SI118: 2020 Trend Following Recap & safe-havens in 2021 ft. Mark & Moritz
Top Traders Unplugged
Niels Kaastrup-Larsen
4.8 • 670 Ratings
🗓️ 13 December 2020
⏱️ 74 minutes
🧾️ Download transcript
Summary
Special guest Mark Rzepczynski returns to the show today to discuss how Trend Following strategies performed during this very unusual year, the likeliest safe-haven assets of 2021, whether or not 2020 should be a year that brings about new adjustments to your trading systems, how being nimble can increase robustness, Trend Following as a ‘store of value’, whether the context of financial & world news should be important to systematic trading, the disconnect between financial assets & the real-world economy, and we also attempt to explain the returns dispersion found among similar strategies this year.
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Episode TimeStamps:
00:00 – Intro
01:17 – Macro recap from Niels
02:40 – Weekly review of performance
13:15 – Moritz: What do you see the narrative for 2021 Trend Following strategies will be?
27:07 – Niels: How would your performance look this year if you took out the 2 biggest winners?
53:09 – Trend Following as a store of value
01:07:42 – Benchmark performance update
01:08:32 – Jerry Parker joins us on the show next week. Send in any questions you may have.
01:08:45 – Recommended listening or reading: In Defense of Trouble...
Transcript
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| 0:00.0 | You're about to join Jerry Parker, Maritz Siebert, and Nealz Kastrup Larson on their raw and honest journey into the world of systematic investing and learn about the most dependable and consistent yet often overlooked investment strategy. |
| 0:15.1 | Welcome to the Systematic Investor podcast series. |
| 0:22.8 | Morty Sieber and I, Niels Kastaflasner, back with this week's edition of the Systematic |
| 0:27.5 | Investor Series, which is our weekly ongoing raw exploration of the world of rules-based |
| 0:32.9 | investing, and of course where we also take some of your questions. |
| 0:37.3 | Although today we are changing the format a little bit |
| 0:39.8 | because we are delighted to be joined, |
| 0:42.7 | or I should say rejoined by a very special guest, |
| 0:45.9 | namely Mark Recepinski, who many of you will know |
| 0:49.0 | from his previous appearance on the podcast as well as his popular blog. |
| 0:53.6 | So let me start by saying, welcome back to the show, Mark. |
| 0:56.1 | It's great to see you. |
| 0:57.3 | Thanks a lot for having me. |
| 0:58.5 | I always enjoy coming on here and having a wide-ranging discussion because sometimes we just |
| 1:04.3 | don't know where this might take us. |
| 1:06.2 | That is true. |
| 1:06.9 | I think today will be one of them, but also let me say hi to you, Mort. |
| 1:10.2 | So good evening, actually, today. |
| 1:11.9 | Good evening, Neils. How are you? And hello, Mark. |
| 1:14.6 | Absolutely. So, of course, in order to spend as much time with you, Mark, on some of the topics that you thought were interesting to discuss, |
| 1:22.9 | Moritz and I will do a much shorter roundup of this week's action in the markets and in our portfolios. |
| 1:29.5 | And since we are recording on a Friday evening, European time, a few hours before the markets are closing, |
... |
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