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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OI08: Trend Following...Austrian Style ft. Michael Neubauer & Joseph Waldstein from SMN
SI300: Finding the Optimal Trend Following Rules ft. Richard Brennan
IL27: Unlocking the Secrets of Great Communication ft. Charles Duhigg
SI299: Sharing the Trend Following Pie ft. Andrew Beer
GM62: How to Build a Future-Proof Portfolio ft. Bob Elliott
SI298: The Trend Following ETF Revolution ft. Katy Kaminski
GM61: The New Politics: Neoliberal Decline and Authoritarian Rise ft. Gary Gerstle
Si297: Trend Following as a Return Enhancement Overlay ft. Alan Dunne
IL26: How New Technologies Will Shape the Economy ft. Koen De Leus & Philippe Gijsels
SI296: Is Trend Following Becoming Too Complicated? ft. Mark Rzepczynski
ALO24: Managing Money Through Structural Shifts ft. Richard Urwin
SI295: Trend Followers - The Unwanted Party Guests? ft. Nick Baltas
ALO23: Behind the Scenes of a High Net Worth Investor ft. Tad Fallows
SI294: Lowering the Cost of being Long Commodities ft. Hari Krishnan
GM60: Preparing Your Portfolio for the Second Half of 2024 ft. Christian Mueller-Glissmann
SI293: Market Outlook for the Rest of 2024 & EOY S&P500 level ft. Cem Karsan
GM59: The Geopolitical Tug-of-War: Russia, China & the West ft. Marko Papic
SI292: Is Cocoa becoming Too Hot for Trend Followers? ft. Rob Carver
IL25: Any Happy Returns... the Next Super Cycle? ft. Peter Oppenheimer
SI291: Trend Following...What should it mean to Investors? ft. Richard Brennan
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