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. Please send your questions to firstname.lastname@example.org
0:00 - Intro
0:50 - Weekly review
7:30 - Interesting news
20:20 - Top tweets
28:20 - Question 1: Brian; Discuss the impact of shorting volatility on CTAs
32:20 - Question 2: Brian; Will there be more TF mutual funds and ETFs?
36:00 - Question 3: Bruno; How should one implement proper technology for a CTA?
40:30 - Performance recap