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0:00 - Intro
1:14 - Macro recap from Niels
2:53 - Weekly review of returns
5:55 - Niels: Can you tell us about your journey to where you are today?
10:24 - Niels: Do you think John Henry’s success in sports can be partly down to his previous Trend Following methodologies?
12:18 - Niels: How do think we as humans overcome our behavioural biases in investing?
14:32 - Moritz: To what extent do systematic CTAs need laser-like focus, compared to others?
17:57 - Moritz: How did the day-to-day business of John W. Henry run?
21:00 - Niels: What led to John W. Henry eventually dissolving his firm, and what have leading CTAs today, who have been around since then, done right to still be successful?
29:02 - Moritz: How many markets in a trading system are too many?
42:06 - Niels to Moritz: How do you really benefit from correlation-based position sizing?
49:35 - Mark to hosts: How do you utilise momentum ranking in your portfolios?
55:45 - Niels: Where do you think returns dispersion among CTAs stems is stemming from?
57:21 - Moritz: What can be done better, in terms of selling a strategy to potential clients?
1:10:16 - Niels: How do you get so many ideas for content for your blog?1:12:32 - Niels: Do you have specific times of the day to do your writing?1:13:55 - Moritz: Why is the concept of convexity so popular nowadays?
1:18:06 - Niels: What is the best downside protection, in your opinion?
1:23:05 - Performance recap