TTU15: Model Decay & How Best to Handle It ft. Karsten Schroeder of Amplitude Capital – 1of2

Through courage and vision, Karsten Schroeder co-founded Amplitude Capital as a pioneer in the CTA industry.

Why pioneers? Because they focused on short term trading.

In this episode of Top Traders Unplugged, Karsten and I discuss Amplitude Capital’s scientific approach to Amplitude Dynamic and Amplitude Klassik. These are the two short-term rule based trading programs that Karsten and his team run to invest billions of dollars on behalf on a small group of institutional investors.

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

In This Episode, You’ll Learn:

• The founding story of Amplitude Capital
• About the motivation source for choosing short term trading
• The scientific processes guiding Amplitude’s perception of the markets
• How Amplitude manages their in-house and outsourced business processes
• Where the point of optimal capital under management is for Amplitude Capital
• A bird’s eye view of their historical track record and their reaction to the market shift in 2009
• On the effects of quantitative easing and other government interventions in market health
• Model decay and how to best deal with it
• The design structure of Amplitude Capital’s Programs
• Market dynamics and where the Amplitude programs trade
• Differing philosophies: market specific models vs. models for all markets
• Comparing mean reversion models (counter trend models) vs. trend following models

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