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 [email protected]

Episode Summary

0:00 - Intro

0:50 - Weekly review

8:50 - Top tweets

24:30 - Question 1: Brian; What makes a trend follower a trend follower (are there variations on TF)?

32:20 - Question 2: Seth; What is the best way to achieve diversification in the fixed income/rates sector?

38:45 - Discussion papers: Winton, Tim Price

49:30 - Performance recap

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