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 or welcome back to this edition of the Systematic Investor series with Katie Kaminsky, Jim Kassan, Rob Carver, Mark Resensky, Richard Brennan, Alan Dunn, Nick

Bolters, Andrew Bayer and I, Niels Castro Larsen. As you can tell from this introduction today and next week will be very special episodes

because it's the first time that all nine of us are together for one big conversation and debate.

So firstly, let me just say a big thanks to all of you for making the time for this extended recording,

which I really have been looking forward to.

We are recording on December 14th, and this conversation will be split into two parts,

and published on December 23rd and December 30th.

We got a great lineup of topics for our listeners over the next two episodes, and let me just

mention a few of the themes that we're going to be covering today and next week. We'll be talking

about 2003s, performance, and the outlook for trend and volatility into 2024. We're going to be

talking about the shifting market microstructure and the impact of zero-day

options as well as the Fed Paws, as well as other things.

We're going to be discussing classification.

Are we using the right names for trend following volatility?

Should it be classic trend or quant systematic?

We'll debate this.

We're going to be discussing backtesting

and rebalancing how to deal with this. We're also going to be diving into non-trend strategies.

Are they worth your time and your money? How much diversification is really needed?

...