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149 Systematic Investor Series ft Mark Rzepczynski – July 18th, 2021

Informações:

Sinopsis

Mark Rzepczynski joins us this week to discuss ‘algorithm aversion’ and the science of how ‘model anxiety’ shows investors to be naturally wary of rules-based systems.  We also discuss how to evaluate momentum data, how a busy week for market news can still be a quiet week for Trend Followers, the benefits of moving away from ‘peak complexity’ as soon as possible, why having too many filters can expose a trader to large opportunity costs, the optimal percentage amount of risk per trade, as well as portfolio construction versus signal generation and which is more important. You can find Mark’s latest writings here. If you would like to leave us a voicemail to play on the show, you can do so here. Check out our Global Macro series here. Learn more about the Trend Barometer here. IT's TRUE