TTU15: Model Decay & How Best to Handle It ft. Karsten Schroeder of Amplitude Capital – 1of2
Top Traders Unplugged21 Heinä 2014

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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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 Portfoliohere.

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 Karsten Schroeder on Linkedin.

Copyright © 2025 – CMC AG – All Rights Reserved

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