TTU15: Model Decay & How Best to Handle It ft. Karsten Schroeder of Amplitude Capital – 1of2
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.
-----
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
-----
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 “Ten Reasons to Add Trend Following to Your Portfolio” here.
Learn more about the Trend Barometer here.
Send your questions to info@toptradersunplugged.com
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.
Copyright © 2024 – CMC AG – All Rights Reserved
----
PLUS: Whenever you're ready... here are 3 ways I can help you in your investment Journey:
1. eBooks that cover key topics that you need to know about
In my eBooks, I put together some key discoveries and things I have learnt during the more than 3 decades I have worked in the Trend Following industry, which I hope you will find useful. Click Here
2. Daily Trend Barometer and Market Score
One of the things I’m really proud of, is the fact that I have managed to published the Trend Barometer and Market Score each day for more than a decade...as these tools are really good at describing the environment for trend following managers as well as giving insights into the general positioning of a trend following strategy! Click Here
3. Other Resources that can help you
And if you are hungry for more useful resources from the trend following world...check out some precious resources that I have found over the years to be really valuable. Click Here