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Episode TimeStamps:
00:50 – The macro perspective
03:56 – Industry performance update
06:17 – First CTA to launch a ETF
09:57 – The managed futures index – what and why?
17:40 – Tim's experience with indices
20:15 – Building an asset allocation bucket
22:36 – A discussion on alpha
30:58 – Getting exposure to CTA return stream
37:10 – Why Tim would avoid replication strategies
44:18 – The biggest positions drive performance?
51:45 – Are ETFs reliable?
55:47 – Getting the timing right
01:00:49 – A terrible product?
01:04:26 – Why did Tim's US ETF fail?
01:08:07 – What is alpha?
01:11:00 – Are lower fees better for investors?
01:12:14 – Getting the correlation right
01:13:21 – Question from Oliver
01:15:59 – Teasing the next debate
01:22:38 – Thanks for listening