Top Traders Unplugged12 Feb 2023

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

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.

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

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Episode TimeStamps:

03:20 - What happened this week?

11:01 - Individual Sharpe vs. portfolio Sharpe

18:59 - Industry performance update

19:56 - 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'Grady

40:57 - Q3, Tim: Questions regarding link between Performance and AUM

50:21 - The problem with flat fees

55:06 - The idea of change point detection

01:00:18 - The age of disconnect

01:11:01 - The impact of disruptors

01:17:04 - Final thoughts

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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

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