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02:50 - Introduction to AQR
04:12 - Their investment philosophy
08:47 - Risk premia strategies
11:55 - A historical perspective
13:55 - Too focused on sharpe?
22:24 - Changing the narrative
30:41 - Being unconventional
35:13 - Getting comfortable with the data
39:22 - The future for economical trend following
42:55 - Their research process
47:05 - The managed futures space
48:39 - Pricing trend following
55:00 - The need for daily liquidity
57:32 - The portfolio construction process
01:00:12 - The pros and cons of replication
01:04:25 - Applying risk management
01:05:40 - Adding new markets
01:09:19 - The role of trend following
01:13:08 - Reaching the limit
01:16:05 - Trend following disagreements
01:17:52 - Expectations for 2023
01:19:47 - Thanks for listening