you go out and raise the initial AUM? 16:25 - Niels; Question Two:  How should CTAs & Trend Followers present themselves?  Is Crisis Alpha an appropriate label? 22:32 - Niels; Question Three:  If you could invite 4 people to dinner, from past or present, who would you choose? 22:32 - Niels; Question Four:  Anything you would like to share regarding your latest book? 26:23 - Brian; Question One: Do you think Options strategies distort Trends and the performance of Trend Following strategies? 27:08 - Performance recap   Subscribe on:

70 The Systematic Investor Series ft Andreas Clenow (Part Two) – January 14th, 2020

In the first of a 2-part special with Andreas Clenow, we discuss why combining Models might improve your Risk-Adjusted Returns in the long run, whether all Trend Following signals are more or less the same, reliable ways to measure risk, and some thoughts on Trend Following in the Stock Market.  Questions we attempt to answer this week include: How do you trade mean-reverting strategies? Do you use Volatility-Targeting as part of a Trend Following strategy? Why has Andreas mentioned in the past that Trend Following doesn’t work on stocks? Are there less big Trends nowadays? Do you prefer to use the same parameter combinations across all markets? If any listeners would like to leave us a voicemail message to play on the show, you can do so here. Learn more about the free-to-use Top Traders Unplugged Trend Barometer here. You can download your free guide to Systematic Investing, and subscribe to our mailing list by visiting TopTradersUnplugged.com Get a free copy of my latest book "The Many Flavors of Trend Following" here. Send your questions to info@toptradersunplugged.com Follow Niels, Jerry, Moritz & Andreas on Twitter: @TopTradersLive, @RJparkerjr09, @MoritzSeibert & @Clenow And please share this episode with a like-minded friend and leave an honest rating & review on iTunes so more people can discover the podcast. Episode Summary 0:00 - Intro 1:24 - Macro recap from Niels 2:30 - Weekly review of returns 5:36 - Introduction to special guest, Andreas Clenow. Questions for Andreas, to follow. 14:35 - Moritz; Question One: Are you running any non-Trend Following, Systematic strategies? 16:09 - Moritz; Question Two: How do you Trade mean-reverting, negative-skew strategies? 20:41 - Jerry; Question One: Why do you say that Risk Per Trade is an unreliable indicator of risk? 28:00 - Jerry; Question Two: Do you use Vol-Targeting as a part of a Trend Following system? 31:18 - Jerry; Question Three: You have mentioned that Trend Following doesn’t work on stocks, what was the reasoning behind this? 40:59 - Niels; Question One: Do you consider all Trend Following signals as, essentially, the same thing? 44:13 - Niels; Question Two: Has the model featured in your 2011 book continued to do well over the last decade? 50:38 - Moritz; Question Three: How do you decide which markets you want to trade in a diversified Trend Following system, which is more than just stocks-only? 55:36 - Jerry; Question Four: Why not use Trend Following on stocks? 59:53 - Jerry; Question Five: Do you believe there is a lack of big trends in today’s markets? 1:05:31 - Niels; Question Three:  Do you prefer to always keep the same parameter combinations across all markets? 1:09:54 - Niels; Question Four: Would you remove markets from your Trading Universe that consistently lose money, or are you of the thought that you don’t know what the future holds? 1:11:38 - Niels; Question Five: What’s your preferred minimum amount of lookback period for a backtest, and do you weight recent data as more important than previous data? 1:20:47 - Jerry; Question Six:  Would you recommend to CTAs today to use a 40-year sample size for backtesting, or the last 10 or so years because it’s more relevant? 1:17:09 - Performance recap   Subscribe on:

