In partnership with:
CME Group

18 The Systematic Investor Series – January 13th, 2019

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

00:00 - Intro
02:25 - Weekly recap
08:40 - Top tweets
24:05 - Question 1: CR Capital; Thoughts on Winton retreating from TF
30:55 - Question 2: Bill; Do you add to positions as the trend progresses
34:35 - Question 3: George; Why don’t you include short-term TF systems in a robust TF system
44:40 - Question 4: Nick; How would I know if I’m curve fitting my systems
53:10 - Question 5: Richard; Several questions about: historical data distributions; long-term trend following efficacy and related concerns
1:03:00 - Performance recap

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