SI115: Open trade Equity vs Realized Profits and Value vs Growth ft. Rob and Moritz

Rob Carver returns to the show today to discuss the relevance of open trade equity compared to closed trade equity, the reported return of value’s reign over growth stocks, combining Trend Following portfolios with other strategies, the important of using significant sample sizes when analysing data, why successful systematic traders tend to have the longest documented returns on record.  Questions we answer include: Which type of moving average is generally the most effective in Trend Following?  Do you recommend any hedging strategies?

-----

50 YEARS OF TREND FOLLOWING BOOK AND BEHIND-THE-SCENES VIDEO FOR ACCREDITED INVESTORS - CLICK HERE

-----

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 “Ten Reasons to Add Trend Following to Your Portfolio” here.

Learn more about the Trend Barometer here.

Send your questions to [email protected]

And 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.

Follow Rob on Twitter.

Follow Moritz on Twitter.

Episode TimeStamps:

00:00 – Intro

02:35 – Macro recap from Niels

04:59 – Weekly review of performance

27:16 – Q1; Mervin: What investment strategies would you recommending supplementing a Trend Following portfolio with?

37:36 – Q2 & Q3; Daniel: How do you think about open trade equity versus closed equity, in terms of drawdowns?  Do you have any recommendations for hedging your Trend Following positions?

01:03:57 – Q4; Antonio: Which type of Moving Average (SMA, EMA, ALMA etc) is generally the most effective in Trend Following models?

01:22:48 – Benchmark performance update

01:23:48 – Recommended podcast listening this week: