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Timestamps
00:00 – Intro
02:22 – Introduction to Man AHL
03:45 – Their trading strategy
06:18 – Why does trend following work?
10:11 – A unique type of trend following?
15:46 – A trade-off in the objectives
19:14 – The effect of adding carry
21:13 – Picking from the strategy menu?
22:46 – Too much focus on sharpe?
24:33 – Replication – yay or nay?
29:54 – Have the models become outdated?
35:55 – The importance of execution
39:06 – Dynamic vs static position sizing
44:24 – Overcoming drawdowns
48:42 – Discussion on capacity and fees
52:18 – How to think about expected returns
57:09 – Can you trend follow trend following?
58:50 – Managing the cash
01:00:21 – Disagreements in trend following
01:02:03 – Questions to ask as an allocator
01:03:49 – Expectations for 2023
01:05:51 – Thanks for listening