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.
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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