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Eurex

151 Systematic Investor Series ft Moritz Seibert – August 1st, 2021

Today we’re joined by Moritz Seibert to discuss the efficacy of backtests, how to build a profitable spread trading model, Moritz’s addition of Ethereum futures to his portfolio, why commodities such as coal should still be traded, how to incorporate macro data into a systematic strategy, how to distinguish between long-term profitability and shorter-term luck, and the alternatives to Microsoft Excel for managing market data in a Trend Following system.

If you would like to leave us a voicemail to play on the show, you can do so here.

Check out our Global Macro series here.

Learn more about the Trend Barometer here.

IT's TRUE 👀 - most CIO's read 50+ books each year - get your copy of the Ultimate Guide to the Best Investment Books ever written here.

And you can get a free copy of my latest book "The Many Flavors of Trend Following" here.

Send your questions to info@toptradersunplugged.com

Follow Niels & Moritz on Twitter:

@TopTradersLive  & @MoritzSeibert

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

Top Traders Unplugged wins award for ‘Best Trading Podcast’ and features among the ‘Top 20 Best Investing Podcasts in 2020’ by The Investors Podcast 🏆

Episode TimeStamps:

00:00 - Intro
01:44 - Macro recap from Niels
04:41 - Weekly review of returns
10:09 - Discussion on Rich Brennan’s findings that a Trend Follower’s edge comes from the market data itself rather than the trading models
13:57 - Q1: Henry: Do you recommend any educational resources that will help me to build a spread trading model, and can Moritz talk about his own spread trading model?
29:06 - Q2; Daniel: Can inflation market effects be incorporated into Trend Following strategies?
36:16 - Q3; Stasius: What techniques do you use to measure whether strategy actually works and isn’t just in a lucky streak?
44:15 - Q5; Jeff: What alternatives to Microsoft Excel do you recommend, other than CSI?
49:46 - Ethereum futures and Bitcoin’s newer, smaller futures contracts
58:48 - Benchmark performance update

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