In partnership with:
CME Group

10 The Systematic Investor Series – November 17th, 2018

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

Episode Summary

0:00 - Intro
0:45 - Weekly review
9:15 - Top tweets
14:20 - Paper from Jim O'Shaughnessy from 1987
29:50 - Question 1: Andrew; How do you get the TF message across to advisors?
39:40 - Question 2: George; Please discuss position sizing.
39:40 - Question 3: George; Please discuss how far stops should be from entry (5%, etc.)
39:40 - Question 4: George; Do you think the future is a hybrid of TF and discretionary?
52:10 - Question 5; Francois; Long question about correlations
57:15 - Performance recap
58:00 - Additional discussions of systems trading

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