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Episode Summary
0:00 - Intro
2:19 - Macro recap from Niels
5:22 - Weekly review of returns
12:48 - Quant trading firms being ready to pounce on a possible upcoming commodity boom, especially in China
31:05 - The departure of some CTAs away from major exchanges, and the fund Archegos blowing up costing billions for major global banks
49:25 - Arbitraging bitcoin futures
1:00:45 - Q1; Jim: What are your thoughts on combining a Trend Following system with a mean-reversion system?
1:04:40 - Q2; John: Do you have any advice on which futures contract to trade and when to roll?
1:09:14 - Q3; Mark: If Trend Following philosophy assumes the future is unknown, why is normal to use historical price data?
1:14:45 - Performance recap