21 The Systematic Investor Series – February 4th, 2019

1:13:27
 
Share
 

Manage episode 226580054 series 2464808
By Discovered by Player FM and our community — copyright is owned by the publisher, not Player FM, and audio streamed directly from their servers.

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 info@toptradersunplugged.com

Episode Summary

0:00 – Intro
3:30 – Weekly review
14:00 – Top tweets
26:55 – Question 1: Samuel; What is a good CTA trading cost hurdle rate?
34:10 Question 2: Samuel; Why do people say your biggest drawdown is always in front of you?
41:10 – Question 3: Michael; How much has your parameter set changed (and related questions)?
50:10 – Question 4: Francois; What do you know about Renaissance Technologies (Jim Simons)?
56:30 – Miami conference review+TF thoughts
1:10:00 – Performance recap

Subscribe on:

Subscribe in iTunes Subscribe on Stitcher Subscribe on Soundcloud

203 episodes available. A new episode about every 0 hours averaging 57 mins duration .