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Learn more about LYNX.
02:18 - Introduction to LYNX
04:11 - How did they settle on trend following?
09:08 - A painful ride?
11:09 - Too focused on sharpe?
14:04 - What stood out in 2022?
16:17 - The dual mandate
18:10 - The benefits of diversifying strategies
20:08 - Why machine learning?
24:31 - The flipside of diversifying strategies
28:32 - The process of replacing models
31:36 - Their view on CTA replication
35:54 - Execution within LYNX
38:15 - The right number of markets
41:10 - How they manage risk
46:02 - What makes a good manager?
51:11 - The issue with capacity
54:29 - Finding and hiring new talent
59:41 - Is Liquidity on a downfall?
01:01:51 - Managing cash
01:02:48 - Trend following disagreements
01:04:04 - Expectations for 2023
01:05:33 - Thanks for listening