最高の Niels Kaastrup Larsen ポッドキャスト (2024)

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149 Systematic Investor Series ft Mark Rzepczynski – July 18th, 2021 1:08:23

3+ y ago1:08:23

1:08:23

Mark Rzepczynski joins us this week to discuss ‘algorithm aversion’ and the science of how ‘model anxiety’ shows investors to be naturally wary of rules-based systems. We also discuss how to evaluate momentum data, how a busy week for market news can still be a quiet week for Trend Followers, the benefits of moving away from ‘peak complexity’ as so…

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148 Systematic Investor Series ft Jerry Parker – July 11th, 2021 1:08:32

3+ y ago1:08:32

1:08:32

Jerry Parker returns today to discuss why margin perhaps isn’t as important as people perceive it to be, the resurgence of ‘classical’ Trend Following, the importance of having a low Sharpe ratio, an update on Jerry’s Bitcoin positioning, the drawbacks of trading a single, longer-term timeframe, how European CTAs successfully compete with American …

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147 Systematic Investor Series ft Moritz Seibert – July 4th, 2021 1:04:30

3+ y ago1:04:30

1:04:30

Moritz Seibert joins us today discuss the benefits of stripping down your trading approach as much as possible, the various ways to exit a hugely profitable trade, the different forms of research related to your investing approach, simplification vs over-complication, the acceptable amount of margin per trade, spread-betting using a Trend Following…

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146 Systematic Investor Series ft Rob Carver – June 28th, 2021 1:29:40

3+ y ago1:29:40

1:29:40

We’re joined today by Rob Carver to discuss why investors worried about inflation need to be invested in Trend Following strategies, the Russell 2000 being mainly comprised of companies that are losing money, long and short positions when Trend Following on ETFs, the difficulties in combining simple methods into a balanced and profitable system, op…

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145 Systematic Investor Series ft Mark Rzepczynski – June 20th, 2021 1:18:02

3+ y ago1:18:02

1:18:02

Mark Rzepczynski returns this week to discuss the recent decline in commodity prices, perceived hawkish comments from the Federal Reserve, trading narratives versus trading price action, the feasibility of Trend Following on options, the increased time & labour of short-term trading, the benefits of huge sample sizes, the differences between tradin…

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144 Systematic Investor Series ft Jerry Parker – June 13th, 2021 1:21:30

3+ y ago1:21:30

1:21:30

Jerry Parker joins us on the show today to discuss why CTAs could be mistaken in excluding single stocks from their strategies, the possible benefits of having exposure to multiple trading systems, why price action is more important than predictions derived from fundamentals, recommended books for learning about Trend Following, the differences bet…

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143 Systematic Investor Series ft Eric Crittenden – June 7th, 2021 1:26:11

3+ y ago1:26:11

1:26:11

Special guest Eric Crittenden returns to the show today to discuss the fallacies of the typical 60/40 portfolio, the Federal Reserve’s recent decision to begin tightening fiscal policy, Eric’s last appearance on the show which was at the March 2020 stock market bottom, different speeds of Trend Following, why stable returns doesn’t always equate to…

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115 Protection against Black Swans & building a Bullet Proof Portfolio with Jason Buck of Mutiny Fund 1:17:48

3+ y ago1:17:48

1:17:48

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142 Systematic Investor Series ft Rob Carver – May 30th, 2021 1:29:17

3+ y ago1:29:17

1:29:17

Rob Carver is on the show with us today to discuss why Elon Musk & the Chinese government might be proving that Bitcoin may not be as decentralised as first assumed, whether you should adjust your system according to the instrument being traded, some processes for reinvesting profits into your portfolio over time, thoughts on position sizing, diffe…

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141 Systematic Investor Series ft Mark Rzepczynski – May 23rd, 2021 1:15:48

3+ y ago1:15:48

1:15:48

Mark Rzepczynski joins us today to discuss China’s move to ban Bitcoin trading, the Federal Reserve’s announcement of research into a new central bank digital currency, some of the issues around inflation and how it might affect trading, the psychology of drawdowns and the time in between new highs, how inflation can distort price signals, the rece…

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140 Systematic Investor Series ft Jerry Parker – May 16th, 2021 1:11:48

3+ y ago1:11:48

1:11:48

Jerry Parker joins us today to discuss the benefits of prioritising price over other factors, navigating a high-inflationary environment, how bad markets for average investors can often be great for Trend Followers, how public awareness of a market uptrend can often precede large price drops, the potential drawbacks of trying to standout too much a…

