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.

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50 YEARS OF TREND FOLLOWING BOOK AND BEHIND-THE-SCENES VIDEO FOR ACCREDITED INVESTORS - CLICK HERE

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IT’s TRUE ? – most CIO’s read 50+ books each year – get your FREE copy of the Ultimate Guide to the Best Investment Books ever written here.

And you can get a free copy of my latest book “Ten Reasons to Add Trend Following to Your Portfolio” here.

Learn more about the Trend Barometer here.

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Episode TimeStamps:

00:00 – Intro

03:30 – Weekly review of performance

14:00 – Top tweets

26:55 – 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 – Question 3: Michael; How much has your parameter set changed (and related questions)?

50:10 – Question 4: Francois; What do you know about Renaissance Technologies (Jim Simons)?

56:30 – Miami conference review+TF thoughts

01:10:00 – Benchmark performance update

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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.

SI21: Why the biggest drawdown is always ahead of you or so they say

Top Traders Unplugged