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?

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This week, we discuss the possible effects of recent bans on short selling, Howard Mark’s latest memo on the recent rally in asset prices, the Wirecard debacle of losing $1.9billion, Tesla’s ascension to having the largest market cap of all car manufacturers in the world, the benefits of Trend Following in a diversified portfolio, the power of non-correlated strategies combined, and the secret sauce of Trend Following.  Questions we answer include: How do Central Bank policies affect Trend Following […]

Today we discuss the disconnect between stock market prices & their expected returns based on economic data,  why current p&l may not reflect the quality of your positions, and the potential role of central banks in the future.  Questions we answer include: How do you reduce futures rollover costs?  How often should a Trend Follower look at their portfolio?

Documentaries mentioned: The Fourth Turning Explained and Prince of the Yen

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