SI115: Open trade Equity vs Realized Profits and Value vs Growth ft. Rob and Moritz

Rob Carver returns to the show today to discuss the relevance of open trade equity compared to closed trade equity, the reported return of value’s reign over growth stocks, combining Trend Following portfolios with other strategies, the important of using significant sample sizes when analysing data, why successful systematic traders tend to have the longest documented returns on record. Questions we answer include: Which type of moving average is generally the most effective in Trend Following? Do you recommend any hedging strategies?

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Episode TimeStamps:

00:00 – Intro

02:35 – Macro recap from Niels

04:59 – Weekly review of performance

27:16 – Q1; Mervin: What investment strategies would you recommending supplementing a Trend Following portfolio with?

37:36 – Q2 & Q3; Daniel: How do you think about open trade equity versus closed equity, in terms of drawdowns? Do you have any recommendations for hedging your Trend Following positions?

01:03:57 – Q4; Antonio: Which type of Moving Average (SMA, EMA, ALMA etc) is generally the most effective in Trend Following models?

01:22:48 – Benchmark performance update

01:23:48 – Recommended podcast listening this week: Rauol Pal on the What Bitcoin Did Podcast & blog post on the Robot Wealth website regarding Tesla’s inclusion in the S&P 500 & William White talking to Jim Grant on Real Vision

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