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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 8:30 - Discussion of recent articles 21:30 - Top tweets 36:10 - Question 1: Mohit; Discuss moving averages as a TF device; position sizing; correlations 43:20 - Question 2; Paul; How many investors are out there who use TF but their AUM doesn’t show up in the official industry AUM #s 47:10 - Question 3: John; Asked about industry jargon and definitions: alpha; smart beta, implied vol, crisis alpha, convexity 51:30 - Question 4: Mohit; Is looking at correlations in the rearview mirror fallible? 52:50 - Question 5: Dave; What is the average time in trade of winners in a medium-term system? 57:10 - Question 6: What software do you use for backtesting/system management? 1:01:40 - Performance recap Subscribe on: