TTU15: Model Decay & How Best to Handle It ft. Karsten Schroeder of Amplitude Capital – 1of2

21/07/2014 46 min
TTU15: Model Decay & How Best to Handle It ft. Karsten Schroeder of Amplitude Capital – 1of2

Listen "TTU15: Model Decay & How Best to Handle It ft. Karsten Schroeder of Amplitude Capital – 1of2"

Episode Synopsis

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 HEREIn This Episode, You’ll Learn:The founding story of Amplitude CapitalAbout the motivation source for choosing short term tradingThe scientific processes guiding Amplitude’s perception of the marketsHow Amplitude manages their in-house and outsourced business processesWhere the point of optimal capital under management is for Amplitude CapitalA bird’s eye view of their historical track record and their reaction to the market shift in 2009On the effects of quantitative easing and other government interventions in market healthModel decay and how to best deal with itThe design structure of Amplitude Capital’s ProgramsMarket dynamics and where the Amplitude programs tradeDiffering philosophies: market specific models vs. models for all marketsComparing 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 [email protected] 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 © 2025 – CMC AG – All Rights Reserved----PLUS: Whenever

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