This week, Mark Rzepczynsky joins us for our weekly update on Trend Following, at the end of yet another busy week for inflation watchers. Based on an article by Cliff Asness at AQR, we discuss why you want to own managed futures and why you want to avoid getting "carried away" as a Trend Follower, the dual mandate and the difference between strategy and running a business, innovation in Trend Following and why macro trends do not always translate to price trends. We also discuss how high inflation affects Trend Following and the importance of divergence, why turning points kill the real issue beyond inflation and using the 70 percent rule to make trading decisions, the difference between trend following and momentum and much more.
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Episode TimeStamps:
00:00 - Intro
03:22 - What happened this week?
13:36 - Industry performance update
16:07 - AQR latest article on managed futures
27:56 - The dual mandate and volatility "targeting"
37:55 - The private equity issue and innovation in Trend Following
43:48 - FT Article from Goldman Sachs about inflation and divergence
49:25 - How turning points impact your overall TF returns
53:17 - The 70 percent rule...and why it works for Trend Followers
56:03 - Hedgehogs vs. Foxes and drought in market liquidity
01:02:30 - Trend following vs. Momentum...can you tell the difference
01:03:55 - “Entrepreneurs of errors”
01:06:01 - Supply, Command and End-user of commodities
01:09:02 - Thanks for listening
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