37 The Systematic Investor Series – May 26th, 2019

37 The Systematic Investor Series – May 26th, 2019

Is ‘Buy & Holding’ the S&P500 index the perfect investment strategy?  Should you apply Equal-Weighting across all of your Trading positions?  Are long-term strategies the only way to avoid market noise?  Also, we give our thoughts on why you should avoid ‘Fat-Tail Distributions’, Volatility versus Risk, how Trend Following strategies tend to ‘melt-up’ rather than crash down, and our upcoming Systematic Investor Series Live Event.

You can download your free guide to Systematic Investing, and subscribe to […]

37 The Systematic Investor Series – May 26th, 20192020-11-19T09:52:37-05:00

36 The Systematic Investor Series – May 19th, 2019

36 The Systematic Investor Series – May 19th, 2019

In today’s episode, we discuss whether or not Trend Following is more effective with Volatility Targeting, how cautious you should be of outlier events, how to use stress-levels as an indicator of how good your trading strategy is, and we give our thoughts on the concept of ‘Risk of Ruin’, in relation to the plight of Long-Term Capital management in the late 1990s.  Questions this week include: Should you trade in a style that suits your […]

36 The Systematic Investor Series – May 19th, 20192020-11-19T09:47:02-05:00

28 The Systematic Investor Series – March 25th, 2019

28 The Systematic Investor Series – March 25th, 2019

On today’s show, we give our thoughts on ‘Evidence-Based Investing’, David Harding’s latest comments on Trend Following, how much is too much ‘Open Risk’, as well as answering: what are some of the ‘Trend Commandments’?  Also, we discuss whether it’s safe or not to buy after a big upside price break or sell after a big gap down, whether Volatility should be ‘targeted’ in your portfolio, and if a system can be designed handle ‘parabolic moves’ better.

You can download […]

28 The Systematic Investor Series – March 25th, 20192024-04-18T02:24:05-04:00

22 Top Traders Round Table with Chris Cole, Matthew Sargaison, and Dan Stone – 1of2

22 Top Traders Round Table with Chris Cole, Matthew Sargaison, and Dan Stone – 1of2

Welcome to Top Traders Round Table, a podcast series on managed futures brought to you by CME Group and the Managed Funds Association. On today’s episode, which took place at the MFA’s Network 2019 conference in Miami, guest host Chris Solarz speaks with Chris Cole, founder and CIO of Artemis Capital Management, Matthew Sargaison, co-CEO at AHL at Man Investments, and Dan Stone, co-founder of Ionic Capital. With these three world class volatility experts on the show, we’ll be going deep into […]

22 Top Traders Round Table with Chris Cole, Matthew Sargaison, and Dan Stone – 1of22020-11-11T07:49:09-05:00

27 The Systematic Investor Series – March 17th, 2019

27 The Systematic Investor Series – March 17th, 2019

Discussion points this week include, Volatility vs Risk, the differences between Trading and Investing, Zero Hedge’s comment about CTAs & Trend Followers being useless, and the NY Times article on high market skepticism while prices continue to go up.  Also, should CTAs be used as a tool just for ‘Crisis Alpha’, or something more? Can Trend Following be used as a timing tool?  What is the best sample size and look-back period when testing a system?

You can download your free guide […]

27 The Systematic Investor Series – March 17th, 20192021-05-27T02:47:42-04:00
Go to Top