Systematic risk is what beta measures: sensitivity to a common factor such as the index, rates or the overall risk appetite. It is the residue that survives diversification, because every holding shares it.
The only ways to reduce it are to hold less exposure, to hedge it directly - short index futures, put spreads, see hedge-ratio - or to own assets whose relationship to the factor is genuinely different. Adding more correlated stocks does nothing; ten technology names and fifty technology names carry the same systematic exposure per dollar.
For a trader the practical version is simpler than the theory. Your book has a market-direction component, measurable as beta-weighted-delta, and on most days that component explains the majority of the profit and loss - regardless of how stock-specific the theses were.
Related: idiosyncratic-risk, beta, beta-weighted-delta, hedge-ratio