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SI55: Aligning your investments with the best odds and why the Sharpe needs salt

SI55: Aligning your investments with the best odds and why the Sharpe needs salt

FromTop Traders Unplugged


SI55: Aligning your investments with the best odds and why the Sharpe needs salt

FromTop Traders Unplugged

ratings:
Length:
74 minutes
Released:
Sep 29, 2019
Format:
Podcast episode

Description

In this week’s episode, we discuss why Sharpe Ratios should be taken with a pinch of salt, the benefits of using a Trading Coach, why consistently aligning with the best odds may be a better strategy than trying to predict future price moves, DUNN Capital’s recent award from HedgeWeek magazine, why ‘the standout hedge fund traders this year have been computer-driven Trend-Followers’, and why Risk Management is more important than strategy or philosophy.  Questions answered this week include: Why are commodities seen as more risky than equities?  Can you use Options in a Trend Following strategy? Should you keep your stop-loss proportionately the same across different time-frames?  Are there any markets to be avoided by new managers?-----EXCEPTIONAL RESOURCE: Find Out How to Build a Safer & Better Performing Portfolio using this FREE NEW Portfolio Builder ToolFollow 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.-----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!Episode TimeStamps:00:00 – Intro01:05 – Reading of various podcast reviews03:00 –  Macro recap from Niels06:20 – Weekly review of performance10:15 – Discussion of Mercer Trend Following paper18:15 – Live event update 10/26/19-10/27/19; Special Guest: Denise Shull20:35 – Top tweets36:10 – Questions 1/2/3: Eric; Do you hedge with OTM options? Can you use options to trade trends? Will HFT algos negatively impact TF systems?41:40 – Question 4: Sam; Should stop distance (ATR multiple) adjust with the trend...
Released:
Sep 29, 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