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.
-----
EXCEPTIONAL RESOURCE: Find Out How to Build a Safer & Better Performing Portfolio using this FREE NEW Portfolio Builder Tool
-----
Follow Niels on Twitter, LinkedIn, YouTube or via the TTU website.
IT’s TRUE ? – most CIO’s read 50+ books each year – get your FREE copy of the Ultimate Guide to the Best Investment Books ever written here.
And you can get a free copy of my latest book “The Many Flavors of Trend Following” here.
Learn more about the Trend Barometer here.
Send your questions to info@toptradersunplugged.com
And please share this episode with a like-minded friend and leave an honest Rating & Review on iTunes or Spotify so more people can discover the podcast.
Follow Mark on Twitter.
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
----
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
Privacy Policy
Disclaimer
SI175: A Winning Approach to Risk ft. Rob Carver
VOL07: Participate & Protect ft. Dave Dredge
SI174: The Future of Trend Following ft. Alan Dunne
VOL06: Finding True Value in the World of Volatility ft. Benn Eifert
SI173: ‘Trend Following + Nothing’ Part Two ft. Jerry, Moritz, Rob, Mark & Rich
TTU119: The Secret to becoming Richer, Wiser, Happier ft. William Green
SI172: ‘Trend Following + Nothing’ Part One ft. Jerry, Moritz, Rob, Mark & Rich
TTU118: TRILLIONS...The Passive Revolution ft. Robin Wigglesworth
SI171: Machine Learning - Pros & Cons ft. Hari Krishnan
SI170: 'Don’t Try This At Home' ft. Rob Carver
TTU117: Strategic Risk Management ft. Cam Harvey & Rob Carver
SI169: Buying the Dip ft. Richard Brennan
TTU116: In Pursuit of the Perfect Portfolio ft. Steve Foerster
SI168: The Trading Secrets of Trend Followers ft. Mark Rzepczynski
VOL05: Maintaining Liquidity & Cash Efficiency ft. Zed Francis
SI167: The Road to Profits is Bumpy ft. Jerry Parker
VOL04: Profiting from Short-Term Volatility ft. Bastian Bolesta
SI166: Riding the Waves of Volatility ft. Hari Krishnan
VOL03: The Evolution of the VIX ft. Stefan Wintner
SI165: Responsible Investing as a Trend Follower ft. Rob Carver
Create your
podcast in
minutes
It is Free
The emPOWERed Half Hour
U.S Property Podcast
Aligned Money Show
Dubai Property Podcast
The Ramsey Show
The Clark Howard Podcast