SI150: Extracting Edges from the Market ft. Richard Brennan

This week, Richard Brennan from ATS Trading Solutions makes his debut on the show, and we discuss the complexity behind successful Trend Following strategies, momentum trading versus Trend Following, the importance of average win rate, how a weak edge can still lead to strong returns, deflationary environments and their past effects on the Trend Following models, which markets, and how many, to include in a profitable trading system, and how to find the perfect exit strategy with minimum risk.-----EXCEPTIONAL RESOURCE: Find Out How to Build a Safer & Better Performing Portfolio using this FREE NEW Portfolio Builder ToolIn this episode, we discuss:Why there may be no such thing as a 'simple' successful Trend Following strategyHow to profit across multiple timeframesHow momentum investing is often confused with Trend Following methodsAverage win rate versus average loss rateWhy inflation is usually a good thing for systematic investorsTrailing stops and risk managementHow many markets are ideal for a profitable Trend Following system-----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] 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 – Intro01:31 – A huge thank you to listeners of the show for leaving your 5-star reviews on iTunes02:18 – Macro recap from Niels04:23 – Weekly review of performance10:24  – Q1; Kushro: Is there a way for the novice rules-based investor to reliably backtest their rules?12:40  – Q2 & Q3; Danny: Can you give an example of how to trade multiple timeframes? How do I manage risk from...