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Ep 531: Mark Rzepczynski Interview with Michael Covel on Trend Following Radio

Mark Rzepczynski
Mark Rzepczynski

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My guest today is Mark Rzepczynski. Prior to co-founding AMPHI, Mark was the CEO of the fund group at FourWinds Capital Mgmt. Mark was also President and CIO at John W. Henry & Co., an iconic Commodity Trading Advisor. Mark has headed fixed income research at Fidelity Management and Research, served as senior economist for the CME, and as a finance professor at the Univ. of Houston Baer School of Business.

The topic is Trend Following.

In this episode of Trend Following Radio we discuss:

  • Controlling volatility
  • Style diversification
  • Long term vs. Short term managers
  • Simplicity beats complexity
  • Quant trading

“Price is primal.” – Mark Rzepczynski

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Ep. 290: Mark Rzepczynski Interview with Michael Covel on Trend Following Radio

Mark Rzepczynski
Mark Rzepczynski

My guest today is Mark Rzepczynski, a Founder and Chief Investment Officer at AMPHI Capital Management. Prior to co-founding AMPHI Capital Management, he was the CEO of the Fund Group at FourWinds Capital Management, where he oversaw alternative investments. Rzepczynski was also President and Chief Investment Officer at John W. Henry & Co., an iconic Commodity Trading Advisor. He is on the Advisory Board of the Chartered Alternative Investment Analyst Association (CAIA), the Associate Editor of the Journal of Alternative Investments, and a former board member of the FIA Futures Industry Association.

The topic is Trend Following.

In this episode of Trend Following Radio we discuss:

  • Advantages of podcasting as a format over traditional media outlets
  • Why prices are “primal”
  • Prices as a heuristic
  • Rzepczynski’s ah-ha moment that brought him to the heuristic of price
  • Why a complex education doesn’t necessarily mean you should use a complex system
  • Why knowing the transductive reasoning behind price movement is unnecessary
  • VUCA: volatile, uncertain, complex, and ambiguous
  • VUCA in the context of portfolio management
  • The zen of trading and portfolio management; the importance of passion in investing
  • The notion of over-diversification
  • Dynamic allocation
  • Convergent vs. divergent
  • The improbability principle
  • Tail events and preparing for the unexpected
  • The notion of systematic vs. discretionary
  • How trend following is represented in the mainstream media
  • Complexity
  • Risk and return
  • Volatility and complacency

Listen to this episode:

Jump in!