SI94: Markets to avoid in Systematic Investing and David Harding interview ft. Moritz Seibert
发布时间 2020-06-29 02:01:00 来源
摘要
In today’s episode, we discuss David Harding's interview from 2013 with the SEC Historical Society, possible mistakes to avoid in Systematic Investing, if there are any differences between market confidence and the strength of a Trend, thoughts on Excel vs Python, and the importance of preserving capital during bad periods. We also answer your questions, including: Does the rise of Volatility trading have any effect on the effectiveness of Trend Following strategies? How is trend strength calculated?
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Episode Summary
0:00 - Intro
1:27 - Weekly review of returns
7:38 - David Harding interview with the SEC
14:44 - Richard Dennis quotes
15:57 - Hedge Nordic magazine article featuring Niels & Rob Carver
18:44 - Question One; Brian: Does the rise of Volatility Trading affect Trend Following strategies?
33:48 - Question Two; Brian: How is Trend Strength calculated?
41:37 - Performance recap
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