06 The Systematic Investor Series – October 21st, 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 info@toptradersunplugged.com
Episode Summary
0:00 – Intro
1:15 – Weekly recap
5:30 – Top tweets
34:30 – Question set 1: George; Please discuss system optimization/backtesting details
43:30 – Question set 2: George; How do you determine when a system is broken? Do you keep losing markets in a system?
49:50 – Question set 3: George; How do you avoid curve fitting? How do you choose best parameters?
55:55 – Performance recap
*This was originally published in Top Traders Unplugged.
