Mark Rzepczynski is back to tackle some important topics relating to systematic trading. We discuss whether there is a best time of the year to trade and what has been driving the markets recently, how high interest rates and uncertainty affect investor behaviour, dispersion within markets and how it influences your trend following return. We also discuss quant research, the motivated reasoning bias and the importance of being open minded as a researcher to find better ways of being a trend follower, ways of dealing with transaction costs when building models, optimal ways of performing backtests and much more.
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Episode TimeStamps:
00:38 - Is there a best time to trade?
05:07 - What has caught Mark's attention recently?
08:36 - Industry performance update
10:01 - Will we see a change in investor behaviour?
17:04 - The benefit of cash
21:11 - Are guaranteed products making a comeback?
26:18 - The dispersion within markets
32:05 - The Ex ante and Ex post problem for quant research
39:23 - Stay open minded
43:46 - Dealing with transaction costs
56:53 - The road to robust models
01:00:37 - Thanks for listening
Copyright © 2023 – CMC AG – All Rights Reserved
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PLUS: Whenever you're ready... here are 3 ways I can help you in your investment Journey:
1. eBooks that cover key topics that you need to know about
In my eBooks, I put together some key discoveries and things I have learnt during the more than 3 decades I have worked in the Trend Following industry, which I hope you will find useful. Click Here
2. Daily Trend Barometer and Market Score
One of the things I’m really proud of, is the fact that I have managed to published the Trend Barometer and Market Score each day for more than a decade...as these tools are really good at describing the environment for trend following managers as well as giving insights into the general positioning of a trend following strategy! Click Here
3. Other Resources that can help you
And if you are hungry for more useful resources from the trend following world...check out some precious resources that I have found over the years to be really valuable. Click Here
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GM32: Commodity Super Cycle in Full Force ft. Jeff Currie
TTU123: Trend Following Master Class ft. Russell Korgaonkar, CIO at Man AHL
SI226: Trend Following - the Do's & the Dont's ft. Rob Carver
IL11: How China Derailed Its Peaceful Rise ft. Susan Shirk
TTU122: New Amazing CTA & Managed Futures Series
ALO13: Building Resilient Portfolios with Alternatives ft. Dylan Grice
SI225: 2023...Another Great Year for Trend Following? (TTU Group Part 2)
SI224: 2022 the Perfect Year for Trend Followers? (TTU Group Part 1)
GM31: The Art of Volatility Investing ft. Dave Dredge
SI223: 2022 an unusual year for Volatility ft. Cem Karsan
IL10: Chip War (FT's Best Business Book 2022) ft. Chris Miller
SI222: Trend Following vs Tail Hedging to Protect Your Portfolio ft. Rob Carver
GM30: The Era of Weather Volatility ft. Shawn Hackett
SI221: Will 2023 be another Trend Following Year? ft. Alan Dunne
ALO12: How to Invest like a Private Bank ft. Shannon Saccocia
SI220: Is It Too Late for Trend Following? ft. Mark Rzepczynski
GM29: What if the World isn't Ending? ft. Marko Papic
SI219: The Impact of Secular Inflation ft. Cem Karsan
GM28: Draught, Deflation, Default & Global Depression ft. Simon Hunt
SI218: Trend Following to the Rescue ft. Richard Brennan
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