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
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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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SI163: The Importance of Investment Narratives ft. Mark Rzepczynski
SI162: Discussing The New Bitcoin Futures ETF ft. Moritz Seibert
SI161: Retaking the Turtle Trader Entrance Exam ft. Jerry Parker
SI160: Long-Term Performance vs Short-Term Hot Streaks ft. Rob Carver
SI159: Embracing Uncertainty for Outsized Returns ft. Richard Brennan
SI158: The Secrets to Raising Capital ft. Mark Rzepczynski
SI157: How to Make Money & Survive in the Markets ft. Jerry Parker
SI156: The Case for Buying at All-Time Highs ft. Moritz Seibert
SI155: How to Create the Perfect Backtest ft. Richard Brennan
SI154: Defining 'Outliers' from a Trend Follower's Perspective ft. Richard Brennan
SI153: Being Aware of Known & Unknown Risks ft. Mark Rzepczynski
SI152: Love Your Rules, But Not Your Positions ft. Jerry Parker
SI151 Long-Term Profitability vs Short-Term Luck ft. Moritz Seibert
SI150: Extracting Edges from the Market ft. Richard Brennan
SI149: Model Anxiety & Algorithm Aversion ft. Mark Rzepczynski
SI148: The Importance of Capturing A Few Large Trends ft. Jerry Parker
SI147: The Perfect Exit Strategy ft. Moritz Seibert
SI146: The Trend Following Mindset ft. Rob Carver
SI145: The 3 D's of Inflation ft. Mark Rzepczynski
SI144: Why Single Stocks Should Matter to CTAs ft. Jerry Parker
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