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139 Systematic Investor Series ft Moritz Seibert – May 9th, 2021 1:04:13

3+ y ago1:04:13

1:04:13

Moritz Seibert returns to the show today to discuss the Berkshire Hathaway annual general meeting, the possible raise in interest rates by the Federal Reserve, today’s great environment for Trend Following, the unpredictable nature of the markets and future trends, decentralised finance, increasing ESG requirements in the investment industry, the m…

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138 Systematic Investor Series ft Rob Carver – May 2nd, 2021 1:13:21

3+ y ago1:13:21

1:13:21

We’re joined today by Rob Carver to discuss the process of selecting single stocks for a Trend Following system, Rob’s holy trinity of security selection, the JP Morgan-backed fund making huge bets, via options, on the market remaining quiet, the knock-on effects from funds who make large, risky bets, the sweet-spot for average holding periods in a…

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137 Systematic Investor Series ft Mark Rzepczynski – April 25th, 2021 1:21:01

3+ y ago1:21:01

1:21:01

Today, Mark Rzepczynski returns to the show to discuss how Trend Following allows investors to own more risky assets, Systematic Global Macro versus Trend Following, the process of how an investor digests new information, classical Trend Following versus modern Trend Following with AI methods, whether rock-star hedge funds such as ARK Invest can en…

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136 Systematic Investor Series ft Jerry Parker – April 18th, 2021 1:11:52

3+ y ago1:11:52

1:11:52

Jerry Parker returns to the show today to discuss the how investments can often turn into religions, the recent Coinbase IPO, using historical volatility for position sizing, comparing long-term trend following to Buy & Hold, ‘trend strength’ signals, how much of a portfolio should be allocated to Trend Following strategies, mean-reversion systems …

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135 Systematic Investor Series ft Moritz Seibert – April 11th, 2021 1:17:20

3+ y ago1:17:20

1:17:20

Moritz Seibert joins us today to discuss the little-known hedge fund Archegos, who recently blew up and cost billions of dollars for large institutions such as Credit Suisse and Nomura. We also discuss whether cracks are beginning to show in the stock market, the bull market in commodities, opportunities for investing in Chinese commodity markets, …

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134 Systematic Investor Series ft Jerry Parker – April 4th, 2021 1:05:00

3+ y ago1:05:00

1:05:00

Jerry Parker is on the show with us today to discuss why short positions are beneficial to a profitable trading strategy, the importance of not over-tweaking an already good system, the case for Trend Following as the dominant strategy in an investment portfolio, the amount of volatility that can be regarded as too risky, and Jerry calls out Niels …

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133 Systematic Investor Series ft Rob Carver – March 29th, 2021 1:21:26

3+ y ago1:21:26

1:21:26

Rob Carver joins us today to discuss whether it’s a good idea to adjust your strategy during different periods of volatility, Bitcoin’s expected role as an inflation-hedge, whether commodities are more suited to shorter-term trading than other markets, the NFT frenzy & its credibility as an investment asset, volume analysis and whether it can be pl…

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132 Systematic Investor Series ft Mark Rzepczynski – March 21st, 2021 1:28:49

3+ y ago1:28:49

1:28:49

Mark Rzepczynski joins us today to discuss Jerome Powell’s recent speech and how central banks can often confuse markets, the potential of Artificial Intelligence in systematic investing, whether or not holding government bonds is a good idea, the recent rise in interest rates and what it means for the stock market, the relationship between correla…

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131 Systematic Investor Series ft Moritz Seibert – March 14th, 2021 1:09:48

3+ y ago1:09:48

1:09:48

Moritz Seibert returns to the show today to discuss the challenges of managing large amounts of cash in a high-inflationary environment, the importance of maintaining a healthy attitude during long winning-streaks, the resurgence & resilience of the GameStop short-squeeze, Bitcoin reaching $60,000, the importance of prioritising process over outcom…

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130 Systematic Investor Series ft Jerry Parker & Rob Carver – March 7th, 2021 1:23:28

3+ y ago1:23:28

1:23:28

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 we should be managing open trade equity risk. We also discuss the benefits of ‘Hybrid Trend Following’ versus classical Trend Following, breakouts & moving …

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02-2021 InsideDUNN 20:27

3+ y ago20:27

20:27

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129 Systematic Investor Series ft Mark Rzepczynski – March 1st, 2021 1:16:11

