The Key to Trend Following Success | Open Interest 9 скачать в хорошем качестве

The Key to Trend Following Success | Open Interest 9

In this episode, Moritz Seibert and Cole Wilcox from Longboard Asset Management speak about systematic trend following strategies applied to single stocks, including the many advantages compared to long only buy and hold, but also some of the challenges and technical details related to portfolio construction. Cole is the founder and CEO of Longboard Asset Management, an Arizona-based alternatives fund management firm. He explains why participating in some of the big outlier price moves in mid and small cap stocks is as important as cutting out the many stock which don’t perform, in other words, avoiding the failures while having a systematic process that allows for taking part in the upside are both important. #toptraders #investing #trendfollowing Episode Summary 02:07 - Introduction to Cole Wilcox and Longboard Asset Management 08:27 - Diving deep into their strategy 10:45 - What drives the alpha of the strategy? 15:41 - Understanding your investor base 18:07 - Understanding their correlation 19:31 - Thoughts on including international stocks 24:15 - Do they fully fund their portfolio? 27:52 - How they approach dividends 29:14 - Do they loan out stocks? 30:34 - Did they ever trade single stock futures in the Bond Chicago Exchange? 32:36 - How many names do they have in their portfolio on the long side 33:12 - Dilution vs. concentration 37:15 - The impact of volatility drag 39:43 - Improving the experience of investing 42:01 - A compliment or full portfolio strategy? 45:57 - What are the most important lessons they have learned? Full episode can be found here: https://toptradsersunplugged.com/oi9 Subscribe to our podcast: iTunes: https://itunes.apple.com/us/podcast/t... Spotify: https://open.spotify.com/show/2OnOvLb... Follow us on social media: TWITTER:   / toptraderslive   (@TopTradersLive) FACEBOOK:   / toptradersunplugged   INSTAGRAM:   / toptradersunplugged   SOUNDCLOUD:   / toptradersunplugged-com   Follow Moritz on Twitter:   / moritzseibert   Follow Cole on LinkedIn:   / cole-wilcox