78 The Systematic Investor Series – March 8th, 2020




Top Traders Unplugged show

Summary: <br> This week, we discuss the potential benefits of investing in more than one systematic fund, Tom Basso’s research finding that Trend Following returns increase as market volatility increases, the process behind Moritz’s discretionary trade last week, sizing positions according to volatility, the historic rally in government bonds, and the importance of good risk management. Questions we answer include: What software do you use to manage and monitor your portfolios?  How much importance do you place on pyramiding into &amp; out of positions?  Have you found that some markets trend better than others?<br> If you would like to leave us a voicemail to play on the show, you can do so <a href="https://www.speakpipe.com/ttuvoicemail">here</a>.<br> Learn more about the Trend Barometer here.<br> 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 <a href="http://bit.ly/36bzny2">here</a>.<br> And you can get a free copy of my latest book "The Many Flavors of Trend Following" <a href="http://www.toptradersunplugged.com/book">here</a>.<br> Send your questions to <a href="mailto:info@toptradersunplugged.com">info@toptradersunplugged.com</a><br> Follow Niels, Jerry &amp; Moritz on Twitter:<br> <a href="https://twitter.com/TopTradersLive">@TopTradersLive,</a> <a href="https://twitter.com/rjparkerjr09">@RJparkerjr09</a> and <a href="https://twitter.com/moritzseibert">@MoritzSeibert</a><br> And please share this episode with a like-minded friend and leave an honest rating &amp; review on <a href="https://itunes.apple.com/us/podcast/top-traders-unplugged-niels/id888420325?mt=2">iTunes</a> so more people can discover the podcast.<br> <br> Episode Summary<br> 0:00 - Intro<br> 1:26 - Macro recap from Niels<br> 3:00 - Weekly review of returns<br> 29:11 - Top Tweets<br> 50:16 - Dante; Question 1: What software do you use to monitor your portfolios?<br> 52:15 - Andrew; Question 2: How much importance do you place on the effect of pyramiding into &amp; out of positions?<br> 59:28 - Mike; Question 3: Do you size positions based on volatility, and how does this affect correlations?<br> 1:04:12 - James; Question 4: Do you believe particular markets ‘trend’ better than others?<br> 1:11:44 - Performance recap<br>  <br> Subscribe on:<br> <a href="https://www.toptradersunplugged.com/itunes" target="_blank" rel="noopener noreferrer"></a> <a href="https://www.stitcher.com/podcast/top-traders-unplugged" target="_blank" rel="noopener noreferrer"></a> <a href="https://soundcloud.com/toptradersunplugged-com/" target="_blank" rel="noopener noreferrer"></a><br>