We scratched the surface in discussing “uncertainty”. Such an important concept that might only appear as a disclaimer to investment advice….but imperative to understand in relation to the probability versus the possibility of risk events. 227 Systematic Investor Series ft....
Pepperstone Talks Melbourne, held in November 2022, was a live event for Pepperstone clients featuring a strong lineup of practitioners and analysts covering systematic trading, global macro, and trading psychology. The other speakers on the night included Callum Thomas of...
It was great to be on with Niels yesterday where we compared our war wounds from the last few days, and also outlined why we like convergent traders on our seasonal menu…..”because they taste nice during periods of boom and...
Diversified systematic trend following has a well-documented tendency to perform strongly during periods of market stress. The term “Crisis Alpha,” developed by Alex Greyserman and Kathryn Kaminski in their landmark work Trend Following with Managed Futures: The Search for Crisis...
This episode Niels and I compared and contrasted visual methods of trend determination versus quantitative methods of trend determination. It’s all about different interpretations. That derived from a brain and that derived from a comprehensive backtest. We explore some of...
What started as a simple question turned into a mega response from Niels and I. If you attend a dinner party with TF’s be prepared to stay for a few weeks at least. 209 Systematic Investor Series ft. Richard Brennan...
The Systematic Investor Series is the weekly co-hosted format on Top Traders Unplugged where Niels Kaastrup-Larsen and a co-host take the pulse of global markets through a rules-based lens. Richard Brennan was a regular on the show, and Episode 205...
We tackle lots of great questions from listeners as to why Trend Following works, why trends occur in markets and why it is best to exploit them using a systematic approach, the idea of doing Trend Following on Trend Following...
We take lots of questions from listeners regarding methods for calculating initial stops and trailing stops, how to define and classify Trend Following, programming languages and how CTAs follow their system rules during drawdowns. We also talk about how big...
One of those podcasts that when it ended….you realised that there was just so much more to say. Many thanks Niels (@TopTradersLive) for your enduring patience towards an “extremist” 🙂 “Classic TF on steroids…all the way” 191 Systematic Investor Series...
