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SI251: A Deep Dive Into Models and Systems ft. Richard Brennan

Top Traders Unplugged

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Recession anticipation and portfolio trends

This chapter focuses on the anticipation of a recession and the shifting trends in the speaker's portfolio. They discuss the potential arrival of a recession and the uncertainty surrounding when it will happen. The speaker also mentions the current state of their trend following models and the recent losses in their portfolio due to retracements in certain outliers like London sugar and orange juice. However, they highlight that the Japanese Yen and Yen pairs are providing support and opportunities to offset the losses in their portfolio. They also mention closing positions in London sugar and the potential for the Yen pairs to continue trending in the future.

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