SI32: How accurately can we predict future returns? and can trading with systems keep you happy? - podcast episode cover

SI32: How accurately can we predict future returns? and can trading with systems keep you happy?

Apr 22, 20192 hr 32 min
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Episode description

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.

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Episode TimeStamps:

00:00 – Intro

02:00 – Weekly review of performance

05:55 – Top tweets

50:00 – Announcement: Next week’s guest Wayne Himelsein

50:50 – 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 update

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SI32: How accurately can we predict future returns? and can trading with systems keep you happy? | Top Traders Unplugged podcast - Listen or read transcript on Metacast