118 Systematic Investor Episode ft Mark Rzepczynski – December 13th, 2020

Special guest Mark Rzepczynski returns to the show today to discuss how Trend Following strategies performed during this very unusual year, the likeliest safe-haven assets of 2021, whether or not 2020 should be a year that brings about new adjustments to your trading systems, how being nimble can increase robustness, Trend Following as a ‘store of value’, whether the context of financial & world news should be important to systematic trading, the disconnect between financial assets & the real-world economy, and we also attempt to explain the returns dispersion found among similar strategies this year.
Check out Mark’s blog 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 written here.
And you can get a free copy of my latest book "The Many Flavors of Trend Following" here.
Send your questions to [email protected]
Follow Niels, Moritz & Mark on Twitter:
@TopTradersLive, @MoritzSeibert, & @MrZepczynski
And please share this episode with a like-minded friend and leave an honest rating & review on iTunes so 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 Summary
0:00 - Intro
1:17 - Macro recap from Niels
2:40 - Weekly review of returns
13:15 - Moritz: What do you see the narrative for 2021 Trend Following strategies will be?
27:07 - Niels: How would your performance look this year if you took out the 2 biggest winners?
53:09 - Trend Following as a store of value
1:07:42 - Performance recap
1:08:32 - Jerry Parker joins us on the show next week. Send in any questions you may have.
1:08:45 - Recommended listening or reading: In Defense of Trouble Makers by Charlan Jeanne Nemeth & A Deflationary World with Jeff Boothe on the Investors Podcast Network
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Special guest Mark Rzepczynski returns to the show today to discuss how Trend Following strategies performed during this very unusual year, the likeliest safe-haven assets of 2021, whether or not 2020 should be a year that brings about new adjustments to your trading systems, how being nimble can increase robustness, Trend Following as a ‘store of value’, whether the context of financial & world news should be important to systematic trading, the disconnect between financial assets & the real-world economy, and we also attempt to explain the returns dispersion found among similar strategies this year.

Check out Mark’s blog 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 written here.

And you can get a free copy of my latest book “The Many Flavors of Trend Following” here.

Send your questions to [email protected]

Follow Niels, Moritz & Mark on Twitter:

@TopTradersLive, @MoritzSeibert, & @MrZepczynski

And please share this episode with a like-minded friend and leave an honest rating & review on iTunes so 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 🏆

0:00 – Intro

1:17 – Macro recap from Niels

2:40 – Weekly review of returns

13:15 – Moritz: What do you see the narrative for 2021 Trend Following strategies will be?

27:07 – Niels: How would your performance look this year if you took out the 2 biggest winners?

53:09 – Trend Following as a store of value

1:07:42 – Performance recap

1:08:32 – Jerry Parker joins us on the show next week. Send in any questions you may have.

1:08:45 – Recommended listening or reading: In Defense of Trouble Makers by Charlan Jeanne Nemeth & A Deflationary World with Jeff Boothe on the Investors Podcast Network

Subscribe on: