06 The Systematic Investor Series – October 21st, 2018

Published: Oct. 20, 2018, 9:27 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 1:15 - Weekly recap 5:30 - Top tweets 34:30 - Question set 1: George; Please discuss system optimization/backtesting details 43:30 - Question set 2: George; How do you determine when a system is broken? Do you keep losing markets in a system? 49:50 - Question set 3: George; How do you avoid curve fitting? How do you choose best parameters? 55:55 - Performance recap Subscribe on: