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

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