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SI21: Why the biggest drawdown is always ahead of you or so they say

SI21: Why the biggest drawdown is always ahead of you or so they say

FromTop Traders Unplugged


SI21: Why the biggest drawdown is always ahead of you or so they say

FromTop Traders Unplugged

ratings:
Length:
73 minutes
Released:
Feb 4, 2019
Format:
Podcast episode

Description

Welcome to The Systematic Investor series. It’s a great privilege for me to invite you to a behind the scenes conversation between some of my favorite systematic investors namely Jerry Parker and Moritz Seibert. We get on a “call” each week to discuss the events that took place through the lens of a Systematic Investor and how the trading strategies we work with are reacting. It’s a raw and honest exploration and we hope you will join and be part of…not least by sending us questions that we can discuss. -----EXCEPTIONAL RESOURCE: Find Out How to Build a Safer & Better Performing Portfolio using this FREE NEW Portfolio Builder Tool-----ATTENTION TTU TRIBE : SIGN-UP for Rick Rule's Symposium: Once in a life-time natural resource insights from the BEST investors in the world via a first-class livestream or Live event!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 “The Many Flavors of Trend Following” here.Learn more about the Trend Barometer here.Send your questions to info@toptradersunplugged.comAnd 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.Episode TimeStamps:00:00 – Intro03:30 – Weekly review of performance14:00 –  Top tweets26:55 – Question 1: Samuel; What is a good CTA trading cost hurdle rate?34:10 Question 2: Samuel; Why do people say your biggest drawdown is always in front of you?41:10 – Question 3: Michael; How much has your parameter set changed (and related questions)?50:10 – Question 4: Francois; What do you know about Renaissance Technologies (Jim Simons)?56:30 – Miami conference review+TF thoughts01:10:00 – Benchmark performance updateCopyright © 2023 – CMC AG – All Rights Reserved----PLUS: Whenever you're ready... here are 3 ways I can help you in your investment Journey:1. eBooks that cover key topics that you need to know about...
Released:
Feb 4, 2019
Format:
Podcast episode

Titles in the series (100)

Join Niels Kaastrup-Larsen as he explores the world of finance and investing, through weekly conversations with the most interesting and experienced investors, economists, traders & thought leaders. Learn from their experiences, their successes, and their failures. We don't want you to think like them...but we do want to make you think! Stay up-to-date on https://toptradersunplugged.com