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SI154: Defining 'Outliers' from a Trend Follower's Perspective ft. Richard Brennan

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Sinopsis

Richard Brennan joins us today to discuss the current global risk factors that could cause a large liquidity event, what the term ‘outlier’ really means from a Trend Follower’s perspective, the role of currencies in a Trend Following portfolio, the point at which diversification can end up diluting returns, whether different asset classes should be traded on different timeframes, some thoughts on pyramiding, and defining ‘non-linearity’ when discussing Trend Following models. In this episode, we discuss: The increasing global risks that could cause large market selloffs How a Trend Following trader thinks about 'outliers' The role of currency pairs in a Trend Following system Diversification versus 'Di-worse-ification' Whether to use different timeframes for different asset classes Thoughts on 'pyramiding' in and out of positions Rich's explanation of the term 'non-linearity squared' Follow Niels on https://twitter.com/toptraderslive (Twitter), https://www.linkedin.com/in/nielskaastruplarsen (LinkedIn), https