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Episode TimeStamps:
02:18 - Introduction to Michael Neubauer and Joseph Waldstein
05:52 - How did they learn about trend following?
14:18 - The perfect match?
15:12 - What drove their decision to discretionary overlays?
16:52 - What is causing dispersion in the trend following space?
19:32 - The dangers of overoptimization
23:00 - What are their definition of risk?
27:20 - Are more markets better?
33:21 - Their research process*
37:18 - What is their smallest and least liquid market they trade?
39:01 - How they use synthetic markets in their trading
41:20 - Their considerations about cash equities
43:30 - Why are they trading the VIX index?
46:36 - What is the outlook for trend following?