58 minutes | Sep 18th 2020

106 The Systematic Investor Series – September 19th, 2020

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Today, we discuss the Federal Reserve’s current inflation targets, whether it is ok for systematic managers to turn off their systems during periods of high volatility & uncertainty, the looming questions around Ray Dalio & Bridgewater’s underwhelming performance in 2020, volatility control vs risk control, and why liquidity should be an important deciding factor for investors when choosing a money manager.  Questions we answer this week include: How do you size your positions once maximum portfolio risk is reached?  Do have you have any tips on how to perform volatility-control? If you would like to leave us a voicemail to play on the show, you can do so here. Check out our Global Macro series here. Learn more about the Trend Barometer here. IT’s TRUE – most CIO’s read 50+ books each year – get your copy of the Ultimate Guide to the Best Investment Books ever written here. And you can get a free copy of my latest book “The Many Flavors of Trend Following” here. Send your questions to info@toptradersunplugged.com Follow Niels & Moritz on Twitter: @TopTradersLive & @MoritzSeibert And please share this episode with a like-minded friend and leave an honest rating & review on iTunes so more people can discover the podcast. Episode Summary 0:00 – Intro 2:30 – Macro recap from Niels 04:36 – Weekly review of returns 31:24 – Q1; Daniel: How do you size new positions once your intended maximum portfolio risk is reached? 39:17 – Q2; Dave: Do you have any pointers on how effectively perform volatility targeting? 55:30 – Performance recap Subscribe on:
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