IT's TRUE - most CIO's read 50+ books each year - get your copy of the Ultimate Guide to the Best Investment Books ever written here.
And you can get a free copy of my latest book "The Many Flavors of Trend Following" here.
Learn more about the Trend Barometer here.
Follow Alan on Twitter.
Follow Russell on LinkedIn.
00:00 - Intro
02:22 - Introduction to Man AHL
03:45 - Their trading strategy
06:18 - Why does trend following work?
10:11 - A unique type of trend following?
15:46 - A trade-off in the objectives
19:14 - The effect of adding carry
21:13 - Picking from the strategy menu?
22:46 - Too much focus on sharpe?
24:33 - Replication - yay or nay?
29:54 - Have the models become outdated?
35:55 - The importance of execution
39:06 - Dynamic vs static position sizing
44:24 - Overcoming drawdowns
48:42 - Discussion on capacity and fees
52:18 - How to think about expected returns
57:09 - Can you trend follow trend following?
58:50 - Managing the cash
01:00:21 - Disagreements in trend following
01:02:03 - Questions to ask as an allocator
01:03:49 - Expectations for 2023
01:05:51 - Thanks for listening