Came here specifically to like this episode after Niels's request (only three years late 😅). Excellent discussion, I trade single stocks as well and am looking forward to test ranking methods like mentioned by Perry here. Thanks for all your great work on this podcast! 🙏
2) Better to select those that showing good sign of returns and put emphasis on it, here, he said that the persistency should continue. (of course need testing)
Came here specifically to like this episode after Niels's request (only three years late 😅). Excellent discussion, I trade single stocks as well and am looking forward to test ranking methods like mentioned by Perry here. Thanks for all your great work on this podcast! 🙏
soft spot for Perry's ideas
Thank you for the wonderful discussion! An honor to hear the insights of such a trend-following legend
A great alternative perspective in market selection/risk budgeting. Kaufman totally brought value to this conversation.
Fantastic nuts and bolts discussion...
Liking the episode since Niels asked for a shoutout. Thanks guys for putting this together
Keep up the good work guys. Would love to hear other systematic managers discuss their strategies, even if they weren't strictly 'trend followers' : )
Great in depth conversation with an experienced “old hand” of the markets. Loved it!
amazing discussion!!!!
love to hear the differences in opinion !!!!
1) increasing risk when volatility is low...? while decreasing risk when volatility is high? ( based on trend following system).
2) Better to select those that showing good sign of returns and put emphasis on it, here, he said that the persistency should continue. (of course need testing)
3) Somehow i feel he is optimizing the system by changing the position sizing. how he optimize? using the volatility calculations
4) of course, this might work on stocks only, as he is mainly on stocks and there is some upward bias over there.
5) 41:00 the summary of it