๐ข Turtle Talk Podcast: Episode 007 โ Fractals, Expectancy, and Survival
Manage episode 508748966 series 3676377
Join Rich, Adam, and Jerry as they dive deep into the structures that shape systematic trend following. No guests this month โ just the three of us tackling big themes, fresh charts, and audience questions that get right to the heart of Outlier Hunting.
In this episode:
๐ Battle of the Trend Following Indexes โ August review: classic trend bounces back, but what lies beneath the numbers?
๐ Whatโs Moved the Needle โ JGBs, Copper (US & LME), Gold, Silver, and Live Cattle take center stage.
๐ Turtle Tidbits โ Five heavyweight topics:
Are markets fractal and are outliers inevitable?
Expectancy vs Path Dependence โ what really matters for survival?
The Cut Back Rule โ Jerry explains why itโs essential.
Loose Pants โ Jerryโs metaphor for risk and flexibility.
High-Vol Trend Following โ unpacking Seeking Alphaโs case for why it might be the most valuable alternative investment.
๐ Shell Mail (Listener Q&A) โ Audience questions on diversification sizing, lost decades in trend following, and quantifying fat-tailed events.
๐๏ธ Plus: Rich defends path dependence, Adam challenges mandate mixing, and Jerry sharpens his myth-busting sword.
๐ Special Announcement:
Our new book The Aussie Turtles Trend Following Guide is being released next week! Itโs the flagship collection of philosophy, process, and practice behind the Aussie Turtlesยฎ approach. Stay tuned @ https://www.aussieturtles.com/ for launch details.
๐ Episode resources and reports discussed:
Battle of the Trend Following Indexes โ August 2025: https://www.aussieturtles.com/battle-of-the-trend-following-indexes-august-2025/
Fractals, Diversification and the Myth of Dilution: https://atstradingsolutions.com/fractals-diversification-and-the-myth-of-dilution/
Are Markets Fractal? The Case for Maximum Diversification: https://atstradingsolutions.com/are-markets-fractal-the-case-for-maximum-diversification/
Expectancy vs Survival: Why the Outlier Hunter Thinks Differently: https://atstradingsolutions.com/expectancy-vs-survival-why-the-outlier-hunter-thinks-differently/
Beyond Expectancy: Protecting the Path of the Outlier Hunter: https://atstradingsolutions.com/beyond-expectancy-protecting-the-path-of-the-outlier-hunter/
High-Vol Trend Following โ Most Valuable Alternative Investment: https://seekingalpha.com/article/4823294-high-vol-trend-following-most-valuable-alternative-investment
๐ฉ Got questions for the pod? Send them in:
๐ https://www.aussieturtles.com/contact
#TrendFollowing #TurtleTalk #SystematicTrading #AussieTurtles #OutlierHunter #Fractals #JerryParker #Expectancy #CTAperformance
7 episodes