You're about to join Neil's Kostrup Larson on a raw and honest journey into the world of systematic investing and learn about the most dependable and consistent yet often overlooked investment strategy.

Welcome to the Systematic Investor Series.

Welcome and welcome back to this week's edition of the Systematic Investor series with Richard Brennan and I, Neil's Castoblasten,

where each week we take the pulse of the global markets through the lens of a rules-based investor.

If you're new to the show, I hope that today's episode will trigger your curiosity enough to check out the back catalog and listen to past episodes that you may have missed, like my conversation with Rob last week, where we discussed the optimal look-back periods for a trend-following strategy and also touch on how Rob can essentially replicate a much bigger market universe using a much smaller set of markets, kind of how some people replicate CTAs and hedge funds. Also, I would encourage you to listen to the midweek episode

where Rob and I was joined by the head of systematic strategies at Goldman Sachs, Nick Baltus,

to discuss a wide range of topics when it comes to quant strategies and also

some of the great research paper that he has written, one of which is called why the media

often blame risk parity strategies and CTAs when something big happens in the markets.

It's actually not the name, but that's what it's about. So head over

and check them out if you're curious after you're done listening to Rich and I today.

Rich, as always, such a pleasure to have you back this week. How are things going down under?

Yeah, very well, Neils. It was an absolutely magnificent day today, quite unusual, but the weather was perfect

and I was, you know, I was just enjoying the entire day.

But, you know, on other things, I was absolutely wrapped when I heard that Curzon

had been liberated.

So, you know, I was giving a big thumbs up to that move.

But, of course, yesterday it was a bit of a different day with a bit of frenetic activity with the portfolio.

So the battleship was getting hammered yesterday.

So anyway, how are you?

Yeah, doing well.

It has been a busy week, right?

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