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02:46 - Introduction to Quantica Capital
05:04 - Their investment philosophy
12:31 - What makes them unique?
17:09 - Reacting to trends
19:43 - Why not do it the easy way?
23:33 - Looking Sharpe
30:34 - Correlation is going to "1"
35:12 - Dealing with shocks
39:02 - The measurement methodologies
43:14 - The role of correlation
46:38 - Good research and potential pitfalls
53:09 - Important discoveries
55:26 - Making adjustments in a larger portfolio
59:11 - The time scale perspective
01:05:07 - The pros and cons of CTA replication
01:10:42 - Setting return expectations
01:14:14 - Trend following disagreements
01:15:45 - Expectations for 2023
01:19:22 - Thanks for listening