3+ y ago1:16:11

1:16:11

We’re joined today by Mark Rzepczynski to discuss the return of the Gamestop short-squeeze, Trend Following in a high interest-rate environment, the future of AI & machine learning in trading models, the case for including short positions in a portfolio, how to spot a commodity ‘super-cycle’, the different factors driving markets higher, why good n…

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128 Systematic Investor Series – February 22nd, 2021 1:18:27

3+ y ago1:18:27

1:18:27

Jerry Parker returns today to discuss how Trend Following is perfectly suited for both inflationary and deflationary environments, why investors tend to underperform the S&P500 index, how to look at open trade risk & current equity curve, the perils of designing the ‘perfect’ trading system with all the bells & whistles, whether or not it’s a good …

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127 Systematic Investor Series ft Moritz Seibert – February 15th, 2021 1:04:51

3+ y ago1:04:51

1:04:51

Today, we discuss Bitcoin’s rise to $50,000 and how to judge its future role in society, Moritz’s incredible start to the year without changing any part of his trading system, CME’s introduction of Ethereum futures, The Big Short’s Michael Burry calling a top in Tesla, India’s proposed Bitcoin ban, and how a fascinating study, using over 1 million …

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126 Systematic Investor Series ft Rob Carver – February 7th, 2021 1:38:07

4y ago1:38:07

1:38:07

Rob Carver returns to the show today to give us his thoughts on the WallStreetBets Reddit forum & their Gamestop short-squeeze, the gamification of trading, why Robinhood had to suspend trading on Gamestop, the attempted short-squeeze in the Silver market, Rob’s recent article on how to become a systematic trader, Niels’ journey into the CTA indust…

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01-2021 InsideDUNN 21:01

4y ago21:01

21:01

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125 Systematic Investor Series ft Mark Rzepczynski – January 31st, 2021 1:19:13

4y ago1:19:13

1:19:13

Mark Rzepczynski joins us today to discuss the Gamestop short-squeeze, democratisation of the investment industry, increasing expectation among investors that the Federal Reserve will always prevent prolonged market crashes, the 3 main ingredients for a market bubble, whether we are seeing a bubble in the stock market today, the role of short selle…

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124 Systematic Investor Episode ft Jerry Parker – January 24th, 2021 1:01:31

4y ago1:01:31

1:01:31

Turtle Trading legend Jerry Parker joins us today to discuss why smart people often struggle with systematic investing, the benefits of non-predictive investment strategies, what changes Jerry would make to Richard Dennis and William Eckhart’s original Turtle Trading rules, why predefined trade exits are good for your mind-state, why Trend Followin…

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123 Systematic Investor Episode – January 18th, 2021 1:24:32

4y ago1:24:32

1:24:32

In today’s show, we discuss the benefits of not taking profits too early during huge price moves, how a Trend Follower trader might be approaching Bitcoin, if March 2020 may have impacted a Trend Follower’s approach to the markets, why the S&P 500 could be considered just as much of an ‘alternative’ market as Iron Ore, our most memorable trades, Bi…

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122 Systematic Investor Episode ft Robert Carver – January 10th, 2021 1:21:40

4y ago1:21:40

1:21:40

We’re joined today by Robert Carver to discuss how quant managers compared to discretionary managers in 2020, Winton Capital’s underperformance and resulting loss of AUM, the pressure for successful Trend Following firms to expand into different investment styles, why March & December 2020 were generally the best for Trend Followers despite being s…

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12-2020 InsideDUNN 34:04

4y ago34:04

34:04

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121 Systematic Investor Episode – January 6th, 2021 36:16

4y ago36:16

36:16

In this episode, we conclude our special 2-part series on how to design a Trend Following system, with a deeper dive into some performance statistics over the last couple of decades, including correlations, drawdowns and how different market environments have impacted our system. We also touch on how to add some ‘personality’ to a fully algorithmic…

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120 Systematic Investor Episode – January 2nd, 2021 37:02

4y ago37:02

37:02

In today’s special episode, we go into some depth about how to design a robust and profitable Trend Following program. We also cover topics such as why having an opinion on any of your trading positions can be a bad idea, how Trend Following returns can vary massively with just a slight shift in portfolio weightings, the benefits of having a unique…

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119 Systematic Investor Episode ft Jerry Parker – December 21st, 2020 1:22:28