70 The Systematic Investor Series ft Andreas Clenow (Part One) – January 13th, 2020

In this first episode of 2020, we discuss whether there any investment strategies that can work during all times, the recent Barron’s article featuring Richard Thaler on the perils of overconfidence, how Trend Following helps to prevent being too confident, the inherent negativity bias within most investors, the drawbacks of  positivity when investing, and why you should consider the costs of being too cautious just as much as the costs of taking on too much risk.  Questions covered this week include: Are CTAs becoming too cautious?  Is it really worth diversifying away from developed markets? What causes you to make adjustments to your models? If any listeners would like to leave us a voicemail message to play on the show, you can do so here. Learn more about the free-to-use Top Traders Unplugged Trend Barometer here. You can download your free guide to Systematic Investing, and subscribe to our mailing list by visiting TopTradersUnplugged.com Get a free copy of my latest book "The Many Flavors of Trend Following" here. Send your questions to info@toptradersunplugged.com Follow Niels, Jerry & Moritz on Twitter: @TopTradersLive, @RJparkerjr09 and @MoritzSeibert And please share this episode with a like-minded friend and leave an honest rating & review on iTunes so more people can discover the podcast. Episode Summary 0:00 - Intro 1:09 - Macro recap from Niels 14:06 - Weekly review of returns 19:18  - Top tweets 49:01 - Question 1: Sam; Is it worth diversifying away from developed markets? 55:22 - Question 2: Edmund; Can you recommend any detailed backtesting software with the ability to test variable position sizes? 58:12 - Question 3: Drew; What causes you to make adjustments to your models? 1:06:14 - Question 4: Sebastian; Why is it so hard to be a successful Trend Follower, when it seems we as Humans innately like to follow trends anyway (ie. fashion, social media, tech)? 1:12:39 - Performance recap 1:14:16 - Send your questions in for our upcoming special guest, Andreas Clenow Subscribe on:

69 The Systematic Investor Series – January 5th, 2020

In this week’s episode, we discuss the notion of correlation between volatility and risk, why it can be a bad idea to equate a manager’s 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? If any listeners would like to leave us a voicemail message to play on the show, you can do so here. Learn more about the free-to-use Top Traders Unplugged Trend Barometer here. You can download your free guide to Systematic Investing, and subscribe to our mailing list by visiting TopTradersUnplugged.com Get a free copy of my latest book "The Many Flavors of Trend Following" here. Send your questions to info@toptradersunplugged.com Follow Niels, Jerry & Moritz on Twitter: @TopTradersLive, @RJparkerjr09 and @MoritzSeibert And please share this episode with a like-minded friend and leave an honest rating & review on iTunes so more people can discover the podcast. Episode Summary 0:00 - Intro 0:55 - Macro recap from Niels 3:10 - Weekly review of returns 18:41  - Top tweets 43:29 - Question 1: Woody; Is Trend Following another form of predicting price moves? 1:00:18 - Question 2 William; Do you follow the weekly COT (Commitments of Traders) report? 1:05:02 - Performance recap 1:08:52 - End of year recap 1:19:32 - Top tweets (cont.) 1:20:59 - Thank you to our listeners in 2019 Subscribe on:

68 The Systematic Investor Series – December 29th, 2019

This week, we touch on the difference a year makes, how good position sizing can reduce anxiety, the recent article from AQR by Cliff Asness,  why a meaningful allocation to Trend Following might be considered a must for any portfolio, the psychology of prediction, and some of the drawbacks of Trading from chart patterns.  Questions we cover this week include: Would CTAs want to publish their returns to investors less frequently?  Does history always ‘rhyme’? Is the Fibonacci sequence a reliable indicator?  How do you differentiate Trend Following from a typical Long Volatility strategy? If any listeners would like to leave us a voicemail message to play on the show, you can do so here. Learn more about the free-to-use Top Traders Unplugged Trend Barometer here. You can download your free guide to Systematic Investing, and subscribe to our mailing list by visiting TopTradersUnplugged.com Get a free copy of my latest book "The Many Flavors of Trend Following" here. Send your questions to info@toptradersunplugged.com Follow Niels, Jerry & Moritz on Twitter: @TopTradersLive, @RJparkerjr09 and @MoritzSeibert And please share this episode with a like-minded friend and leave an honest rating & review on iTunes so more people can discover the podcast. Episode Summary 0:00 - Intro 1:37 - Macro recap from Niels 3:10 - Weekly review of returns 11:55  - Top tweets (starting with tweet about recent Cliff Asness article from AQR) 50:48 - Announcement of future podcast guest, Andreas Clenow, in January 2020 53:47 - Question 1: Mike; How would you differentiate Trend Following from a typical Long-Volatility strategy? 57:50 - Question 2 Drew; Does the strategy of buying into a Trend Following fund during its drawdowns count as a form of Value Investing, and therefore, hypocritical to Trend Following philosophy? 1:03:37 - Performance recap Subscribe on:

67 The Systematic Investor Series – December 23rd, 2019

Conversations with the World’s Top CTAs, Trendfollowers & Hedge Fund Managers

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Top Traders Unplugged with Niels Kaastrup-Larsen | Engaging ...

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