SI02: Is the popularity of Short Volatility investing hurting Trend Followers?

Sep 22, 2018

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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

00:50 – Weekly review of performance

07:30 – Interesting news

20:20 – Top tweets

28:20 – Question 1: Brian; Discuss the impact of shorting volatility on CTAs

32:20 – Question 2: Brian; Will there be more TF mutual funds and ETFs?

36:00 – Question 3: Bruno; How should one implement proper technology for a CTA?

40:30 – Benchmark performance update

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