SI118: 2020 Trend Following Recap & safe-havens in 2021 ft. Mark & Moritz

Published: Dec. 13, 2020, 9:42 p.m.

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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 \\u2018store of value\\u2019, 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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IT\\u2019s TRUE ? \\u2013 most CIO\\u2019s read 50+ books each year \\u2013 get your FREE copy of the Ultimate Guide to the Best Investment Books ever written here.

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Episode TimeStamps:

00:00 \\u2013 Intro

01:17 \\u2013 Macro recap from Niels

02:40 \\u2013 Weekly review of performance

13:15 \\u2013 Moritz: What do you see the narrative for 2021 Trend Following strategies will be?

27:07 \\u2013 Niels: How would your performance look this year if you took out the 2 biggest winners?

53:09 \\u2013 Trend Following as a store of value

01:07:42 \\u2013 Benchmark performance update

01:08:32 \\u2013 Jerry Parker joins us on the show next week. Send in any questions you may have.

01:08:45 \\u2013 Recommended listening or reading: In Defense of Trouble Makers by Charlan Jeanne Nemeth &