Mark Rzepczynski, an expert on market dynamics and regime changes, dives into the chaos of today’s markets. He emphasizes how shifting political landscapes lead to increased uncertainty, impacting investment behaviors. The conversation highlights the challenges of adapting investment strategies to changing correlations and rising volatility, particularly in trend-following approaches. Rzepczynski also examines how complex economic systems react to shocks, urging traders to reassess their models amid these turbulent times.

Mark Rzepczynski, a guest expert in quantitative trading, joins Alan Dunne to dissect market behaviors surrounding the pivotal 200-day moving average. They explore how this indicator can sway investor sentiment, particularly in volatile times. The duo delves into the intricacies of uncertainty versus risk and its implications on investment strategies. They also highlight the critical role of curiosity in finance and how it empowers fund managers to adapt in a rapidly changing market landscape. An engaging discussion for investors wanting insight into today's investment dynamics.

Mark Rzepczynski, Managing Member and CEO of AMPHI Research and Trading, shares his 40 years of finance expertise, discussing the crucial balance between systematic and discretionary trading. He delves into the complexities of risk versus uncertainty and the challenges posed by financial models in turbulent markets. Highlighting risk premium strategies, he explores the importance of adapting to changing conditions. Rzepczynski also reflects on influential literature that enhances decision-making, stressing the value of intuition over conventional approaches.

Today I'm joined by Mark Rzepczynsky following the quarterly meeting of the TBAC in a week where the FED also raised interest rates. We discuss the concept of inertia and how it can be applied to economics and markets, why it is important to have macro awareness whilst being concious of the level of complexity to ensure your model remains robust. We also discuss the idea of "warner vs. warnee" in a crisis situation and how it can cause inefficiency and dislocations in markets, how to respond to economic warnings, the importance of capturing non-linearity in markets and much more.-----50 YEARS OF TREND FOLLOWING BOOK AND BEHIND-THE-SCENES VIDEO FOR ACCREDITED INVESTORS - CLICK HERE-----Follow Niels on Twitter, LinkedIn, YouTube or via the TTU website.IT’s TRUE ? – most CIO’s read 50+ books each year – get your FREE copy of the Ultimate Guide to the Best Investment Books ever written here.And you can get a free copy of my latest book “Ten Reasons to Add Trend Following to Your Portfolio” here.Learn more about the Trend Barometer here.Send your questions to info@toptradersunplugged.comAnd please share this episode with a like-minded friend and leave an honest Rating & Review on iTunes or Spotify so more people can discover the podcast.Follow Mark on Twitter.Episode TimeStamps:01:55 - A big week for Chairman Powell?10:59 - Industry performance update14:07 - Global macro meets trend following?19:52 - The spectrum of behaviour25:47 - Balancing complexity and robustness30:51 - Being aware of unexpected events in markets34:31 - It takes two to crisis39:06 - Are we approaching a de-dollarization?41:56 - Is price all we need?50:55 - Why do we need machine learning?56:39 - Words of estimative probability01:00:35 - Put the money where your mouth is01:02:58 - Skew in trend following01:05:38 - Thanks for listeningCopyright © 2024 – CMC AG – All Rights Reserved----PLUS: Whenever you're ready... here are 3 ways I can help you in your investment Journey:1. eBooks that cover key topics that you need to know about In my eBooks, I put together some key discoveries and things I have learnt during the more than 3 decades I have worked in the Trend Following industry, which I hope you will find useful. Click Here2. Daily Trend Barometer and Market Score One of the things I’m really proud of, is the fact that I have managed to published the Trend Barometer and Market Score each day for more than a decade...as these tools are really good at describing the environment for trend following managers as well as giving insights into the general positioning of a trend following strategy! Click Here3. Other Resources that can help youAnd if you are hungry for more useful resources from the trend following world...check out some precious resources that I have found over the years to be really valuable. Click HerePrivacy PolicyDisclaimer

Mark Rzepczynski reflects on the first month of 2024, discussing the impact of misinformation on the global economy. Topics include using price as the only data input, the role of speed in trend following, and the importance of a manager's 'personality'. They also dive into principal component analysis and the factors that drive trend following performance. New research suggests that trading more markets may produce better returns, highlighting the importance of diversification.

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.

Mark Rzepczynski, an expert in trend following and behavioral finance, joins to discuss the impact of recent elections on market dynamics. He emphasizes the significance of narratives in shaping market behavior and the unusual equity risk premium. The conversation explores the role of news in trading success and challenges in market prediction. Rzepczynski also highlights risks in current financial conditions, particularly concerning leverage and volatility, while evaluating the potential of trend-following strategies in generating unpredictable alpha.

Mark Rzepczynski, an economic and financial analyst, discusses the trend following industry's performance, passthrough fees in multi-strategies, and the current state of the economy. He emphasizes the importance of understanding psychology when building models. The podcast also touches on topics such as the performance of stocks and bonds, big moves in the commodity space, and managing risk in portfolio returns.

Mark Rzepczynski discusses Daniel Kahneman's influence on finance, trend following's success, cocoa market potential, and the importance of trend following in portfolios for better performance.

Mark Rzepczynski, a trend-following and systematic trading expert, engages listeners with insights on financial trends and the influence of central banks. He discusses the importance of carry trading and the innovative KuU framework for strategic investing. Delving into AI's role, Rzepczynski contrasts investors' trust in algorithms versus human insights, exploring the nuances of market behavior and decision-making. The conversation also highlights the challenges faced by traders amid evolving market dynamics and the significance of clear communication in systematic strategies.