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Episode TimeStamps:
01:28 - What has caught our attention recently?
07:37 - Industry performance update
09:02 - Reflecting on August and September
12:25 - The reversal of the short fixed income trade
17:31 - The death of short-term trend following?
21:32 - Finding the right trading speed
24:15 - Out-performing is a long game
27:47 - Its time to move direction
29:53 - Can CTA's forecast risk and returns?
33:45 - Evaluating models over a long time
39:24 - Baltas' thoughts on correlation forecasting
42:26 - Pairing risk parity and trend following
48:25 - A dangerous game
51:35 - How much should you allocate to trend following?
01:01:06 - Is the benchmark changing?