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Timestamps
02:01 – Introduction to AlphaSimplex Group
03:03 – Their Investment Philosophy
08:02 – Too concerned about sharpe?
13:42 – How do you customize pure trend?
16:10 – Crisis Alpha – the true meaning explained
22:24 – The role of commodities in crises
26:22 – A need for speed?
32:20 – Capping the equity beta
39:36 – Their approach to CTA replication
44:59 – Machine learning as a research tool
48:30 – Simple vs. sophisticated
50:02 – CTA style factors
56:16 – All about bonds?
59:00 – An uncertain world
01:02:38 – The signs of change
01:06:23 – Trend following disagreements
01:09:03 – Expectations for 2023
01:10:52 – Thanks for listening