4y ago1:22:28

1:22:28

Today we welcome back Jerry Parker onto the show to discuss the possible long-term breakout of commodity prices, trading Tesla around its inclusion into the S&P 500 index, carrying out non-system trades, Bitcoin reaching new all-time highs, the importance of staying in some of these long-awaited trends, relying on your backtest regardless of the ci…

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118 Systematic Investor Episode ft Mark Rzepczynski – December 13th, 2020 1:13:50

4y ago1:13:50

1:13:50

Special guest Mark Rzepczynski returns to the show today to discuss how Trend Following strategies performed during this very unusual year, the likeliest safe-haven assets of 2021, whether or not 2020 should be a year that brings about new adjustments to your trading systems, how being nimble can increase robustness, Trend Following as a ‘store of …

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11-2020 InsideDUNN 19:56

4y ago19:56

19:56

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117 The Systematic Investor Series – December 7th, 2020 1:12:44

4y ago1:12:44

1:12:44

Today, we discuss why a random calendar year is not a good measure of performance, recent increased volatility in alternative markets, how to define an ‘alternative’ market, the strong case for a mixed portfolio of stocks & Trend Following strategies, how to perform the easy-money Bitcoin trade, the benefits of using and investing in Bitcoin, tradi…

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114 Predicting the Markets with Mahendra Sharma of Financial Astrology 1:15:39

4y ago1:15:39

1:15:39

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116 The Systematic Investor Series – November 29th, 2020 1:00:49

4y ago1:00:49

1:00:49

In today’s episode, we discuss how to effectively manage your emotional stability regardless of trading performance, the true value of Bitcoin and the various catalysts behind its price movements, the importance of being able to get back into a trade you may have recently been stopped out of, managing leverage and volatility in a portfolio, how to …

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115 The Systematic Investor Series ft Robert Carver – November 22nd, 2020 1:27:47

4y ago1:27:47

1:27:47

Rob Carver joins us 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 …

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114 The Systematic Investor Series – November 16th, 2020 1:09:55

4y ago1:09:55

1:09:55

This week, we discuss the importance of short sellers for well-functioning markets, the benefits of trading index futures versus cash equities, diversification in a robust Trend Following system, Pfizer’s CEO selling a majority of his stock holdings around the vaccine announcement, the differences between top independent discretionary traders & pro…

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113 Farmland Investments with Artem Milinchuk of FarmTogether 1:05:55

4y ago1:05:55

1:05:55

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113 The Systematic Investor Series ft Jack Schwager – November 9th, 2020 1:11:13

4y ago1:11:13

1:11:13

Today, we welcome legendary author Jack Schwager onto the show to discuss his new book ‘Unknown Market Wizards’ and a range of topics such as: which timeframe makes the most successful trader, how the best traders seem to have uncorrelated returns to the overall stock market, why elite traders can often have terrible starts to their careers, how em…

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10-2020 InsideDUNN 19:57

4y ago19:57

19:57

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112 The Systematic Investor Series – November 1st, 2020 1:12:34

4y ago1:12:34

1:12:34

In today’s episode, we discuss the continual need for improvements to a system, the importance of good housekeeping when it comes to managing a portfolio, the varying amounts of leverage among CFD brokers, choosing whether to accept outside investment into your strategy or go it alone, using profit stops versus letting your winners run, and the imp…

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111 The Systematic Investor Series ft Michael Covel – October 25th, 2020 1:07:52

4y ago1:07:52

1:07:52

Legendary Trend Following author & podcast host, Michael Covel, joins us today to discuss the far-reaching popularity of his books, the advantages of allocating to a Trend Following manager rather than DIY trading, managing money for clients vs being an unknown successful private trader, why Trend Following funds should worry about AUM growing to b…

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112 The Art of Investing with Scott Lynn of Masterworks 57:52

4y ago57:52

57:52

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110 The Systematic Investor Series – October 19th, 2020 1:07:42

4y ago1:07:42

1:07:42

This week, we discuss how markets are handling current US presidential election uncertainty, why a healthy allocation to Trend Following strategies may be needed now more than ever, our thoughts on trading systematically in the cryptocurrency markets, and how to invest in Trend Following funds with relatively low capital. We also answer your questi…

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109 The Systematic Investor Series ft Perry Kaufman– October 12th, 2020 1:29:52

4y ago1:29:52

1:29:52

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-correla…

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ポッドキャスト Niels Kaastrup Larsen

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