logo
episode-header-image
Feb 2021
1h 16m

SI129: Correlation & Volatility…and is h...

NIELS KAASTRUP-LARSEN
About this episode

We’re joined today by Mark Rzepczynski to discuss the return of the GameStop short-squeeze, Trend Following in a high interest-rate environment, the future of AI & machine learning in trading models, the case for including short positions in a portfolio, how to spot a commodity ‘super-cycle’, the different factors driving markets higher, why good news can often be bad news for markets, retail investors opening trades on the wrong ticker symbols, and why Trend Following tends to do better on the long-side.

-----

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

In this episode, we discuss:

  • If holding bonds "stupid"?
  • The problem of being an economic policy engineer
  • Why we have to make a distinguish between complicated and complex systems
  • The value of intuition - coup d'oeil and Clausewitz
  • Robot systematic versus human (discretionary) can you tell the difference? Is there a Turing test and " I Robot"
  • Correlation and volatility
  • The poor quality of forecasts - latest from currency markets 
  • Due diligence and quality of managers.
  • Intraday trends – are they stable or unstable?

-----


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 Portfolio” here.

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 Mark on Twitter.

Episode TimeStamps:

00:00 – Intro

01:46 – Macro recap from Niels

05:18 – Weekly review of performance

01:04:48 – Q1 & Q2; Plamen: Is there an official organisation that studies & publishes data about the CTA industry? Can you speak about the research process you follow and how you generate trade ideas?

01:10:49 – Benchmark performance...

Up next
Aug 23
SI362: The Alpha Most Systems Miss ft. Yoav Git
Yoav Git and Alan Dunne sits down for a conversation that challenges familiar assumptions about curve trading, market structure, and the role of CTAs. They explore why dislocations across time horizons create pockets of alpha most models miss, and how breakout behavior in commodi ... Show More
1h 7m
Aug 20
GM86: Everyone’s Watching the Fed. The Real Story’s Somewhere Else. ft. Louis Vincent-Gave
Louis-Vincent Gave returns with a blunt assessment of a global order fraying at key seams. Construction is stalling. Trade policy is adrift. Capital is retreating from the U.S. And yet, markets hum along... propped up by AI euphoria and the illusion of fiscal permanence. In this ... Show More
59m 48s
Aug 15
SI361: The Four Faces of Trend Following ft. Richard Brennan
Richard Brennan joins Niels for a conversation that redefines how trend following is understood. Behind the shared language lie four distinct archetypes - each built around a different purpose. Richard walks through them with clarity, then unpacks the trade-offs: static sizing vs ... Show More
1h 26m
Recommended Episodes
Aug 2023
ESG: The 40 Trillion Dollar Bubble | Mark Neuman
On todays episode, Mark Neuman Founder & CIO of Constrained Capital joins the show for a discussion on environmental, social & corporate governance's (ESG's) role in the financial industry. To hear all about the origins of ESG, accurately measuring returns & some of the issues pr ... Show More
1h 3m
Jun 2023
The Holy Grail of Macro Investing | Eric Crittenden
On todays episode of Forward Guidance Eric Crittenden Chief Investment Officer at Standpoint Asset Management joins the show for a deep dive into the world of systematic macro investing. Eric walks through the current market outlook as many investors battle with recessionary conc ... Show More
1h 6m
Jun 25
The Man Who Turned $20k Into $60M Reveals The Strategy That BEATS Wall Street, Predictions For The Future & What To Invest In NOW
Leave an Amazon Rating or Review for my New York Times Bestselling book, Make Money Easy!Most people think you need a finance degree to beat Wall Street, but Chris Camillo built a multimillion-dollar portfolio by reading TikTok comments and spotting trends before the experts. Thi ... Show More
56m 34s
Jun 2023
Artificial Intelligence Bubble Has Only Just Begun, Says Citrini7, World's Hottest A.I. Stockpicker
Today Jack is joined by an anonymous trader known only by their Twitter handle @Citrini7, who has the absolute “hottest hand” when it comes to picking Artificial Intelligence (AI) stocks. Citrini is very optimistic about the boost that the adoption of AI will provide to semicondu ... Show More
1h 6m
Aug 17
Nasdaq’s Record Highs: Is the AI Boom Here to Stay?
In this Market Mondays clip, Rashad Bilal and Ian Dunlap break down the latest surge in the Nasdaq, which has just hit another record high. Is this the start of a long-lasting, AI-fueled bull run, or should investors brace for a pullback?Rashad cautions against wishing for a corr ... Show More
5m 26s
Aug 2024
MM #221: What’s Next for Investors: Recession Proof Stocks, Market Predictions, Gold, Crypto, & Nasdaq Bottom
In this power-packed episode of Market Mondays, we explore some of the most critical and timely financial topics affecting today's markets. First, we dive into the complexities of the Yen carry trade—discussing whether it's truly over or if there are more potential financ ... Show More
1h 59m
Aug 19
Stock Market Noise vs. Real Catalysts: What Actually Moves the Market?
In this Market Mondays clip, hosts Troy Millings, Ian Dunlap, and Rashad Bilal break down what really drives the stock market and what’s just background noise. With stock futures drifting higher ahead of a high-profile meeting, the team explores whether political events and globa ... Show More
4m 51s
Aug 2024
As Good As It Gets For The Stock Market?
On this latest episode of the "On the Tape" podcast, hosts Guy Adami, Liz Young Thomas, and Dan Nathan discuss market trends and Federal Reserve updates. They reflect on Fed Chair Jerome Powell's recent comments and his effective communication strategy while anticipating the upco ... Show More
34m 21s
Jul 2024
Market’s Musical Chairs & A Conversation with Jonathan Litt
Dan Nathan and Guy Adami discuss with the significant news of President Biden dropping out of the race, leading to conversations about the implications for the market and potential changes in political leadership. The episode also covers recent earnings reports, particularly focu ... Show More
1h 3m
Oct 2023
The night is darkest before the dawn - it's make-or-break week for markets
The US yield curve appears stuck and the S&P 500 index is down more than 10% from its highs earlier this year. This week's Federal Reserve decision on interest rates, news of the US Treasury’s borrowing plans, employment data and earnings are all likely to determine the market's ... Show More
15m 6s
Listen to millions of songs and podcasts on Anghami