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Episode TimeStamps:

00:00 – Intro
02:03 – Update on recent market and economic news
08:36 – Industry Performance update
10:28 – Q1, Bruno: Why does Trend Following work?
22:57 – Q2, Elie: Doing Trend Following on Trend Following 
29:50 – Q3, Adam: How to calculate leverage for a CTA
35:43 – Q4, Mark: Complicating your system with stops & views on volatility targeting.
54:51 – Trading an ensemble of systems vs. a single system
58:44 – Using the same systems for a diversified portolio
01:06:12 – Dealing with the psychological challenges of drawdowns
01:13:22 – Comments on whether Vol or TF strategies may be best for a comming Recession
01:22:01 – Thanks for listening

201 Systematic Investor Series ft. Richard Brennan – July 16th, 2022 on Top Traders Unplugged.