Today, Mark Rzepczynski and I dissect the macro rally we are experiencing at the moment. We discuss why we are seeing an increasing attention to what CTAs are doing, how survey data regarding the economy confuses investors and markets, and we address some of the most common questions that investors ask in meetings at the moment. Additionally, we discuss how explanatory depth can be applied to trend following, why it is critical to master your attention and speed of adjustment and we wrap up debating how much slippage a trend follower should expect and if slippage can be turned into a new source of alpha.
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Episode TimeStamps:
01:21 - What has caught Mark's attention recently?
02:20 - Industry performance update
04:51 - What is going on in the markets?
09:01 - Reverse engineering the CTAs
11:45 - Confusion in the markets
14:38 - Are we being lied to about inflation?
20:24 - Mixed signals
22:14 - What are investors asking in meetings at the moment?
25:33 - Modeling with personality
32:25 - Losers create diversification
36:13 - Things that are often being forgotten
38:15 - Narratives and explanatory depth
47:04 - Are short-term models better than longer-term models?
50:34 - Does new = better?
56:42 - Getting the backtest and transactions costs right
59:31 - Don't overstep your capacity
01:01:29 - Minimizing slippage
01:04:23 - What is a reasonable level of slippage
01:06:48 - 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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GM57: Navigating the Next Decade ft. Kiril Sokoloff
SI282: Rethinking Bonds: the Changing Role of Fixed Income ft. Andrew Beer
GM56: Structural Shifts - A Threat to the Economy? ft. Frances Donald
SI281: More Markets = Better Performance? ft. Mark Rzepczynski
IL23: Learning to Fail Well ft. Amy Edmondson
SI280: Equities for the Long Run? ft. Alan Dunne
ALO20: How Will Mega Trends Shape the Economy? ft. Casey Clark
SI279: Prepare for a Bumpy Landing ft. Katy Kaminski
GM55: What Investors Need to Know about 2024 ft. Dave Dredge & Cem Karsan
SI278: Trend Following Risk Premium...is it there & could it go away? ft. Rob Carver
OI04: Do Alternative Markets Trend Better? ft. Scott Kerson
SI277: What Will 2024 Bring? ft. Cem Karsan
ALO19: Managing Wealth for HNW Investors ft. Joe Prendergast
SI276: TTU YEAR-END Special Part 2
GM54: "Weakflation" in 2024 ft. Gregory Peters
SI275: TTU YEAR-END Special Part 1
IL22: The Fund - The Other Side of Dalio & Bridgewater ft. Rob Copeland
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