TTU15: Model Decay & How Best to Handle It ft. Karsten Schroeder of Amplitude Capital – 1of2

2014-07-21

Through courage and vision, Karsten Schroeder co-founded Amplitude Capital as a pioneer in the CTA industry.Why pioneers? Because they focused on short term trading.In this episode of Top Traders Unplugged, Karsten and I discuss Amplitude Capital’s scientific approach to Amplitude Dynamic and Amplitude Klassik. These are the two short-term rule based trading programs that Karsten and his team run to invest billions of dollars on behalf on a small group of institutional investors.-----50 YEARS OF TREND FOLLOWING BOOK AND BEHIND-THE-SCENES VIDEO FOR ACCREDITED I...

Through courage and vision, Karsten Schroeder co-founded Amplitude Capital as a pioneer in the CTA industry.

Why pioneers? Because they focused on short term trading.

In this episode of Top Traders Unplugged, Karsten and I discuss Amplitude Capital’s scientific approach to Amplitude Dynamic and Amplitude Klassik. These are the two short-term rule based trading programs that Karsten and his team run to invest billions of dollars on behalf on a small group of institutional investors.

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50 YEARS OF TREND FOLLOWING BOOK AND BEHIND-THE-SCENES VIDEO FOR ACCREDITED INVESTORS - CLICK HERE

In This Episode, You’ll Learn:

The founding story of Amplitude Capital
About the motivation source for choosing short term trading
The scientific processes guiding Amplitude’s perception of the markets
How Amplitude manages their in-house and outsourced business processes
Where the point of optimal capital under management is for Amplitude Capital
A bird’s eye view of their historical track record and their reaction to the market shift in 2009
On the effects of quantitative easing and other government interventions in market health
Model decay and how to best deal with it
The design structure of Amplitude Capital’s Programs
Market dynamics and where the Amplitude programs trade
Differing philosophies: market specific models vs. models for all markets
Comparing mean reversion models (counter trend models) vs. trend following models

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