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SI36: Can you measure the quality of your strategy on your stress-level?
- Autor: Vários
- Narrador: Vários
- Editora: Podcast
- Duração: 1:08:32
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Sinopse
In today’s episode, we discuss whether or not Trend Following is more effective with Volatility Targeting, how cautious you should be of outlier events, how to use stress-levels as an indicator of how good your trading strategy is, and we give our thoughts on the concept of ‘Risk of Ruin’, in relation to the plight of Long-Term Capital management in the late 1990s. Questions this week include: Should you trade in a style that suits your personality? Can 10 years of financial data still be classified as ‘noise’? Should the fundamental causes of market movements affect how you trade? Should you reduce your position in a trade if it goes in your direction far quicker than expected? We also touch on Howard Mark’s comments regarding the skill of catching a ‘falling knife’.-----EXCEPTIONAL RESOURCE: Find Out How to Build a Safer & Better Performing Portfolio using this FREE NEW Portfolio Builder Tool-----ATTENTION TTU TRIBE : SIGN-UP for Rick Rule's Symposium: Once in a life-time n