73 minutes | Sep 27th 2020

107 The Systematic Investor Series – September 28th, 2020

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In this episode, we discuss the best & worst markets for Trend Following strategies in recent years, the benefits of trading & investing across multiple timeframes, how a combined portfolio of Trend Following & the S&P500 has been historically lucrative, the perils of a market that is stuck in a large trading range, and how 3 months can easily change your year-to-date performance.  Questions we answer include: What are your thoughts on inflation & fixed income, as they relate to Trend Following?  How do commission & other charges affect systematic trading strategies? What is the optimal allocation to Trend Following?  Do you have any advice for trading CFDs? 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 1:57 – Macro recap from Niels 04:32 – Weekly review of returns 32:46 – Q1; James: Why does Moritz seemingly switch his positioning in a market between long & short, some times, and not other times? 39:42 – Q2 & Q3; Eduardo: What are your thoughts on inflation, bonds & Trend Following on fixed income?  How do commissions and charges affect a Trend Following strategy? 59:00 – Q4; Anti: Is Moritz’s system a ‘stop & reverse’ system? 1:01:02 – Q5 & Q6; Mikael K:  Can you build a trend following trading system based on Options rather than Futures? Do you have any advice for trading CFD’s? 1:05:11 – Q7; Michael N: What is the optimal portfolio allocation to Trend Following? 1:09:57 – Performance recap Subscribe on:
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