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Episode Summary
0:00 - Intro
1:18 - Macro recap from Niels
3:14 - Weekly review of returns
6:56 - Niels: What do you make of the huge returns dispersion of CTAs during the recent market crash?
14:14 - Niels: What causes managers to have similar results?
16:42 - Moritz: Is the adoption of Machine Learning & AI more than just a marketing ploy?
25:58 - Niels: How CTAs differentiate themselves from eachother, in the eyes of investors?
28:57 - Niel: Why are investors usually least invested in Trend Following strategies around the time when they need it most?
30:00 - Moritz: What is the Transtrend story?
33:14 - Moritz: How do you use synthetic markets?
35:08 - Niels; Why have you decided to lower the amount of markets you trade?
38:36 - Niels; How do you avoid taking on too much counter party risk?
45:49 - Moritz: How do you approach market correlations?
49:53 - Moritz: As a liquidity provider, what happens when orders aren’t filled?
52:55 - Moritz: Do you have any concerns, as a liquidity provider?
55:43 - Niels: Who do you think market regulators need to take a look at?
59:01 - Moritz: Would you like it if markets were only open for a short amount of time per day?
1:02:26 - Moritz: Do you believe that trading commodities hurt thier producers in any way?
1:12:06 - Niels: Have markets changed?
1:13:36 - Niels: How do CTAs avoid client redemptions during a crisis, purely because they’re the only liquids funds left?
1:16:25 - Niels: What do you think is important when it comes to robustness?
1:18:56 - Moritz: What’s your view on volatility targeting?
1:22:18 - Niels: What are your thoughts on the belief that Trend Following is overcrowded?
1:24:56 - Performance recap
