In partnership with:
CME Group
Eurex

158 Systematic Investor Series ft Mark Rzepczynski – September 19th, 2021

Mark Rzepczynski joins us today to discuss why people are as important as processes when investors are choosing funds, the factors that can predict future performance of a fund manager, how Trend Following often performs best when markets are highly correlated, some thoughts on portfolio construction and the various ways to measure risk, the importance of having a strong narrative when communicating what you do to capital allocators, the infamous ‘bandwagon effect’ among investors, how current AUM can often affect an investors decision to choose a fund, how capital allocators can improve their due diligence with Trend Following funds, and why investors like firms made up of a strong team rather than a strong single player.

You can find Mark’s latest writings 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 info@toptradersunplugged.com

Follow Niels & Mark on Twitter:

@TopTradersLive  & @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 TimeStamps:

00:00 – Intro
03:08 – A huge thank you to listeners of the show for leaving your 5-star reviews on iTunes, and feel free to share our link with 3 of your like-minded friends: https://top-traders-unplugged.captivate.fm/listen
04:28 – Macro recap from Niels
06:15 – Weekly review of performance
11:21 – Q1, Q2 & Q3; Brett: Do you group your futures contracts into ‘risk buckets’ (sectors/groups), and give a max exposure to each ‘risk bucket’?  Do you apply ‘risk-to-stop’ measures on particular types of asset class or only on the whole portfolio? How do you avoid overweighting your system toward currencies, considering the fact there are so many currency pairs to trade?
27:25 Discussion on the key drivers for manager selection, inspired by a paper co-authored with Mark, which will be released soon
57:02 – How important consultations are in the capital allocation process
01:26:59  Benchmark performance update

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