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 [email protected]

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
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