SI12: What causes drawdowns and how to deal with them - a podcast by Niels Kaastrup-Larsen

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 info@toptradersunplugged.com

Episode Summary
0:00 - Intro
1:45 - Weekly review
14:55 - Top tweets
39:40 - Referenced paper: Stock market charts you never saw by McQuarrie
40:15 - Question 1: Patrick; Longer question on notional exposure relative to actual capital
47:05 - Question 2: Brian; What causes drawdowns in TF?
56:05 - Performance recap
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