Rob Carver joins me to reveal some surprising news about his new “job”. We discuss portfolio optimization and why you should be concerned about certain types optimization techniques, why Rob believes trend following a trend following ETF is a bad idea, when is the best time to buy trend followers and how to use factors when applying an exponential moving average. We also discuss safe trading and how to achieve the most diversification for your portfolio, the dodgy behaviour that exists in the crypto space and much more.
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Episode TimeStamps:
02:15 - Update of the week
07:50 - Industry performance update
10:49 - Q1, Scott: Should i be concerned about adjusting portfolio weights according to the backtested sharpe ratio of my system?
18:52 - Q2.1, Andrew: Is trend following the trend following ETFs a good idea?
28:16 - Q2.2, Andrew: What is the advantage of factors of 4?
34:13 - Q2.3, Andrew: About using free backtesting systems
40:46 - Rob becoming a crypto adviser...what!
45:12 - Trading safely
52:22 - Dodgy behaviour in the crypto space
57:37 - Paper: A different point of skew
01:05:04 - Thanks for listening
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