Episode description
Episode description
Today, Rich and I discuss the Q1 Trend Following performance and how it turned out to be one of the best calendar quarters for the SG Trend and SG CTA indices. We also dive into my own "thesis" about trend following in a De-Globalized world and why I believe that we may be returning to the golden era of trend following, like in the 1970s, 80s and 90s. As usual we debated a few great questions from our community, relating to Volatility Targeting and how to manage your Stop-Loss. A lively episode for sure!
-----
50 YEARS OF TREND FOLLOWING BOOK AND BEHIND-THE-SCENES VIDEO FOR ACCREDITED INVESTORS - CLICK HERE
In this episode, we discuss:
- Interest Rates and the current Bear Market in Bonds
- Our slighltly different definitions of the term "Crisis Alpha"
- The concern's Rich has for the World, and what that means for Trend Following
- The impact on Trend Following of a De-Globalization of the World
- The difference between initial and trailling stops, and when to use them
- What software to use to backtest your systems
- Whether dynamically adjusting your position size during a trade is better or worse than keeping it static
-----
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 info@toptradersunplugged.com
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 Rich on Twitter.
Episode TimeStamps:
00:00 – Intro
03:09 – Weekly recap from Niels
05:22 - Update on Rich's Battleship
15:35 - Crisis Alpha...yes but much more
21:40 - My Trend Following Thesis
37:24 - Q1, Andrew: Could you all define the use of a trailing vs initial stop in systems you use?
52:25 - Q2, Nicolas: Do you know any affordable back testing systems, other than...