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SI130: Trend Following in the Age of Disconnect ft. Mark Rzepczynski

Top Traders Unplugged

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Trend Followers - What's Going on in the Markets?

I think there's a lot of return dispersion going on at the moment between managers. And so I don't think there is one clear way of explaining how trend followers are reacting, what's going on in the markets. Maybe it was because of we had a lot of reversals from mid October to November. That could trigger differences between managers when it comes to time frame. Some managers would have been triggered to change direction because of these corrections and other managers,. maybe the longer term guys would have kind of gone through this correction phase and still be predominantly focused or exposed in the direction of the longer term trends.

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