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
0:50 – Weekly recap
9:10 – Top tweets
19:51 – Niels discusses his trend barometer: (https://www.toptradersunplugged.com/resources/market-trends/)
34:00 – Question 1: Raphael; What is the optimal portfolio allocation?
39:50 – Question 2: Dave; Please explain the trend barometer (link above)
40:50 – Question 3: Dave; Do you change position sizes as a trade progresses?
45:00 – Question 4: When would a TF system be flat (no position)?
47:00 – Question 5: Mohit; What is your worst trade ever?
53:40 – Performance recap

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*This was originally published in Top Traders Unplugged.