About this episode

Niels Kaastrup-Larsen and Mark Rzepczynski discuss emerging risks in the Treasury market and the evolution of trend following strategies.

Niels Kaastrup-Larsen and Mark Rzepczynski examine the warning signs emerging beneath seemingly calm markets, from extreme single-stock moves and commodity shortages to growing strains in the U.S. Treasury market. They explore how leveraged hedge funds and basis trades have become increasingly important to Treasury liquidity, and why market plumbing can matter as much as price signals. The conversation then turns to the evolution of trend following, comparing different approaches to signals and position sizing, the benefits of combining methodologies, and why short-term trend strategies face structural challenges. Finally, Mark reflects on the legacy of quantitative trading pioneer Victor Niederhoffer. ----- 50 YEARS OF TREND FOLLOWING BOOK AND BEHIND-THE-SCENES VIDEO FOR ACCREDITED INVESTORS - CLICK HERE ----- 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…

People in this episode

Host: Niels Kaastrup-Larsen

Guest: Mark Rzepczynski

Topics covered

• Treasury market risks
• trend following
• hedge funds
• market liquidity
• quantitative trading

Keywords

• Treasury market
• hedge funds
• trend following
• quantitative trading
• market liquidity
• position sizing
• commodity shortages

Mentioned in this episode

Organizations: Top Traders Unplugged

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