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00:00 - Intro
03:52 - Key takeaways from the week?
15:35 - What does the future hold for interest rates and inflation?
22:52 - Industry performance update
25:52 - Q1, Joakim: Does dynamic optimisation in itself make more markets tradable?
32:21 - Q1, Follow-up: About adding "non-tradable" markets
35:39 - Q2, Kristen: Futures markets and Rob’s classification approach
43:15 - Q3, Kristoffer: How to treat CTAs? And deciding between allocating to investment
grade corporate bonds or high yield bonds
49:46 - Q4, Elie: Book recommendations for relevant statistical concepts + why not build a trend following portfolio of single stocks which are optimized for low correlation?
57:15 - Q4, Follow-up: About determining distance in a continuous MA crossover system
01:02:11: - Q5, Douggie: What is the capacity of a strategy?
01:09:04 - Q6, Adam: About running multiple different systems together and splitting risk
01:13:17 - Q7, Michael: What’s behind Rob’s low trailing vol?
01:14:16 - Q8, “Toby” (Rob): Can you (Rob) explain your new book?
01:21:39 - Coming up Next Week