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Trend Following Pivot by Famous Turtle | Systematic Investor 203 | feat. Jerry Parker

Today, we are joined by Jerry Parker where we dive into some of the highlights from the challenging month of July and how the industry has handled the current high level of volatility and trend reversals, why Trend Following continues to work but how narratives can create vicious reversals in the markets. We also discuss questions from listeners regarding Jerry’s strategies for entering and exiting trades, advice for backtesting using continuous futures contracts, how to handle stop losses and including equities in your allocation strategy. Lastly, Jerry describes why he is in favour of accidental diversification and why he is always on the hunt for outliers, why adding more markets has no impact on the robustness of a system and why he prefers to be a “slow tractor”. We finish off discussing how some firms claim that they can replicate the returns of Hedge Funds and CTAs without charging much for it and Jerry reveals a profound change to how he wants to extract trends from markets...even if it means that he will more correlated to Equities. #toptraders #investing #trendfollowing Episode Summary 00:00 - Intro 02:02 - Market overview 03:52 - Major events of the month 16:00 - The importance of narratives 19:16 - How Jerry handles equities 22:39 - Q1, Michael: How does Jerry enter a new trade after he exited his first? 25:55 - Q2, Caleb: Backtesting using continuous futures contracts 30:02 - Q3, Adam: How to use stop losses and equities inclusion 36:09 - Jerry's big reveal: "CTAs focus too much on diversification and correlation..." 45:42 - Tweet 1: Improving equity risk concentration 50:53 - Tweet 2: Diversification - a free lunch 53:01 - Tweet 3: Predictable vs. unpredictable inflation 56:55 - Tweet 4: Tractors picking out sports cars from ditches 58:57 - Tweet 5: Doing what you want is what people actually want 01:02:09 - Tweet 6: Non normal world is uncapped 01:05:01 - Replicating CTA performance at little cost...Andrew Beer style 01:21:05 - Industry performance update === 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   Jerry Parker:   / rjparkerjr09   (@rjparkerjr09)