SI71: The "quant winter" and the reliability of fundamental analysis
发布时间 2020-01-20 14:09:00 来源
摘要
This week, we discuss the reliability of Fundamental Analysis sell rules versus Trend Following sell rules, the so-called ‘Quant winter’ that systematic funds are supposedly in, whether there is a clear definition of Value Investing, the ability of CTAs to offer Investors exposure to less popular markets, the differences between Trend Following and Technical Analysis, and how much of past performance can be considered as a reliable indicator for the future. Questions we cover include: Do you have to be a coder, or hire one, to be a successful Trend Follower? What do you do when you have more signals than available capital? When adding new securities to your Trading Universe, do you resize current positions to accommodate? Is a stock in motion, more likely to stay in motion?-----EXCEPTIONAL RESOURCE: Find Out How to Build a Safer & Better Performing Portfolio using this FREE NEW Portfolio Builder Tool-----ATTENTION TTU TRIBE : SIGN-UP for Rick Rule's Symposium: Once in a life-time natural resource insights from the BEST investors in the world via a first-class livestream or Live event!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 – Intro01:47 – Macro recap from Niels04:19 – Weekly review of performance18:39 – Top Tweets55:34 – Keith; Questions 1/2: What is the name of Jerry’s bird? What do you do when you have more signals than capital available? When adding new markets to a system, do you resize existing trades to accommodate?01:03:10 – Neil; Question 3: If a stock is moving or flat, is it likely to continue in the same form?01:09:11 – Mike; Question 4: What are the differences between Trend Followers & Technical...
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