30 The Systematic Investor Series - April 7th, 2019

Is it wise to adjust position-size according to recent volatility?  Can back-testing a Trend Following strategy end up as just being a form of curve-fitting? We discuss the merits of Long-Term evidence over Recency Bias, the importance of Sharpe Ratios, the significance of price gaps, and whether leverage is a necessity for all CTAs.  You will hear our thoughts on the idea of risking 1% per trade- and how diversification affects this, the pros and cons of a crowded Trend Following market, and we touch on the topic of whether or not a trade can be held for too long.

You can download your free guide to Systematic Investing, and subscribe to our mailing list by visiting TopTradersUnplugged.com

Get a free copy of my latest book "The Many Flavors of Trend Following" here.

Send your questions to info@toptradersunplugged.com

Follow Niels, Jerry & Moritz on Twitter: @TopTradersLive, @RJparkerjr09 & @MoritzSeibert

And please share this episode with a like-minded friend and leave an honest rating & review on iTunes so more people can discover the podcast.