76 The Systematic Investor Series – February 24th, 2020

Top Traders Unplugged - A podcast by Niels Kaastrup-Larsen

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In today’s episode, we discuss whether attempting to trade every market at the same time may hinder any conviction necessary for above-average returns, as well as debate the difference between a portfolio with plenty of trades across lots of different markets versus one with less positions among fewer markets.  We also cover the Hedge Fund Journal’s recent interview with Harold De Boer of Transtrend, the amount of truly uncorrelated markets available to trade, how much discretion should be used during the design & implementation of a systematic trading strategy, and if the accusation is true that CTAs are the main catalyst behind price shocks.
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Episode Summary
0:00 - Intro
1:13 - Macro recap from Niels
2:33 - Weekly review of returns
6:52 - Top Tweets
47:36 - Michael; Question 1: Who inspired you into Trend Following trading?
59:16 - Performance recap
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