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Episode Summary
0:00 - Intro
3:07 - Macro recap from Niels
8:49 - Weekly review of returns
9:26 - Interview with Roberto Osorio
12:03 - Niels: Can you help settle the debate of how many markets are optimal to trade?
19:00 - Niels: What are your thoughts on Volatility-targeting?
30:41 - Niels: How do you recognise model decay?
36:23 - Niels: What do you think is the best look-back period for Trend Following models?
44:40 - Niels: What is your view on the most effective ‘type’ of Trend Following model?
50:43 - Niels: What makes DUNN Capital so unique?
55:52 - Performance recap
