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SI130: Trend Following in the Age of Disconnect ft. Mark Rzepczynski

SI130: Trend Following in the Age of Disconnect ft. Mark Rzepczynski

FromTop Traders Unplugged


SI130: Trend Following in the Age of Disconnect ft. Mark Rzepczynski

FromTop Traders Unplugged

ratings:
Length:
79 minutes
Released:
Feb 12, 2023
Format:
Podcast episode

Description

Today, Mark Rzepczynski joins us at the end of another Fed driven week. We discuss the pros and cons of being a long term trend follower compared to a short term trend follower in terms of performance and Sharpe Ratio, and why you would want to apply the same rules to long and short sided trades, how to understand long and short term volatility, the advantages of being a systematic manager and the limits to how much AUM a manager can handle, how Rzepczynski will be focusing on change point detection in his next endevour and why it is important as a trend follower to think in terms of radical uncertainty or disequilibriums and much more.----------EXCEPTIONAL RESOURCE: Find Out How to Build a Safer & Better Performing Portfolio using this FREE NEW Portfolio Builder Tool----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 “The Many Flavors of Trend Following” here.Learn more about the Trend Barometer here.Send your questions to info@toptradersunplugged.comAnd 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:03:20 - What happened this week?11:01 - Individual Sharpe vs. portfolio Sharpe18:59 - Industry performance update19:56 - Q1, Pete: Same rules for longs and shorts - why?32:25 - Q1 Follow-up: Change position right away or wait for first new trade entry?36:09 - Q2, Callum: Question regarding TTU series with Ryan O'Grady40:57 - Q3, Tim: Questions regarding link between Performance and AUM50:21 - The problem with flat fees55:06 - The idea of change point detection01:00:18 - The age of disconnect01:11:01 - The impact of disruptors01:17:04 - Final thoughts Copyright © 2023 – CMC AG – All Rights Reserved----PLUS: Whenever you're ready... here are 3 ways I can help you in your investment...
Released:
Feb 12, 2023
Format:
Podcast episode

Titles in the series (100)

Join Niels Kaastrup-Larsen as he explores the world of finance and investing, through weekly conversations with the most interesting and experienced investors, economists, traders & thought leaders. Learn from their experiences, their successes, and their failures. We don't want you to think like them...but we do want to make you think! Stay up-to-date on https://toptradersunplugged.com