SI32: How accurately can we predict future returns? and can trading with systems keep you happy?
发布时间 2019-04-22 09:01:00 来源
摘要
Are CTAs giving the wrong message by charging low performance fees? Is there a perfect amount of AUM to aim for? Can Systematic Trading keep you happy? How accurately can we predict future returns? We discuss whether Trend Following is easy enough to do at home, or if you should do it through a reputable fund instead. What sort of things can be found in a ‘Research Graveyard’? Should you use Stop Losses, and if so, how and where should you place them? We answer the question of what makes a strategy robust, as well as how to avoid over-complicating a Trading System.-----EXCEPTIONAL RESOURCE: Find Out How to Build a Safer & Better Performing Portfolio using this FREE NEW Portfolio Builder Tool-----ATTENTION TTU TRIBE : SIGN-UP for Rick Rule's Symposium: Once in a life-time natural resource insights from the BEST investors in the world via a first-class livestream or Live event!Follow Niels on Twitter, LinkedIn, YouTube or via the TTU website.IT’s TRUE ? – most CIO’s read 50+ books each year – get your FREE 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.Learn more about the Trend Barometer here.Send your questions to info@toptradersunplugged.comAnd please share this episode with a like-minded friend and leave an honest Rating & Review on iTunes or Spotify so more people can discover the podcast.Episode TimeStamps:00:00 – Intro02:00 – Weekly review of performance05:55 – Top tweets50:00 – Announcement: Next week’s guest Wayne Himelsein50:50 – Question 1: George; What are the operational realities of running a TF business?56:55 – Question 2+: Craig; Please discuss the research that didn’t become part of the system.01:02:20 – Question 3+: Carl; Series of questions about stop loss mechanics (initial, ATR, trailing, etc.)01:10:15 – Question 4+: Michael; What are your thoughts on variable count in robust systems? Do you tailor models to specific markets/sectors?01:24:40 – Question 5: Uncle Mike; What works best for stops?01:28:25 – Benchmark performance
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