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
02:25 \u2013 Weekly recap of performance
08:40 \u2013 Top tweets
24:05 \u2013 Question 1: CR Capital; Thoughts on Winton retreating from TF
30:55 \u2013 Question 2: Bill; Do you add to positions as the trend progresses
34:35 \u2013 Question 3: George; Why don\u2019t you include short-term TF systems in a robust TF system
44:40 \u2013 Question 4: Nick; How would I know if I\u2019m curve fitting my systems
53:10 \u2013 Question 5: Richard; Several questions about: historical data distributions; long-term trend following efficacy and related concerns
01:03:00 \u2013 Benchmark performance update
Copyright \xa9 2024 \u2013 CMC AG \u2013 All Rights Reserved
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PLUS: Whenever you're ready... here are 3 ways I can help you in your investment Journey:
1. eBooks that cover key topics that you need to know about
In my eBooks, I put together some key discoveries and things I have learnt during the more than 3 decades I have worked in the Trend Following industry, which I hope you will find useful. <a...