Today, Mark Rzepczynski returns to the show to discuss how Trend Following allows investors to own more risky assets, Systematic Global Macro versus Trend Following, the process of how an investor digests new information, classical Trend Following versus modern Trend Following with AI methods, whether rock-star hedge funds such as ARK Invest can end up being too greedy when seeking AUM, why it can be a good idea to avoid timing the different exposures of your portfolio as much as possible, some of the possible reasons behind Dunn Capital’s successful near 50-year track record, and thoughts on position-sizing in relation to historic volatility.
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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
2:00 – Macro recap from Niels
8:46 – Weekly review of performance
13:28 – Swedish systematic macro-fund, IPM, closes after losing $4billion during the pandemic
28:37 – New style Trend Following with machine learning versus classical Trend Following
53:54 – Some of the reasons behind Dunn Capital’s successful near 50-year track record
1:05:03 – Q1 Raymond: What are some good methods for market selection, other than liquidity?
1:08:35 – Q2; Dirk: Have you found significant differences between volatility-based position-sizing and a one-size-fits-all approach?
1:17:10 – Benchmark performance updat