39 The Systematic Investor Series – June 9th, 2019




Top Traders Unplugged show

Summary: Can the VIX index be traded as part of a successful Trend Following strategy?  Do CTAs have the edge over traditional Hedge Funds by being invested in the less popular markets?  Should some parameters be adjusted according to the market being traded, and can you expect returns from Long Positions &amp; Short Positions to be equal?  We also give our thoughts on MorningStar’s recent ‘Bubble Index’ experiment, as well as Real Vision’s recent interview on the subject of ‘selling volatility’.<br> You can download your free guide to Systematic Investing, and subscribe to our mailing list by visiting TopTradersUnplugged.com<br> Get a free copy of my latest book "The Many Flavors of Trend Following" here.<br> Send your questions to info@toptradersunplugged.com<br> Follow Niels, Jerry &amp; Moritz on Twitter: @TopTradersLive, @RJparkerjr09 &amp; @MoritzSeibert<br> And please share this episode with a like-minded friend and leave an honest rating &amp; review on iTunes so more people can discover the podcast.<br> <br> Episode Summary<br> 0:00 - Intro<br> 2:55 - Weekly review<br> 11:50 - Live event update 10/26/19-10/27/19<br> 13:00 - Top tweets<br> 45:00 - Discussion of Goldman Sachs paper on TF<br> 52:20 - Discussion of Morningstar “bubble” portfolio article<br> 56:10 - Discussion of Real Vision video on volatility <br> 57:00 - Discussion of FT article on South Korea <br> 1:00:00 - Question 1: Ryan; Can the VIX be traded as part of a TF strategy?<br> 1:08:00 - Performance recap<br> 1:09:00 - Next week’s special guest is Corey Hoffstein<br> Subscribe on: