Via Top Traders Unplugged

81 The Systematic Investor Series – March 29th, 2020

Today, we discuss the benefits of focusing on highly liquid markets, why Trend Following strategies are usually less risky & volatile in any market environment,  how simple ideas can often be more robust than complex ideas, whether there’s a place for discretion in trading systems, why a manager’s true aims may not be what you were are expecting, and how emotional intelligence disappears during times of stress.  Questions we answer include: Should I have fewer positions, and risk more per trade? How do you deal with a market’s sudden loss of liquidity? How does open equity affect upcoming position sizes?

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Episode Summary

0:00 – Intro
1:21 – Macro recap from Niels
5:57 – Weekly review of returns
8:09 – Top Tweets
41:53 – Francois: Question 1: How did you handle the huge drop in Oil?
45:18 – Mike: Questions 2/3: How do you handle futures capacity constraints?  A large trend will likely attract many Trend Followers, how does this affect your position sizing?
1:00:00 – James: Question 4: How do you deal with gap-downs in a market’s liquidity?
1:01:31 – Dave: Question 5: How does open trade equity affect future position sizing?
1:04:44 – Dante: Question 6: Should I use fewer positions & risk more per trade?
1:11:08 – Performance recap


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