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6d ago Managed Futures toptradersunplugged Views: 179

Mark Rzepczynski joins us this week to discuss ‘algorithm aversion’ and the science of how ‘model anxiety’ shows investors to be naturally wary of rules-based systems. We also discuss how to evaluate momentum data, how a busy week for market news can still be a quiet week for Trend Followers, the benefits of moving away from ‘peak complexity’ as soon as possible, why having too many filters can expose a trader to large opportunity costs, the optimal percentage amount of risk per trade, as well as portfolio construction versus signal generation and which is more important. You can find Mark’s latest writings here. If you would like to leave us a voicemail to play on the show, you can do so here. Check out our Global Macro series here. Learn more about the Trend Barometer here. IT's TRUE - most CIO's read 50+ books each year - get your copy of the Ultimate Guide to the Best Investment Books ever writtenhere. And you can get a free copy of my latest book "The Many Flavors of Trend Following" here. Send your questions [email protected] Follow Niels & Mark on Twitter: @TopTradersLive & @MRzepczynski And please share this episode with a like-minded friend and leave an honest rating & review oniTunesso more people can discover the podcast. Top Traders Unplugged wins award for ‘Best Trading Podcast’ and features among the ‘Top 20 Best Investing Podcasts in 2020’ by The Investors Podcast . Episode TimeStamps: 00:00– Intro 01:49– A huge thank you to listeners of the show for leaving your 5-star reviews on iTunes 03:02– Macro recap from Niels 04:48– Weekly review of performance 11:59 – Q1; James: What are your views on momentum indicators diverging against price action? 24:56 – Q2; Frank: What is your view on the relationship between the stop and the look-back period? 28:52 – Q3; John: Is the 2% rule still a popular and good risk-per-trade today? 35:56 – Q4; Mark: Would you ever not take a trade because it seems so absurd logically? 40:11 – Q5; Frederick: Do you think people are underinvested in CTAs because they want to feel in more ‘in control’ than a systematic approach would allow them to? 45:34 –The calculus of business cycles 48:51 – Narrative ambiguity versus model clarity 50:53 – How to handle depreciating cash 54:04 – The power of weather shocks 58:01 – Do we need inflation futures? 59:58 – Curve play in bonds 01:02:11 – Hayek co-ordination problem and recovery 01:04:57– Benchmark performance update 01:05:57– Next week we have Richard Brennan joining us on the show, so send in your questions Subscribe on: 149 Systematic Investor Series ft Mark Rzepczynski – July 18th, 2021 on Top Traders Unplugged. -

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