In partnership with:
CME Group

16 The Systematic Investor Series – December 29th, 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
1:55 - Weekly review
13:00 - Top tweets
35:30 - Question 1: George; Is there a best system to trade trends?
49:20 - Question 2: George; Why have discretionary macro traders outperformed TF?
55:25 - Question 3/4: George; What is a safe expectation for systems in terms of CAGR to Drawdown? Do you think a “golden” period for TF like the 1970s will come back?
1:04:00 - Question 5: Liew: What price should my trailing stop reference (high, low, close, etc.)?
1:08:00 - Performance recap

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