SI137: Can AI Trading Be Better Than Classical Methods? ft. Mark Rzepczynski
发布时间 2021-04-25 09:37:00 来源
摘要
Today, Mark Rzepczynski returns to the show to discuss how Trend Following allows investors to own more risky assets, Systematic Global Macro versus Trend Following, the process of how an investor digests new information, classical Trend Following versus modern Trend Following with AI methods, whether rock-star hedge funds such as ARK Invest can end up being too greedy when seeking AUM, why it can be a good idea to avoid timing the different exposures of your portfolio as much as possible, some of the possible reasons behind Dunn Capital’s successful near 50-year track record, and thoughts on position-sizing in relation to historic volatility.----------EXCEPTIONAL RESOURCE: Find Out How to Build a Safer & Better Performing Portfolio using this FREE NEW Portfolio Builder ToolIn this episode, we discuss:How a Trend Following approach allows safer access to risky marketsThe differences between Systematic Trading based on macro data versus based on price-onlyHow a top trader should efficiently process new dataModern AI-based Trend Following versus classical Trend FollowingWhether the biggest hedge funds in the world fall victim of being too greedy for AUMWhy you should avoid 'timing the market'The possible secrets of success behind Dunn Capital's near 50-year track record----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 “The Many Flavors of Trend Following” 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:00:00 – Intro02:00 – Macro recap from Niels08:46 – Weekly review of performance13:28 – Swedish systematic macro-fund, IPM, closes after losing $4billion during the pandemic28:37 – New style Trend Following with machine learning versus classical Trend...
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