Better System Trader
050: Linda Raschke shares the work of Nelson Freeburg, his approach to model development and what we can learn by studying his work.
- Autor: Vários
- Narrador: Vários
- Editora: Podcast
- Duração: 0:42:20
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Sinopse
Nelson Freeburg was the editor of Formula Research, a newsletter that developed systematic timing models for the stock, bond, and commodity markets. He was also a research consultant working with institutional money managers to design proprietary timing models. Nelson had been an active trader since 1980 and occasionally spoke about his work to audiences around the world. In this episode, Linda Raschke shares memories of Nelson, his approach to model development and what we can learn by studying his work. Topics discussed Timing models and the components Nelson used in his models Russell growth vs Russell value model Out of sample testing and sample size Why Nelson focused so much on reducing drawdown Nelsons biggest strengths in modelling and what we can learn from his approach Voting systems The benefits of overlaying models Disclaimer: Trading in the financial markets involves a substantial risk of loss and is not suitable for everyone. All content produced by Better System Trader is for informational