70 The Systematic Investor Series ft Andreas Clenow (Part Two) – January 14th, 2020
Summary: <br> Today we continue our interview with Andreas Clenow, where we cover topics such as backtesting & system design, whether we see any growth in the CTA industry, long-term vs short-term Investing, and how to go about raising initial AUM. Questions include: How important are drawdowns when analysing performance? Is Crisis Alpha an appropriate label for CTAs today? How do you choose parameters for your Trading Models?<br> If any listeners would like to leave us a voicemail message to play on the show, you can do so <a href="https://www.speakpipe.com/ttuvoicemail">here</a>.<br> Learn more about the free-to-use Top Traders Unplugged Trend Barometer <a href="https://www.toptradersunplugged.com/resources/market-trends/">here</a>.<br> You can download your free guide to Systematic Investing, and subscribe to our mailing list by visiting <a href="http://www.toptradersunplugged.com/">TopTradersUnplugged.com</a><br> Get a free copy of my latest book "The Many Flavors of Trend Following" <a href="http://www.toptradersunplugged.com/book">here</a>.<br> Send your questions to <a href="mailto:info@toptradersunplugged.com">info@toptradersunplugged.com</a><br> Follow Niels, Jerry, Moritz & Andreas on Twitter:<br> <a href="https://twitter.com/TopTradersLive">@TopTradersLive,</a> <a href="https://twitter.com/rjparkerjr09">@RJparkerjr09,</a> <a href="https://twitter.com/moritzseibert">@MoritzSeibert</a> & <a href="https://twitter.com/clenow">@Clenow</a><br> And please share this episode with a like-minded friend and leave an honest rating & review on <a href="https://itunes.apple.com/us/podcast/top-traders-unplugged-niels/id888420325?mt=2">iTunes</a> so more people can discover the podcast.<br> <br> Episode Summary<br> 0:00 - Intro<br> 1:54 - Niels; Question One: How does one go about choosing parameters for their Trading models? Question Two: Do you stick with your model, or do you look to recalibrate it over time?<br> 7:37 - Jerry; Question Two: Have you noticed that longer-term systems have always produced better results than shorter-term, even though we may think otherwise? How important are drawdowns when analysing performance?<br> 13:48 - Moritz; Question One: Would you still go out and start a Trend Following fund today? If so, how would you go out and raise the initial AUM?<br> 16:25 - Niels; Question Two: How should CTAs & Trend Followers present themselves? Is Crisis Alpha an appropriate label?<br> 22:32 - Niels; Question Three: If you could invite 4 people to dinner, from past or present, who would you choose?<br> 22:32 - Niels; Question Four: Anything you would like to share regarding your latest book?<br> 26:23 - Brian; Question One: Do you think Options strategies distort Trends and the performance of Trend Following strategies?<br> 27:08 - Performance recap<br> <br> Subscribe on:<br> <a href="https://www.toptradersunplugged.com/itunes" target="_blank" rel="noopener noreferrer"></a> <a href="https://www.stitcher.com/podcast/top-traders-unplugged" target="_blank" rel="noopener noreferrer"></a> <a href="https://soundcloud.com/toptradersunplugged-com/" target="_blank" rel="noopener noreferrer"></a><br>
