Mark Rzepczynski is back to tackle some important topics relating to systematic trading. We discuss whether there is a best time of the year to trade and what has been driving the markets recently, how high interest rates and uncertainty affect investor behaviour, dispersion within markets and how it influences your trend following return. We also discuss quant research, the motivated reasoning bias and the importance of being open minded as a researcher to find better ways of being a trend follower, ways of dealing with transaction costs when building models, optimal ways of performing backtests and much more.

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Episode TimeStamps:

00:38 - Is there a best time to trade?

05:07 - What has caught Mark's attention recently?

08:36 - Industry performance update

10:01 - Will we see a change in investor behaviour?

17:04 - The benefit of cash

21:11 - Are guaranteed products making a comeback?

26:18 - The dispersion within markets

32:05 - The Ex ante and Ex post problem for quant research

39:23 - Stay open minded

43:46 - Dealing with transaction costs

56:53 - The road to robust models

01:00:37 - Thanks for listening

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SI256: Investor Behaviour & the How to Deal with Transaction Costs ft. Mark Rzepczynski

Top Traders Unplugged