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
03:30 \u2013 Weekly review of performance
14:00 \u2013 Top tweets
26:55 \u2013 Question 1: Samuel; What is a good CTA trading cost hurdle rate?
34:10 Question 2: Samuel; Why do people say your biggest drawdown is always in front of you?
41:10 \u2013 Question 3: Michael; How much has your parameter set changed (and related questions)?
50:10 \u2013 Question 4: Francois; What do you know about Renaissance Technologies (Jim Simons)?
56:30 \u2013 Miami conference review+TF thoughts
01:10:00 \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 href="https://www.toptradersunplugged.com/resources/ebooks/"...