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Diversified Trend Trading Approach

  • #4,561
  • Aug 29, 2021 10:29pm Aug 29, 2021 10:29pm
Another great session with Niels. We had plans to discuss more topics but our enthusiasm with backtesting got the better of us. So we dug down deeper into the weeds than we would normally do on this important topic of backtesting as applied to Trend Following models.

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#DiversifiedSystematicTrendFollowing,#Backtesting

https://www.toptradersunplugged.com/...ust-29th-2021/
  • #4,562
  • Sep 1, 2021 9:32am Sep 1, 2021 9:32am
Fred and I have been working hard over the last few months upgrading our Inhouse Workflow Processes used to develop Diversified Systematic Trend Following Portfolios. This is Part 1 of a series of YouTube videos used to describe the process.

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  • #4,563
  • Sep 13, 2021 2:49am Sep 13, 2021 2:49am
Part 2 of a Multipart series of videos that showcases a new workflow process used to create Diversified Systematic Trend Following Portfolios within the Metatrader 4 (MT4) environment.

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  • #4,564
  • Sep 13, 2021 6:44pm Sep 13, 2021 6:44pm
Part 3A of a Multipart series of videos that showcases a new workflow process developed for Members of the Traders Outpost used to create Diversified Systematic Trend Following Portfolios within the Metatrader 4 (MT4) environment using Forex and CFD's.

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  • #4,565
  • Sep 15, 2021 1:48am Sep 15, 2021 1:48am
Quoting Copernicus
Part 3A of a Multipart series of videos that showcases a new workflow process developed for Members of the Traders Outpost used to create Diversified Systematic Trend Following Portfolios within the Metatrader 4 (MT4) environment using Forex and CFD's. https://www.youtube.com/watch?v=vwTbwgfui6w
good to see Fred and Rich by the same table! goodfellas look young as ever! great guys keep on
  • #4,566
  • Sep 15, 2021 7:25pm Sep 15, 2021 7:25pm
Quoting 21vs7
{quote} good to see Fred and Rich by the same table! goodfellas look young as ever! great guys keep on
Cheers J. Fred ages like a good wine. More complex and definitely more 'stinky' :-)
  • #4,567
  • Sep 18, 2021 12:23am Sep 18, 2021 12:23am
Today we provide an overview of our first stage data mining processes undertaken for our Trend Following Designs to create a database of statistics used for future workflow processes.

This episode is a bit technical ......but a necessary step in the process.

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  • #4,568
  • Sep 20, 2021 3:20am Sep 20, 2021 3:20am
Today we provide an overview of Step 3 of Our Systematic Workflow Process. This step evaluates the Multi-Market capability of our Trend Following Models which is an important phase of our robustness testing.

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  • #4,569
  • Sep 26, 2021 8:39pm Sep 26, 2021 8:39pm
This week Niels and I discussed Mark R's great paper on issues surrounding the Due Diligence process in attracting AUM towards Trend Following and the Language Barrier that exists between how we describe our process....and how others interpret our message.....and then we decided to get well and truly skewed........

Language in narrative is so very important.

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Click to Enlarge Name: Ep 159.PNG Size: 329 KB



https://www.toptradersunplugged.com/...ber-26th-2021/
  • #4,570
  • Sep 27, 2021 3:06am Sep 27, 2021 3:06am
Today we present Part 5 of our Video series describing our Inhouse Workflow Process used to Develop Trend Following Process. This step ensures that the models we deploy for our Portfolio Construction are not only Robust but Adaptive as well.

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  • #4,571
  • Oct 5, 2021 3:29am Oct 5, 2021 3:29am
In Part 6 of this video series we describe how we compile our robust systems into Sub-Portfolios for each market in our universe. The outputs of this phase allow us to move to the final phase of our workflow to compile diversified systematic trend following portfolios.

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  • #4,572
  • Oct 5, 2021 10:05am Oct 5, 2021 10:05am
Great to be featured with Niels in Hedge Nordic's Special Report on Quant Trading. Niels and I will shortly be releasing our research paper on how to reallocate a 60/40 portfolio to get a better bang for buck in an uncertain future.

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The pdf download for this edition is attached below.

Attached File(s)
File Type: pdf Quant2021.pdf   9.9 MB | 562 downloads
  • #4,573
  • Nov 1, 2021 10:25pm Nov 1, 2021 10:25pm
It wasn't one of my best days....but here Niels and I discuss the importance of compounding and path dependence in generating long term wealth.

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Click to Enlarge Name: Episode 164.PNG Size: 249 KB

https://www.toptradersunplugged.com/...mber-1st-2021/
  • #4,574
  • Nov 18, 2021 11:09am Nov 18, 2021 11:09am
Quoting Copernicus
It wasn't one of my best days....but here Niels and I discuss the importance of compounding and path dependence in generating long term wealth. {image} https://www.toptradersunplugged.com/...mber-1st-2021/
Becoming prettier and prettier with trend following wisdom age bro .
Master Your Setup, Master Your self. (NQoos)
  • #4,575
  • Nov 20, 2021 10:19am Nov 20, 2021 10:19am
Quoting bassramy
{quote} Becoming prettier and prettier with trend following wisdom age bro .
Cheers Bass :-)
  • #4,576
  • Nov 21, 2021 11:24pm Nov 21, 2021 11:24pm
Great to be on the show with Mike. He managed to dredge up a lot about my shady past :-)

https://podcasts.google.com/feed/aHR...EegQIBRAF&ep=6
  • #4,577
  • Nov 24, 2021 11:02am Nov 24, 2021 11:02am
Quoting bassramy
{quote} Just remember us when u start to mingle with Jerry Parker, Ray Dalio, George Soros and James Simmons, i don't think you would but just try . ...
Like i said before, mingling with the big boys now, Covel, Parker ...
jerry Parker can't wait to start hearing your podcast

Congrats
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Master Your Setup, Master Your self. (NQoos)
  • #4,578
  • Dec 2, 2021 1:58am Dec 2, 2021 1:58am
Part 7 of a series of videos that demonstrate ATS Inhouse Workflow Processes used to compile diversified systematic trend following portfolios.

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  • #4,579
  • Dec 5, 2021 11:53pm Dec 5, 2021 11:53pm
Niels and I compare battle scars from Black Friday in this episode where we discuss the wide world of risk :-)

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https://www.toptradersunplugged.com/...mber-5th-2021/
  • #4,580
  • Dec 15, 2021 8:04pm Dec 15, 2021 8:04pm
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I just participated in an Epic 3 hour recording where the mob at TTU slugged it out discussing the nuances of our TF approach. Unfortunately as I was the only guy from the Southern Hemisphere, I had to do the wicked 'graveyard shift'.

We of course hammered Rob 'Sharpe' Carver at every opportunity.

The recording will be released in two separate episodes on Dec 25th and Jan 1st....so stay tuned.

Cheers

Rich
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