Today, Mark Rzepczynsky joins me to discuss momentum gap and why momentum is a core component of all markets, the concept of "stretch" and when to enter and exit trades at the right time, dislocations in markets and how AI may or may not affect the trend following space. We then review all the things we were "promised" would happen in the first half of 2023...but did not! And to round things off, we dive into what causes models to fail and why there are many ways to interpret the success of a model, the challenge of predicting markets and much more.
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Episode TimeStamps:
01:03 - What happened this week?
03:48 - Industry performance update
05:21 - Article on momentum gap
16:46 - Getting the entry and exit right
23:25 - What did not happen this year?
32:02 - AI and trend following
35:48 - Advice on using AI and machine learning
42:59 - Failure of models
52:19 - The challenge of evaluating models
56:28 - Being macro aware
01:00:35 - 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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SI315: Preparing for a Pivotal Time in Global Markets ft. Cem Karsan
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SI314: Algo Anxiety... Can AI Resolve This? ft. Mark Rzepczynski
GM70: The State of the Commodity Super Cycle ft. Adam Rozencwajg
SI313: The Paradox of High-Volatility Alternatives ft. Alan Dunne
IL30: How To Evaluate True Macro Risk? ft. Philipp Carlsson-Szlezak
SI312: Should You Just Buy a CTA Index? ft. Rob Carver
GM69: The Global Economy from a Liquidity Perspective ft. Michael Howell
SI311: BREAKING: New CTA Index being revealed ft. Andrew Beer
GM68: Chief Strategist: “Most Scenerios Point to Recession” ft. Peter Berezin
SI310: The Illusion of Backtests and True Drivers of Price ft. Richard Brennan
IL29: Technology: The Economic Dynamite ft. Mark Mills
SI309: Bonds Behaving Badly ft. Katy Kaminski
ALO25: Master Your Hedge Fund Allocation ft. John Jackson
SI308: Major Market Moves - What Now, Trend Followers? ft. Nick Baltas
GM67: Successful Investing in a Disrupted World ft. Aswath Damodaran
SI307: The Unpinning of Volatility & How to Prepare for What is Coming ft. Cem Karsan
IL28: The Transformation of the 21st Century Economy ft. Ernest Scheyder
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