In this week’s episode, we discuss the notion of correlation between volatility and risk, why it can be a bad idea to equate a manager’s performance with their skill-level, when a losing trade should still be considered a good trade, how much opportunity is in Low-Volatility Targeting strategies, and we also give our end-of-year reviews.  Questions answered this week include: Is Trend Following another form of price prediction?  Do you follow the weekly Commitments of Traders […]

This week, we touch on the difference a year makes, how good position sizing can reduce anxiety, the recent article from AQR by Cliff Asness,  why a meaningful allocation to Trend Following might be considered a must for any portfolio, the psychology of prediction, and some of the drawbacks of Trading from chart patterns.  Questions we cover this week include: Would CTAs want to publish their returns to investors less frequently?  Does history always ‘rhyme’? Is the Fibonacci sequence […]

In this week’s episode, find out why investing in a strategy during a drawdown can be profitable in the long-run, why risk-adjusted performance is more important than tracking against an index,  why price is a better guide than expert opinion, if there is a time when you shouldn’t attempt to have uncorrelated securities in your portfolio, and the connections between Trading, statistics, & sports.

If any listeners would like to leave us a voicemail message […]

This week, we discuss the differences between recognizing risk and ‘warehousing’ risk, why Fundamental Investors could benefit from implementing Trend Following rules, Diversification as the most important component of risk management, what Traders can learn from Weightlifters, and the delicate balancing act between simple, simplicity, & complexity.  Questions we answer this week include: Is Systematic Investing a form of betting? How do you define a Trend?  Should you scale into positions?

If any listeners would […]