Today, Mark Rzepczynski joins us to reflect on how the first month of 2024 has been treating investor. We also discuss how misinformation posses a major threat to the global economy and how some managers are moving away from price as the only data input, how speed plays a role within trend following and why it is important to be aware of a manager’s "personality". Lastly, we dive deep into principal component analysis and the factors that drive trend following performance, how trading more markets may produce better returns according to new research and how diversification can come in many different forms.

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Episode TimeStamps:

01:09 - What has caught our interest recently?

02:27 - Industry performance update

06:16 - Misinformation - a global threat

12:14 - The drivers of price

17:17 - Finding the optimal lookback period

22:48 - Managers have different personalities

29:53 - What makes up good trend following performance?

32:24 - Diving into principal component analysis

39:32 - More markets = better returns?

44:54 - Diversification can come in many forms

49:37 - How will trend following perform in different cycles?

54:34 - Thanks for listening

Resources discussed in this Episode:

• LINK SI281: History Shows What to Expect from Trend-Following When Rates Are Being Cut
• LINK: Insights from AlphaSimplex

Copyright © 2024 – CMC AG – All Rights Reserved

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