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.

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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?

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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 update

01:12:25 – Recommended listening or reading this week: Howard Marks’ latest memo

01:14:34 – Announcement: Special episode next week featuring both Jerry Parker & Rob Carver

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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

And if you are hungry for more useful resources from the trend following world...check out some precious resources that I have found over the years to be really valuable. Click Here

Disclaimer

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