115 The Systematic Investor Series ft Robert Carver – November 22nd, 2020
Rob Carver returns to the show today to discuss the relevance of open trade equity compared to closed trade equity, the reported return of value’s reign over growth stocks, combining Trend Following portfolios with other strategies, the important of using significant sample sizes when analysing data, why successful systematic traders tend to have the longest documented returns on record. Questions we answer include: Which type of moving average is generally the most effective in Trend Following? Do you recommend any hedging strategies?
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Top Traders Unplugged wins award for ‘Best Trading Podcast’ and features among the ‘Top 20 Best Investing Podcasts in 2020’ by The Investors Podcast 🏆Episode Summary
0:00 – Intro
2:35 – Macro recap from Niels
4:59 – Weekly review of returns
27:16 – Q1; Mervin: What investment strategies would you recommending supplementing a Trend Following portfolio with?
37:36 – Q2 & Q3; Daniel: How do you think about open trade equity versus closed equity, in terms of drawdowns? Do you have any recommendations for hedging your Trend Following positions?
1:03:57 – Q4; Antonio: Which type of Moving Average (SMA, EMA, ALMA etc) is generally the most effective in Trend Following models?
1:22:48 – Performance recap
1:23:48 – Recommended podcast listening this week: Rauol Pal on the What Bitcoin Did Podcast & blog post on the Robot Wealth website regarding Tesla’s inclusion in the S&P 500 & William White talking to Jim Grant on Real Vision