Episode description
Episode description
Today we’re joined by Moritz Seibert to discuss the efficacy of backtests, how to build a profitable spread trading model, Moritz’s addition of Ethereum futures to his portfolio, why commodities such as coal should still be traded, how to incorporate macro data into a systematic strategy, how to distinguish between long-term profitability and shorter-term luck, and the alternatives to Microsoft Excel for managing market data in a Trend Following system.
-----
50 YEARS OF TREND FOLLOWING BOOK AND BEHIND-THE-SCENES VIDEO FOR ACCREDITED INVESTORS - CLICK HERE
In this episode, we discuss:
- How effective Backtests can be
- Apply Trend Following models to synthetic markets
- Ethereum futures
- Why 'dirty fuel' markets should still be traded
- Combining macro data such as inflation into a Trend Following strategy
- Distinguishing between a lucky streak and a robust system
- How to manage market data for those who aren't familiar with coding
-----
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 Moritz on Twitter.
Episode TimeStamps:
00:00 - Intro
01:44 - Macro recap from Niels
04:41 - Weekly review of returns
10:09 - Discussion on Rich Brennan’s findings that a Trend Follower’s edge comes from the market data itself rather than the trading models
13:57 - Q1: Henry: Do you recommend any educational resources that will help me to build a spread trading model, and can Moritz talk about his own spread trading model?
29:06 - Q2; Daniel: Can inflation market effects be incorporated into Trend Following strategies?
36:16 - Q3; Stasius: What techniques do...