SI249: Unfulfilled Expectations in 1st Half of 2023 ft. Mark Rzepczynski

2023-06-24

Download

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.-----50 YEARS OF TREND FOLLOWING BOOK AND BEHIND-THE-SCENES VIDEO...

-----

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

-----

Follow Niels on Twitter, LinkedIn, YouTube or via the TTU website.

IT’s TRUE ? – most CIO’s read 50+ books each year – get your FREE copy of the Ultimate Guide to the Best Investment Books ever written here.

And you can get a free copy of my latest book “Ten Reasons to Add Trend Following to Your Portfolio” here.

Learn more about the Trend Barometer here.

Send your questions to info@toptradersunplugged.com

And please share this episode with a like-minded friend and leave an honest Rating & Review on iTunes or Spotify so more people can discover the podcast.

Follow Mark on Twitter.

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

----

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

Disclaimer

Comments (3)