05 The Systematic Investor Series – October 15th, 2018

Published: Oct. 15, 2018, 6:17 p.m.

Welcome to The Systematic Investor series. It's a great privilege for me to invite you to a behind the scenes conversation between some of my favorite systematic investors namely Jerry Parker and Moritz Seibert. We get on a "call" each week to discuss the events that took place through the lens of a Systematic Investor and how the trading strategies we work with are reacting. It's a raw and honest exploration and we hope you will join and be part of...not least by sending us questions that we can discuss. Please send your questions to info@toptradersunplugged.com Episode Summary 0:00 - Intro 0:50 - Weekly recap 9:10 - Top tweets 19:51 - Niels discusses his trend barometer: (http://www.toptradersunplugged.com/resources/market-trends/) 34:00 - Question 1: Raphael; What is the optimal portfolio allocation? 39:50 - Question 2: Dave; Please explain the trend barometer (link above) 40:50 - Question 3: Dave; Do you change position sizes as a trade progresses? 45:00 - Question 4: When would a TF system be flat (no position)? 47:00 - Question 5: Mohit; What is your worst trade ever? 53:40 - Performance recap Subscribe on: