Welcome to The Systematic Investor series. It\u2019s 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 \u201ccall\u201d 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\u2019s a raw and honest exploration and we hope you will join and be part of\u2026not least by sending us questions that we can discuss.
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Episode TimeStamps:
00:00 \u2013 Intro
00:45 \u2013 Weekly review of performance
09:15 \u2013 Top tweets
14:20 \u2013 Paper from Jim O\u2019Shaughnessy from 1987
29:50 \u2013 Question 1: Andrew; How do you get the TF message across to advisors?
39:40 \u2013 Question 2: George; Please discuss position sizing.
39:40 \u2013 Question 3: George; Please discuss how far stops should be from entry (5%, etc.)
39:40 \u2013 Question 4: George; Do you think the future is a hybrid of TF and discretionary?
52:10 \u2013 Question 5; Francois; Long question about correlations
57:15 \u2013 Benchmark performance update
58:00 \u2013 Additional discussions of systems trading
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