In partnership with:
CME Group

22 The Systematic Investor Series – February 11th, 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

Follow Niels, Jerry & Moritz on Twitter: @TopTradersLive, @RJparkerjr09@MoritzSeibert

Feel free to leave an honest review on iTunes.

Episode Summary

00:00 - Intro
01:15 - Weekly review
06:10 - Top tweets
28:45 - Book mention: The Systems Bible by John Gall
38:25 - Question 1: Craig; Should all markets be considered equal from a TF perspective?
44:00 - Question 2: Johannes; Can intraday trading be scaled into a big business?
51:00 - Question 3: Manuel; What are good rules for managing position sizes to keep risk at a reasonable level as winners inherently grow with Trend Following?
58:10 - Question 4/5: George; Why does TF seem to need so many return drivers for optimal diversification? How much could a TF strategy lose at once if all went wrong?
1:11:15 - Question 6: Francois; Are TF interested in the sine of the speed of the trend only and not the actual speed?
1:17:40 - Question 7/8: Samuel; How do you roll positions? What are your favorite resources to stay up to date on systematic investing (journals, podcasts, subscriptions, authors)?
1:30:20 - Performance recap

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