SI249: Unfulfilled Expectations in 1st Half of 2023 ft. Mark Rzepczynski

Today, Mark Rzepczynsky joins me to discuss momentum gap and why momentum is a core component of all markets, the concept of "stretch" and when to enter and exit trades at the right time, dislocations in markets and how AI may or may not affect the trend following space. We then review all the things we were "promised" would happen in the first half of 2023...but did not! And to round things off, we dive into what causes models to fail and why there are many ways to interpret the success of a model, the challenge of predicting markets and much more.

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Episode TimeStamps:

01:03 - What happened this week?

03:48 - Industry performance update

05:21 - Article on momentum gap

16:46 - Getting the entry and exit right

23:25 - What did not happen this year?

32:02 - AI and trend following

35:48 - Advice on using AI and machine learning

42:59 - Failure of models

52:19 - The challenge of evaluating models

56:28 - Being macro aware

01:00:35 - Thanks for listening

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