SI130: Volatility-Targeting: The Big Debate ft. Jerry Parker & Rob Carver
发布时间 2021-03-07 09:31:00 来源
摘要
We have a special episode for you today featuring Turtle Trading legend Jerry Parker and renown Systematic Investor Robert Carver, who debate the topic of Volatility Targeting and how actively one should manage open trade equity risk. We also discuss the benefits of ‘Hybrid Trend Following’ versus classical Trend Following, breakouts & moving averages versus other trend indicators, whether the 2020 market crash should have caused systematic investors to update their strategies, and if short positions should still have a place in today’s Trend Following portfolios.----------EXCEPTIONAL RESOURCE: Find Out How to Build a Safer & Better Performing Portfolio using this FREE NEW Portfolio Builder ToolIn this episode, we discuss:The level of active-management that should be involved in controlling open trade equity riskThe benefits and drawbacks of volatility-targetingModern Trend Following methods compared to classical Trend FollowingThe 2020 ‘Covid Crash’ and its possible long-term effects on systematic investingHow important are short positions in a rules-based portfolio?----Follow Niels on Twitter, LinkedIn, YouTube or via the TTU website.IT’s TRUE ? – most CIO’s read 50+ books each year – get your FREE copy of the Ultimate Guide to the Best Investment Books ever written here.And you can get a free copy of my latest book “The Many Flavors of Trend Following” here.Learn more about the Trend Barometer here.Send your questions to [email protected] please share this episode with a like-minded friend and leave an honest Rating & Review on iTunes or Spotify so more people can discover the podcast.Follow Jerry on Twitter.Follow Rob on Twitter.Episode TimeStamps:00:00 – Intro01:45 – Macro recap from Niels03:33 – Weekly review of performance10:10 – Jerry Parker vs Rob Carver debate53:13 – Q1; Michael: Why do you prefer breakouts & moving average cross-overs to other signals?56:58 – Q2; Rene: Do have preferred methods for measuring trend strength?01:05:14 – Q3, Q4, Q5 &...
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