94 The Systematic Investor Series – June 29th, 2020




Top Traders Unplugged show

Summary: <br> In today’s episode, we discuss David Harding's interview from 2013 with the SEC Historical Society, possible mistakes to avoid in Systematic Investing, if there are any differences between market confidence and the strength of a Trend, thoughts on Excel vs Python, and the importance of preserving capital during bad periods.  We also answer your questions, including: Does the rise of Volatility trading have any effect on the effectiveness of Trend Following strategies?  How is trend strength calculated?<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 <a href="../resources/market-trends/">here</a>.<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 &amp; Moritz on Twitter:<br> <a href="https://twitter.com/TopTradersLive">@TopTradersLive,</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> <br> Episode Summary<br> 0:00 - Intro<br> 1:27 - Weekly review of returns<br> 7:38 - <a href="https://www.trendfollowing.com/whitepaper/david_harding.pdf">David Harding interview with the SEC</a><br> 14:44 - Richard Dennis quotes<br> 15:57 - <a href="https://hedgenordic.com/wp-content/uploads/2020/06/systematic_strategies.pdf">Hedge Nordic magazine article</a> featuring Niels &amp; Rob Carver<br> 18:44 - Question One; Brian: Does the rise of Volatility Trading affect Trend Following strategies?<br> 33:48 - Question Two; Brian: How is Trend Strength calculated?<br> 41:37 - Performance recap<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>