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SI43: Cliff Asness on the difficulty on sticking to a strategy through volatile periods

SI43: Cliff Asness on the difficulty on sticking to a strategy through volatile periods

FromTop Traders Unplugged


SI43: Cliff Asness on the difficulty on sticking to a strategy through volatile periods

FromTop Traders Unplugged

ratings:
Length:
61 minutes
Released:
Jul 8, 2019
Format:
Podcast episode

Description

In this episode, we discuss the recent article from AQR Capital’s Cliff Asness on the difficulty of sticking to a strategy through volatile periods, why we may never know if a particular system is broken, the differences between different Trading timeframes, and we give an update on the upcoming live event in New York in October.  We also answer some questions such as:  Is there a ‘Holy Grail’ of Stop Losses?  What is a good way to backtest a Trading system?  Is there a point where too much Diversification begins to negatively affect the return profile in a portfolio?  What are the possible causes that would move a person to Trade a longer timeframe?-----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 – Intro/Macro recap from Niels02:45 – Weekly review of performance11:30 – Top tweets20:30 – Question 1: James; Where can one find more information on stop losses/risk mgmt?28:00 – Question 2: Brian; What software do you recommend for backtesting?31:50 – Question 3: Paul; Discussion of the multiple facets of diversification38:00 – Question 4: James; Can there be too much diversification?51:15 – Question 5: Sam; What made Jerry decide to shift to longer-term trading?55:20 – Benchmark performance update56:30 – Live event updateOther resources...
Released:
Jul 8, 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