Classic Trend, Volatility and Drawdown Resilience
In the 3rd episode of the Aussie Turtles’ “Turtle Talk” podcast series, ECCM’s CIO Adam Havryliv and Strategy Ambassador Richard Brennan are joined by legendary turtle Jerry Parker and special guest Moritz Seibert, Co-Founder of Takahē Capital.
Together, they dive into:
– How trend following systems are navigating recent market choppiness
– Why drawdowns are part of the trend-following package — and how trend following drawdowns release risk
– The power of “loose pants” (wide-parameter) systems
– High-vol vs low-vol trend following — and the trade-offs each imply
– The mindset required to capture trading “outliers”
Yes, trend following is in a drawdown. But as Jerry says: “You’re doing just fine if you lost money in April.”
This is an unfiltered, technical, and timely conversation for anyone who respects the craft of systematic trading.