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Learn more about Graham Capital Management.
02:16 - Introduction to Graham Capital Management
04:00 - Their investment philosophy
09:35 - The art of modeling
12:33 - Too concerned about sharpe?
17:14 - Working together with clients
20:17 - The "real" objective
23:22 - Commodities - A saver in crises?
27:32 - What strategies to add in a 60/40?
32:54 - Their research process
37:28 - Evaluating managers and strategies
40:20 - Regime shifts and changes in markets
44:11 - Recalibrating parameter selection
48:34 - Their approach to lookback and signal generation
54:01 - Static vs. dynamic position sizing
59:03 - Liquidity in markets
01:02:17 - Reacting to changes in markets
01:06:34 - Discretionary interventions in markets
01:10:14 - Trend following disagreements
01:11:35 - Expectations for 2023