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02:58 – Introduction to Chesapeake Capital
07:02 – Jerry's key trend following learnings
12:54 – Jerry's investment philosophy
17:02 – Being evolutionary without too much tinkering
22:09 – Advice on running a trend following program
26:48 – Their process for selecting parameters
32:15 – What does an improvement look like…if not a higher Sharpe?
39:25 – The role of volatility in the trend following process
44:41 – The challenges of working with clients
48:51 – What if everyone was a trend follower?
54:21 – Can you be a good manager without using stops?
57:05 – Why are the other CTAs “wrong”?
01:04:33 – Trend following disagreements
01:06:42 – Excitements for the future
01:08:23 – Final thoughts