Top Traders Unplugged

SI271: Can Slippage be a Source of Alpha? ft. Mark Rzepczynski

9 snips
Nov 25, 2023
Guest
Mark Rzepczynski
Mark Rzepczynski, a guest on the podcast, dissects the macro rally and discusses the attention to CTAs, confusing survey data, and common investor questions. They also explore the concept of explanatory depth in trend following and the importance of mastering attention and speed of adjustment. The podcast wraps up with a debate on slippage as a source of alpha in trend following.
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Episode notes
1
Introduction
00:00 • 2min
2
Trend following performance and defining moments in the market
02:23 • 9min
3
Divergence between Economic Data and Survey Data
11:45 • 10min
4
Investor Questions and Market Protection
22:14 • 14min
5
The Importance of Tacit Knowledge and Considering the Chef in Systematic Managers
36:00 • 2min
6
The Power of Narrative and Inattention in Systematic Trend Following
38:15 • 28min
7
Wrapping up and previewing the next episode
01:06:07 • 2min