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02:07 - Introduction to Campbell & Co
03:53 - Their investment philosophy
06:07 - The objectives of their work
08:37 - Moving beyond trend following
12:27 - Their approach to trading equities
15:11 - Staying diversified
19:59 - Using constraints
21:54 - Thoughts on replication
26:45 - What is a good research process?
31:46 - Balancing the adaptability
36:23 - Trading more markets = better?
41:47 - Dealing with ESGs
47:02 - Their risk management process
51:46 - Being discrete
56:19 - Static or dynamic position size?
59:35 - Capacity in the industry
01:04:27 - Advice on return expectations
01:07:11 - Vanilla vs. sophisticated trend follower
01:09:29 - Managing cash
01:11:07 - What do you disagree with the most?
01:12:07 - Expectations for 2023
01:12:57 - Thanks for listening