SI109: Investing like a legend ft. Perry Kaufman
发布时间 2020-10-12 01:23:00 来源
摘要
Systematic trading and Trend Following legend, Perry Kaufman, joins us on the show today to discuss the importance of being comfortable with risk, the benefits of continuously ranking & evaluating markets, the importance of ‘fat tails’ in Trend Following systems, why you might want to use equal risk with every trade, how to avoid being over-correlated, trading single stocks vs indices, opinions on profit targets, and why he generally prefers long trades vs short trades.----------EXCEPTIONAL RESOURCE: Find Out How to Build a Safer & Better Performing Portfolio using this FREE NEW Portfolio Builder Tool----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.Episode TimeStamps:00:00 – Intro01:25 – Weekly review of performance06:08 – Niels: How does the content in your book, Trading Systems, inform your decisions when building a system, and what do they mean to you?26:44 – Niels: How do you avoid overfitting your system to accommodate markets that may not perform well in the future?29:28 – Niels: How do you avoid being over-correlated?30:17 – Niels: How does your ranking system work when adding or removing markets from your trading universe?44:19 – Niels: How do you feel about profit targets?53:06 – Niels: Why do you believe Trend Following strategies will always be successful?57:00 – Niels: Have you found in your research that long-sided trades tend work better than short trades, and if so, have any hypothesis as to why that is?01:04:33 – Moritz: What are your thoughts on trading single stocks vs trading the indices?01:09:54 – Niels question for Moritz: How have you incorporated yourself & Perry’s work on Volatility Targeting into your trading?01:21:29 – Niels: Are there any new discoveries that you’ve
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