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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SI136: When Investments Become A Religion ft. Jerry Parker
SI135: WHY Trend Following is the Safest Investment Strategy ft. Moritz Seibert
SI134: Sticking with Short Positions ft. Jerry Parker
SI133: Volatility Targeting ft. Rob Carver
SI132: Overcoming Recency Bias for Better Decision Making ft. Mark Rzepcyznski
SI131: Winning Big During An Inflationary Environment ft. Moritz Seibert
SI130: Volatility-Targeting: The Big Debate ft. Jerry Parker & Rob Carver
SI129: Correlation & Volatility…and is holding bonds “Stupid”? ft. Mark Rzepczynski
SI128: Investing during Inflationary or Deflationary periods ft. Jerry Parker
SI127: Bitcoin's rise to $50,000 & new Ethereum futures ft. Moritz Seibert
SI126: GameStop & How to become a Systematic Investor ft. Rob Carver
SI125: Will the FED always prevent prolonged market crashes ft. Mark Rzepczynski
SI124: Why smart people often struggle with systematic investing ft. Jerry Parker
SI123: The benefits of NOT taking profits too early ft. Moritz Seibert
SI122: Quant vs Discretionary Investing ft. Robert Carver
SI121: How to Design a Profitable Trend Following System
SI120: Deep dive into my own Trend Following Model
SI119: Trading TESLA & Commodity Breakout ft. Jerry & Moritz
SI118: 2020 Trend Following Recap & safe-havens in 2021 ft. Mark & Moritz
SI117: Why Stocks and Trend Following is a Perfect Match ft. Moritz Seibert
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