TTU15: Model Decay & How Best to Handle It ft. Karsten Schroeder of Amplitude Capital – 1of2

Top Traders Unplugged

Niels Kaastrup-Larsen

Business, Business News, Investing, News

4.8 • 670 Ratings

🗓️ 21 July 2014

⏱️ 47 minutes

🔗️ Recording | iTunes | RSS

🧾️ Download transcript

Summary

Through courage and vision, Karsten Schroeder co-founded Amplitude Capital as a pioneer in the CTA industry.

Why pioneers? Because they focused on short term trading.

In this episode of Top Traders Unplugged, Karsten and I discuss Amplitude Capital’s scientific approach to Amplitude Dynamic and Amplitude Klassik. These are the two short-term rule based trading programs that Karsten and his team run to invest billions of dollars on behalf on a small group of institutional investors.

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50 YEARS OF TREND FOLLOWING BOOK AND BEHIND-THE-SCENES VIDEO FOR ACCREDITED INVESTORS - CLICK HERE

In This Episode, You’ll Learn:

The founding story of Amplitude Capital
About the motivation source for choosing short term trading
The scientific processes guiding Amplitude’s perception of the markets
How Amplitude manages their in-house and outsourced business processes
Where the point of optimal capital under management is for Amplitude Capital
A bird’s eye view of their historical track record and their reaction to the market shift in 2009
On the effects of quantitative easing and other government interventions in market health
Model decay and how to best deal with it
The design structure of Amplitude Capital’s Programs
Market dynamics and where the Amplitude programs trade
Differing philosophies: market specific models vs. models for all markets
Comparing mean reversion models (counter trend models) vs. trend following models

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And you can get a free copy of my latest book “Ten Reasons to Add Trend Following to Your Portfolio” here.

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Send your questions to [email protected]

And 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 Karsten Schroeder on Linkedin.

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Transcript

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0:00.0	You're listening to Top Traders on Plot, episode number 015, with Karsten Schroeder, co-founder and executive chairman of Amplitude Capital.
0:10.3	This episode is sponsored by Saxo Bank and Swiss Financial Services.
0:15.3	Imagine spending an hour with the world's greatest traders.
0:18.9	Imagine learning from their experiences, their successes, and their failures.
0:23.3	Imagine no more.
0:25.2	Welcome to Top Traders Unplugged, the place where you can learn from the best hedge fund
0:29.7	managers in the world so you can take your manager due diligence or investment career
0:34.4	to the next level.
0:35.9	Here's your host, veteran hedge fund manager, Niels Kastrop Larson.
0:47.7	Welcome to another episode of Top Traders Unplotked.
0:50.9	Thanks so much for tuning in today.
0:53.0	I really do appreciate it. On today's show,
0:56.1	I'm talking to Karsten Schroeder, co-founder and executive chairman of Amplitude Capital.
1:02.8	Amplitude Capital is one of the most successful short-term CTAs in the world and have received
1:08.7	many international awards for top performance and excellence in
1:13.6	their field.
1:15.0	Karsten talks in detail of the amazing journey over the past 10 years and about the unique philosophy
1:21.8	and culture that amplitude has been built upon.
1:25.5	For those of you who are new to the show,
1:31.0	I just want to let you know that you can find all of the show notes,
1:37.9	including a full transcript of today's episode on the top traders onplogged.com website.
1:41.1	Now let's get started with part one of my conversation.
	...

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