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.

-----

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

-----

Follow Niels on Twitter, LinkedIn, YouTube or via the TTU website.

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.

Send your questions to info@toptradersunplugged.com

And please share this episode with a like-minded friend and leave an honest Rating & Review on iTunes or Spotify so more people can discover the podcast.

Episode TimeStamps:

00:00 – Intro

01:15 – Weekly recap of performance

08:30 – 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?

01:01:40 – Benchmark performance update

Copyright © 2024 – CMC AG – All Rights Reserved

----

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...

SI07: What is; alpha, smart beta, implied vol, crisis alpha and convexity?

Top Traders Unplugged