298 · The Power in Fixed-Sized, Non-Compounding Plays w/ Christian Mayer

Ian Cox Podcast Leave a Comment

Christian Mayer, with an institutional trading background, transitioned from equities to forex, focusing on fixed sized mean-reversion strategies with fundamental correlations where structural edge is statistically likely. His initial losses led him to a research and systematic-driven approach, and back testing. He trades with fixed position sizes, wide stop losses, and avoids compounding to minimize exposure to fat-tail risks and black swan events. Emotionally disciplined yet honest about the psychological strain of prolonged drawdowns, Christian blends rigorous quantitative methods with thoughtful strategy design. With a successful track record, including a second-place finish in one of the World Cup Trading Championships in the Forex category, he also created GlobalFXanalytics.com to respond to the demands of traders wanting to understand more about his forex strategy and view his strategy’s performance.

Trading Disclaimer

Trading in the financial markets involves a risk of loss. Podcast episodes and other content produced by Chat With Traders are for informational or educational purposes only and do not constitute trading or investment recommendations or advice.

Topics & Timestamps:

Please note: Exact times will vary depending on current ads.

  • 00:00 Introduction and background
  • 00:32 Educational Background and Initial Trading Experience
  • 01:32 First Trading Account and Initial Strategies
  • 02:35 Lessons from Early Trading Experiences
  • 04:03 Back-testing Strategies and Technical Indicators
  • 05:36 Combining Technical and Fundamental Analysis
  • 06:39 Development of Trading Strategies
  • 07:41 Transition to Professional Trading
  • 09:03 First Job in Investment Fund
  • 09:38 Investment Fund Strategy Overview
  • 10:35 Role in Investment Management Team
  • 11:37 Risk Management and Black Swan Events
  • 13:23 Learning from Proprietary Trading
  • 14:21 Understanding Structural Edge in Trading
  • 16:05 Compounding Returns and Risk Management
  • 18:22 Understanding Black Swan Events
  • 20:52 Protecting Against Black Swans
  • 22:34 Market Reactions to Black Swan Events
  • 24:09 Adjusting Strategies During Market Crises
  • 28:04 Current Trading Focus and Mean Reversion
  • 29:08 Avoiding Fat Tail Risks
  • 30:22 Psychological Challenges in Trading
  • 44:31 Future Research and Strategy Development
  • 52:15 World Cup Trading Championship

Links & Resources