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SI30: Should you adjust your position size based on recent volatility?
- Autor: Vários
- Narrador: Vários
- Editora: Podcast
- Duração: 1:34:27
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Sinopse
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.-----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 natural resource insights from the BEST investors in the world via a first-class livestream or Live event!Follow Niels on Twitter, LinkedIn, YouTube or via the TTU website.IT’s TRUE ? – most CIO’s read 50+ books each year – get your FREE cop