SI22: Can intra-day trading be scaled to a big business?

Feb 10, 2019

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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.

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50 YEARS OF TREND FOLLOWING BOOK AND BEHIND-THE-SCENES VIDEO FOR ACCREDITED INVESTORS - CLICK HERE

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Episode TimeStamps:

00:00 – Intro

01:15 – Weekly review of performance

06:10 – Top tweets

28:45 – Book mention: The Systems Bible by John Gall

38:25 – Question 1: Craig; Should all markets be considered equal from a TF perspective?

44:00 – Question 2: Johannes; Can intraday trading be scaled into a big business?

51:00 – Question 3: Manuel; What are good rules for managing position sizes to keep risk at a reasonable level as winners inherently grow with Trend Following?

58:10 – Question 4/5: George; Why does TF seem to need so many return drivers for optimal diversification? How much could a TF strategy lose at once if all went wrong?

01:11:15 – Question 6: Francois; Are TF interested in the sine of the speed of the trend only and not the actual speed?

01:17:40 – Question 7/8: Samuel; How do you roll positions? What are your favorite resources to stay up to date on systematic investing (journals, podcasts, subscriptions, authors)?

01:30:20 – Benchmark performance update

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PLUS: Whenever you're ready... here are 3 ways I can help you in your investment Journey:

1. eBooks that cover key topics that you need to know about

In my eBooks, I put together some key discoveries and things I have learnt during the more than 3 decades I have worked in the Trend Following industry, which I hope you will find useful. Click Here

2. Daily Trend Barometer and Market Score

One of the things I’m really proud of, is the fact that I have managed to published the Trend Barometer and Market Score each day for more than a decade...as these tools are really good at describing the environment for trend following managers as well as giving insights into the general positioning of a trend following strategy! Click Here

3. Other Resources that can help you

And if you are hungry for more useful resources from the trend following world...check out some precious resources that I have found over the years to be really valuable. Click Here

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