SI77: Trading through the quickest 10% correction in stock market history - a podcast by Niels Kaastrup-Larsen

from 2020-03-01T02:42

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After the quickest 10% correction straight from an all-time-high in stock market history last week, we discuss how human emotions & behaviours played their part, the threat of the coronavirus and its effect on world economies, why a week is too short a time to judge if CTAs are providing ‘crisis alpha’, and why short-term systems should have performed really well during the selloff. Questions we cover include: How do you define ‘signal strength’? Do you use stop-losses, and if so, how? Can you apply Trend Following systems to micro futures contracts?
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Episode Summary
0:00 - Intro
1:20 - Macro recap from Niels
3:00 - Weekly review of returns
14:13 - Top Tweets
39:45 - Brian; Question 1: Have any of your guests mentioned the use of different rules for different markets?
44:25 - Jacob; Question 2: What are the criteria for deciding to change your rules?
51:29 - Adrian; Question 3: How do you define signal strength?
55:46 - Jonathan; Question 4: If you use stop-losses, how do you use them?
1:02:51 - Craig; Question 5: How regularly should you communicate with your clients?
1:08:20 - Russ; Question 6: Can I apply a trend following trading system to micro futures contracts?
1:11:22 - Performance recap
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