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00:00 - Intro
01:57 - This week in Trend Following?
06:38 - Industry performance update
08:34 - A bit of background to Andrew and his work
15:12 - The mechanics of their replication strategy
20:20 - Getting correlation right...is that enough?
34:25 - What about flat periods?
41:19 - What is the hardest pard of what you do?
44:29 - Q1, Brian: Is there any tax advantages to your strategy?
46:01 - Q2, Jerry: What does your investor base look like?
53:19 - Are cryptocurrencies part of your universe?
57:16 - Q3, Jerry: How is the price of the ETF made up?
59:24 - Q4, Mike: Will capacity become an issue at a certain level of AUM like it does for traditional CTA strategies?
01:04:17 - Q5: Thoughts on CTAs being an essential part of a portfolio?
01:20:39 - Crisis Alpha
01:30:00 - Bringing value to investors
01:32:09 - Can you replicate a single manager?
01:44:14 - Will the current inflows mean that the CTA industry will reach capacity?
01:48:22 - Thanks for listening